The opportunity

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.

Who you'll work with

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 collaborative environment.

What you'll do

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 new models are well integrated within the team's codebase, analysing the portfolio and market impact of new 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

Proactively look for areas of improvement and bring current ideas to the team, including actively participating in QSR's bimonthly 'Blue Sky' research initiatives.

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

Shows passion and curiosity for the subject matter and often goes beyond mandate to experiment new ideas

Strives to keep up to date with recent updates in the software engineering best practices

Proactively seeks advice and seeks to learn from more experienced members of the team. Not afraid to challenge them and engage them in debate.

Expected to be able to work independent, or with little guidance, including on project they have been assigned

Can effectively manage time and can pragmatically strike the right balance between attention to detail and work volume

Has the knowhow and confidence to take ownership of the teams' portfolio operation and, if needed, is able to make quick-thinking decisions to resolve complex trading and/or operational situations with potentially significant PnL outcomes.

Takes ownership of documentation related to various projects.

Can provide assistance and technica

📌 Investment Associate, Capital Markets (Toronto)
🏢 Otppb
📍 Toronto