Senior Analyst (Senior Associate), Portfolio Analytics

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Portfolio Analytics of Total Portfolio Management provides advanced analytical capabilities to Capital Markets (Global Equities, Global Credit, Global Multi-Asset Strategies) 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 Managing Director, Head of 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 (Senior Associate) 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 newly established Overlay Management group. The Overlay Management group, within the Global Multi-Asset Strategies (GMAS) team, is responsible for supporting the OMERS public market exposures by delivering, rebalancing, and managing cross-asset Passive portfolios, Tactical Asset Allocation, dynamic currency management, and Tail-Risk hedging.

You will be responsible for:

• Ensuring high level of 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 Overlay Management 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 for Overlay Management
• Own the complete product development lifecycle

Required skills:

5+ years of experience in a portfolio engineering role covering capital markets, specifically financial instruments and their pricing with derivatives (swaps, futures, options), fixed income (credit, rates), equities, FX Extensive experience with Python (Pandas, Numpy, Sci Py) Extensive experience with SQL (Postgres/SQL Server), Redis, Parquet, query optimization, indexing Comprehensive experience with Github, Azure Dev Ops CI/CD 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…