Associate/Principal, Quantitative Investment

| Get the OMERS RSS Feed

Sorry, this job is no longer available.


OCM is currently seeking a Quantitative Investment Researcher (Associate/Principal) to join its quantitative investment team in Toronto. This person will be passionately interested in investing, from generating innovative ideas based on economic and financial scientific research to testing these ideas using extensive historic data and to transforming the research into actual investment strategies and monitoring their performance. The candidate will show success in quantitative investment research either through academic or industry experience.


This individual will be part of a small entrepreneurial team that manages strategies invested in cash and derivative instruments globally with objective of generating absolute returns. A successful candidate will:

•Identify and test new active quantitative investment ideas using the best scientific practices
•Develop and implement quantitative investment forecasting models, portfolio construction, and analytical tools
•Develop and implement new quantitative investment products; maintain and enhance existing quantitative strategies
•Monitor and analyze the performance of strategies managed by the group; suggest ways to improve the performance of these strategies

This is an investment frontline position – the candidate will directly impact investment decisions regarding strategies managed by the group. The successful candidate will spend approximately 50% of their time on research solutions and 50% on implementation and analysis.


The ideal candidate will have the following:

•PhD in finance or economics 0 to 3 years of industry experience or a PhD in a quantitative discipline, such as physics, statistics, computer science or engineering with 1 to 3 years of industry experience
•Sound knowledge of multi-factor models, optimization techniques, and portfolio analysis
•Knowledge of derivative pricing and financial engineering
•Research and product development backgrounds with quantitative GTAA or global macro products is desirable
•Excellent understanding of the use of computer technology in financial research with strong programming skills (MatLab, C++), knowledge of SQL and experience with large data sets are a must
•Superior analytical skills
•Ability to work independently or within a team of experts
•Ability to perform under pressure and to adhere to strict deadlines

Share | Get the OMERS RSS Feed
Applicant Tracking System