The QSR(Quantitative Strategies & Research) team's institutional grade systems are built to manage and trade billions of dollars across a systematic portfolio's investment lifecycle. This includes but is not limited to data ingestion, portfolio construction and operations, trading and risk management. The role is for a portfolio engineer will be responsible for enhancing, supporting, and operating the systems and processes that underpin the quantitative investment strategies. The role is an active part of the QSR investment team and has key Portfolio Management, Portfolio Operations, Risk and P&L; accountabilities. The role is part of the QSR investment team, which is part of the Capital Markets/Investments group. The candidate will report to the Director, QSR(CMIA), Capital Markets. As an integral part of QSR, the role will work in conjunction with other members of the QSR investment team and the team's research staff. The role will also partner with software developers from Technology as part of the broader CMIA (Capital Markets Investment Analytics) team. The team operates in an open, agile and cooperative environment. Take ownership of and help improve our extensive internal proprietary investment strategy codebase under the guidance of senior colleagues in Investments. Work on code that directly supports Investment functions including but not limited to: proprietary investment strategies, automated algorithmic trading, portfolio management, order management, risk analysis, automated reporting, profit and loss analysis, performance attribution, portfolio analytics, quantitative strategies research, web-based reporting, real-time system monitoring. Support and guide Technology partners in the development of code and solutions not directly linked to Investment outcomes: data platforms and infrastructure, analytics tooling, reporting infrastructure, application security, production environments and operational tooling. Direct ownership and accountability for QSR's portfolio operations, including but not limited to:



managing the team's systematic intraday trade management process, responsibility for optimizing contract roll schedules, implementing portfolio rebalances and ad-hoc risk-adjustments as required by the QSR team, interfacing directly with the Trading desk to optimize trade flows and rapidly resolve any system or trading issues that may affect the normal course of QSR's systematic trade flow Responsible for deploying new investment models developed by QSR's research staff to production in a timely manner. This requires ensuring recent models are well integrated within the team's codebase, analysing the portfolio and market impact of recent models and ensuring conformity with the team's operations and trading processes Contribute to the ongoing development of the QSR's systematic trading platform for portfolio analysis and model execution. Work with Trading to collect and analyse TCA and market data and help research improvements to our trade schedules and algorithmic execution methodology Investigate and attribute portfolio profit and loss, risk and exposures to various strategies and factors Actively work alongside quantitative researchers to help create, tune and maintain quantitative models at all stages of their development process. Learn about quantitative investment strategies and associated development and technology requirements Work with Technology partners to implement software engineering best practices including; code quality, robustness, readability, maintainability. No direct management accountability but will support and provide guidance to new graduates and interns Strives to keep up to date with recent updates in the software engineering best practices Expected to be able to work independent, or with little guidance, including on project they have been assigned Takes ownership of documentation related to various projects. Can provide assistance and technical advice to researchers. Undergraduate or graduate degree in quantitative discipline such as Computer Engineering, Software Engineering or Computer Science. Master in finance or similar advanced degrees is #

📌 Associate Investment Advisor I (Canada)
🏢 Otppb
📍 Canada