Analyst, Currency Management

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Scope:

OMERS Capital Markets' (OCM) Fixed Income & Currency team is currently seeking an Analyst, Currency Management to join its Active currency management team in Toronto. The successful candidate will utilize quantitative methods in development of systematic trading methodologies to complement existing investment strategies. The candidate will show success in quantitative investment research and modeling/spreadsheet skills either through academic or industry experience. Special consideration will be taken for candidates who have experience with options and/or volatility modeling. The position reports to the Principal, Currency Management within the Fixed Income and Currency team.

Responsibilities:

• Maintain and monitor the Currency team’s quantitative trading models and develop new strategies
• Provide quantitative analysis of currency markets
• Monitor and analyze risk using OCM’s Risk Management system
• Monitor and analyze currency derivatives market
• Review quantitative research material produced by dealer community
• Other responsibilities as required in support of the Fixed Income and Currency team

Qualifications:

• Bsc/MSc/MBA/CFA preferred
• Background in finance/economics/mathematics/computer science/engineering with up to 3 years of industry experience
• Excellent understanding of the use of computer technology in financial research with strong programming skills in MATLAB and VBA (knowledge of C++ and other programming languages would be an asset)
• Knowledge of financial engineering (derivative pricing, volatility modeling), multi-factor models, machine learning, risk management is desirable
• Knowledge of macroeconomics and an interest in emerging markets
• Ability to work independently or within team of experts
• Ability to perform under pressure and adhere to strict deadlines
• Strong communication skills












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