Senior Researcher and Associate Portfolio Manager (Toronto, Montreal, Quebec City)
- Employer: iA Financial Group
- Office: 26 Wellington Street East
- City: Toronto
- Province: Ontario
- Job category: Business Administration, Finance and Accounting
- Job ID: JR10007064
- Job type: Permanent Job Full time
- Apply before: 2021-02-01
iA Financial Group is the fourth largest life and health insurance company in Canada and offers a wide range of products for all stages of life and to meet the needs of clients across its vast sales network. Founded in 1892, iA Financial Group’s stability and solidity make it an employer of choice that invests in its employees and their development over the long term.
With operations across Canada and in the United States, iA Financial Group and its over 5,000 employees work hard every day to offer the best service to over four million clients.
Asset Allocation Team Overview:
The Asset Allocation (AA) team is responsible for providing world-class asset allocation expertise to directly improve investment performance, enhance clients’ experience and accelerate business growth. The AA function strives to be a Center of Excellence in strategic asset allocation, tactical trading and manager selection across a wide range of public and private markets.
The role, in a nutshell:
We are looking for a senior researcher / associate portfolio manager to help design, develop and roll out a complete suite of asset allocation capabilities. In this role, you will leverage industry best practices, cutting-edge academic research and proprietary insights to build complex, state-of-the-art investment models that drive systematic portfolio construction and asset allocation.
In your first 12 – 24 months, you will have worked on (some of) the following:
- Building quantitative strategic and tactical risk and return forecasts
- Creating frameworks for analyzing private investments and illiquid assets
- Implementing robust portfolio construction and optimization tools
- Developing a shared and unified top-down empirical research platform
- Advising on customized portfolio programs (e.g. ALM, options hedging, derivatives etc.)
- Providing thought leadership and influencing research priorities by leveraging the latest academic and industry research
- Rebalancing investment funds, writing market commentary and supporting the firm’s sales and marketing efforts
- Partnering with the lines of business on new product ideas and product enhancements
What you bring to the team:
- Degree in Finance, Economics or another quantitatively oriented discipline
- Proficiency in Python (preferred) or R, SQL and Excel / VBA
- Technical expertise in building systematic data-driven models
- Ability to independently drive research projects from start to finish (including data collection, data pre-processing, idea generation, signal backtesting and model roll out)
- Ability to adapt existing capabilities to new use cases by partnering in a cross-functional manner with stakeholders across the entire organization
- An empirical research mindset and a focus on delivering practical results
- Exceptional problem-solving skills and a high degree of intellectual curiosity
- Excellent communication, collaboration and interpersonal skills
- Strong attention to detail and the flexibility to adapt to changing priorities
Things we’d prefer you’ve seen before (but are not required):
- Open source version control systems (e.g. Git, GitHub etc.)
- Market data vendors (e.g. Bloomberg, DataStream etc.)
- Risk models/attribution tools (e.g. BarraOne, RiskMetrics, Axioma etc.)
- Optimization platforms (OpenOpt, CVXOpt, Axioma etc.)
- PnL and performance attribution reporting
iA Financial Group is committed to having an equal access employment program and welcomes applications from women, visible minorities, Aboriginal peoples and disabled persons. Any use of the masculine form is to simplify the text and includes the feminine form.
Also, we are committed to fostering a workplace that promotes diversity and inclusion. We can provide accommodation in our recruitment and selection processes to applicants with disabilities where required. Please contact your Recruiter, or send an email to email@example.com.