Full Stack Quant Developer, Portfolio Analytics, Capital Markets

Toronto, ON, CA, Canada

Job Description

Choose a workplace that empowers your impact.

Join a global workplace where employees thrive. One that embraces diversity of thought, expertise and experience. A place where you can personalize your employee journey to be -- and deliver -- your best.



We are a purpose-driven, dynamic and sustainable pension plan. An industry leading global investor with teams in Toronto to London, New York, Singapore, Sydney and other major cities across North America and Europe. We embody the values of our 600,000+ members, placing their best interests at the heart of everything we do.



Join us to accelerate your growth & development, prioritize wellness, build connections, and support the communities where we live and work.



Don't just work anywhere -- come build tomorrow together with us.



Know someone at OMERS or Oxford Properties? Great! If you're referred, have them submit your name through Workday first. Then, watch for a unique link in your email to apply.



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 and ML and AI to help our portfolio managers make more insightful investment decisions and create new or improve existing strategies to capture new sources of alpha.



This is a 12 month contract with potential to become a permanent, full time role.



As a member of the OMERS Total Portfolio Management (TPM) team in Toronto, reporting to the 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 insights.

As a Full Stack Quant Developer in Portfolio Analytics, at OMERS Total Portfolio Management, you will be part of a team that produces world-class analytics and quantitative tools. The role provides the successful candidate with the opportunity to work closely with our different public investment teams (Global Equity, Global Credit, Multi-Asset Strategies) and the rest of TPM (Portfolio Construction, Portfolio Strategy, Trading, Liquidity Management), where you will develop and grow your understanding of quantitative and technical tools that drive the development of the systematic components of portfolio management.



As a member of the Portfolio Analytics team, you will be responsible for the following:

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 accurate data to generate meaningful and applicable insights from data-driven analysis

Working with different members of the Portfolio Analytics team on both quantitative analytics and AI/ML projects to convert the analytical solutions into consumer ready analytical products

Ensure high level of data quality for our analytics

Creating robust and reliable data pipelines with proper documentation, alerts and resolution runbook

Presenting our analytical work in a visually appealing and practical manner in the form of interactive web applications

Working closely with Data and Technology department to improve our technology stack

Effectively communicating highly technical subject matters to investment team portfolio managers

Communicating and working regularly with traders, portfolio managers, internal and external managers, and operations 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 our investment teams

Transforming business requirements into technical language to leverage the help of Data and Technology department

Own the complete product development lifecycle



You bring the following skills and qualifications:



Must Haves:



Experience working with investment teams, specifically within capital markets, and transforming business requirements into technology solutions

Extensive experience with Python (Pandas, Numpy, SciPy), TypeScript/JavaScript

Extensive experience with Backend frameworks:

FastAPI, Flask

Extensive experience with Frontend development with REACT

Extensive experience with API design

Extensive experience with SQL (Postgres/SQL Server), Redis, Parquet, query optimization, indexing

Comprehensive experience with Docker, Kubernetes, Github, Azure DevOps CI/CD

Extensive knowledge of financial instruments and their pricing: derivatives (swaps, futures, options), fixed income (credit, rates), equities, FX

Experience integrating and working with data vendors:

Factset, RavenPack, Bloomberg, LSEG, Trading Technologies, ICE, BestX, TradeFeeder

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 trading transactions and positions data for TCA

A passion around learning new technologies and analytical techniques

Strong attention to detail, highly organized and keen to learn

Ability to work independently and within a team

An action-oriented approach with a high degree of initiative and ability to deliver results

Strong written and verbal communication skills

Highly developed interpersonal and relationship management skills



Nice to Haves:



Experience working with Beacon platform

Experience with MLOps and model packaging and serving

Experience with working with LLMs:

Prompt engineering, RAG, Vector DBs, evaluation

Experience with Databricks

Degree in Computer Science or Engineering



Challenges and Opportunities:



The role involves using highly sensitive information for making investment decisions

Candidates must be able to prioritize multiple tasks to complete deliverables in a timely fashion



As one of Canada's largest defined benefit pension plans, our people-first culture is at its best when our workforce reflects the communities where we live and work -- and the members we proudly serve.



From hire to retire, we are an equal opportunity employer committed to an inclusive, barrier-free recruitment and selection process that extends all the way through your employee experience. This sense of belonging and connection is cultivated up, down and across our global organization thanks to our vast network of Employee Resource Groups with executive leader sponsorship, our Purpose@Work committee and employee recognition programs.

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Job Detail

  • Job Id
    JD3171439
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Toronto, ON, CA, Canada
  • Education
    Not mentioned