Job Description

ABOUT USWe\xe2\x80\x99re one of Canada\xe2\x80\x99s largest pension investment managers, with CAD$264.9 billion of net assets as of March 31, 2024.We invest funds for the pension plans of the federal public service, the Canadian Forces, the Royal Canadian Mounted Police and the Reserve Force. Headquartered in Ottawa, PSP Investments has its principal business office in Montr\xc3\xa9al and offices in New York, London and Hong Kong.Capturing and leading complex global investments requires us to work as one to seize valuable opportunities, in close collaboration with some of the world\xe2\x80\x99s top companies. At PSP, you\xe2\x80\x99ll join a team of motivated and engaged professionals, dedicated to propelling our organization further than ever before.EXPERIENCE THE EDGEAt PSP, we encourage our employees to grow, forge powerful relationships, contribute and fuel inspired investment launchpads. We are committed to a culture that fosters collaboration and allows us to think beyond, in an interconnected way. We advocate for our employees to speak-up, learn, experiment, share, and be part of an where diversity is embraced.ABOUT THE TEAMWe are seeking an Analyst, Dynamic Asset Allocation and Currency Management with an information technology profile, along with recognized skills in financial modelling and quantitative research in the DAACM team, to partner with key stakeholders and peers to support and engage with our powerful networks of people opportunities and investments.The DAACM team operates on several high-profile initiatives for the organization. It\xe2\x80\x99s part of the Total Fund Strategic Investments team and focuses on the following strategic initiatives: Dynamic Currency Management, Dynamic Asset Allocation, Currency Rebalancing, Mechanical Rebalancing, and other content purposed for the TFMC.ABOUT YOUR ROLEAs an Analyst, Dynamic Asset Allocation and Currency Management, you\xe2\x80\x99ll:Support the DAACM mandate by providing investment analysis and financial modeling to support the team decision-making processContribute to designing and implementing portfolio investment models which leverage our Economic scenariosDevelop quantitative investment tools, backtests, and analysis to support the DAACM activitiesEnsure the robustness and the integrity of the quantitative library (in Python)Contribute to developing DAACM recommendations to the VP DAACM and CIO Group when requiredContribute to preparing documentation and other internal presentations. Ensure DAACM documentation is up to dateCommunicate and presents research or analysis outcomes to the teamWHAT YOU\xe2\x80\x99LL NEEDEducation level, degree(s): Master Degree in Financial Engineering or equivalentUp to three (3) years of relevant experience in the roleAdvanced mathematical skills and Strong comprehension of models in financeAdvanced programming skills in Python (with objet oriented programming) - requiredAbility to query and manipulate large datasets (Microsoft SQL Server)Advanced knowledge of financial risk measures (volatility, VaR, CVaR, \xe2\x80\xa6)Excel, MS OfficeExperience with business intelligence systems (preferably Power BI) would be appreciatedAttention to details and rigorous approachDemonstrated initiative and curiosity to look beyond surface facts and conduct comprehensive, fact-base, added-value researchBilingualism English and French (frequent interactions in English with PSP employees based in our offices in Hong Kong, London and New York, and interactions in French with employees in our local offices in Montreal and Ottawa)We offer a tailored employee experience and competitive total rewards and benefits package* designed to attract and retain global diverse talent, reward performance, and reinforce business strategies and priorities. Beyond salary and incentive pay eligibility, you have access to:Investment in career developmentComprehensive group insurance plansCompetitive pension plansUnlimited access to virtual healthcare services and wellness programsGender-inclusive paid family leave policy: up to 26 weeks for primary caregivers, 5 weeks for secondary caregiversVacation days available on day one with additional days on milestone service anniversaries, and summer Friday afternoons offA hybrid work model with a mix of in-office and remote days*Benefits package may vary based on your employee type.At PSP, we aim to provide an inclusive workplace where we leverage diversity and where everyone feels valued, safe, respected and empowered to grow. As part of this leadership commitment, we strongly encourage applications from all qualified applicants and strive to offer an inclusive and accessible candidate experience. If you require any accommodation for any part of the recruitment process, please let us know.Visit us onFollow us on#LI-AM1

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