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Portfolio Analytics of Total Portfolio Management provides advanced analytical capabilities to Capital Markets (Global Credit, Global Multi-Asset Strategies and Global Equities) and Total Portfolio Management (Trading, Portfolio Construction, Portfolio Strategy, Liquidity Management). Portfolio Analytics partners with the investment teams to create proprietary analytics using both quantitative methods, ML and AI to help our portfolio managers make more insightful investment decisions and create new strategies or improve existing strategies to capture new sources of alpha.
As a member of the OMERS Total Portfolio Management (TPM) team in Toronto, reporting to the Principal, Portfolio Analytics, you will contribute and lead our transformation of how Capital Markets and TPM improve investment decision-making through data driven and AI powered insights.
As a Senior Analyst in Portfolio Analytics, at OMERS Total Portfolio Management,
you will be part of a team that produces and drives world-class data-driven analytics and strategies. This role specifically will deliver proprietary analytics to the Global Credit team. You will deliver analytics using a mix of quantitative methods and AI engineering. You will fully own the end-to-end delivery of the analytical products and integration within the Global Credit investment process.
You will be responsible for: Ensure high level data quality for our analytics by creating robust and reliable data pipelines with proper documentation, alerts and resolution runbook
Developing analytics, tools and processes required to create and manage diverse flavours of investment data and analytics
Applying quantitative skills to systematically ensure high quality and data-driven analytics to generate meaningful and applicable insights
Working with different members of OMERS Data and Technology team to convert the analytical solutions into consumer ready analytical products
Working closely with OMERS Data and Technology department to improve our technology stack
Effectively communicating highly technical subject matters to the Global Credit portfolio managers
Communicating and working with groups within Total Portfolio Management (Trading, Liquidity Management, Portfolio Construction, Portfolio Strategy)
to gain a holistic view on how we operate and understand the overall business problem to be able to design the solution best fit the Global Credit team
Own the complete product development lifecycle
Required Skills: Degree in Computer Science, Engineering, Mathematics, or related field
5+ years of experience in a portfolio engineering role covering capital markets
Extensive experience with Python (Pandas, Numpy, SciPy)
Extensive experience with SQL (Postgres/SQL Server), Redis, Parquet, query optimization, indexing
Comprehensive experience with Github, Azure DevOps CI/CD
Extensive knowledge of Credit instruments and their pricing
Experience and extensive knowledge of quantitative modelling and analysis (Strong understanding of linear algebra, calculus, probability, and statistics; experience with stochastic processes, time series analysis, and optimization techniques)
Experience working with investment teams and transforming business requirements into technology solutions
Strong attention to detail, highly organized and keen to learn
Ability to work independently and within a team
An action-oriented approach with a high degree of initiative and ability to deliver results
Solid written and verbal communication skills
Highly developed interpersonal and relationship management skills
Preferred Skills: A passion around learning new technologies and analytical techniques
This posting is for an existing vacancy.
The expected salary range for this position is $125,000-155,000 per year.
You may also be eligible to receive an annual Incentive Award pursuant to our Short-term Incentive plan and our Long-Term Incentive plan (if applicable), and to participate in our group benefits and retirement plans - details on these elements of compensation are
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📌 Senior Analyst (Senior Associate), Portfolio Analytics - Global Credit (Ontario)
🏢 OMERS
📍 Ontario