Quantitative Analyst, Portfolio Analytics

Toronto, ON, Canada

Job Description

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Why join us?

Are you looking to join a dynamic pension plan that embodies the strong values of its 500,000 members and is an industry leading global investor? If so, we would love to tell you our story.

At OMERS we put our people first and are proud to embrace the diversity of thought and leadership that comes from having locations in Toronto, London, New York, Singapore, Sydney and other major cities across North America and Europe. Our culture is truly one of a kind. We get stuff done, and have fun doing it! We take great pride in contributing to the communities where we live with an ever-constant eye to the global investment markets.

Quantitative Analyst, Portfolio Analytics
OMERS Total Portfolio Management manages the public markets investment portfolio consisting of fixed income (including government bonds, Inflation-Linked Bonds and public and private credit) and equities, including global public equities, intellectual property and structured investments. The team\xe2\x80\x99s approach is focused on generating current income from high-quality assets and generating a consistent capital return with a lower volatility than the broad markets. We also seek to develop strategic partnerships with best-in-class investors to access credit and other opportunities on a global basis. The OMERS Capital Markets\' team is distinguished by its diversity in expertise and experience and its commitment to reliable, lower-risk performance. Our objective is to construct a well-diversified portfolio that will deliver long-term annualized returns in the 6 to 9% range.


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 improves investment decision making through data driven insights.

As a Quantitative Analyst, Portfolio Analytics, at OMERS Total Portfolio Management, you will be part of a team that are building world-class analytics and quantitative tools. The role provides the successful candidate with the opportunity to work closely with the Global Credit team, 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 Total Portfolio Management team, you will be responsible for the following:

Developing analytics, tools and processes required to manage diverse flavours of data

Applying quantitative skills to systematically ensure high data quality

Developing, structuring and querying SQL databases

Developing and maintaining daily, systematic processes required for Global Credit\xe2\x80\x99s portfolio

Building credit instrument pricing engines to facilitate daily portfolio management, back-testing and stress-testing

Working closely with IT to establish new ETLs and optimize existing ETL

Effectively communicate highly technical subject matter to Global Credit Portfolio Managers

Communicating and working regularly with traders, portfolio managers, internal and external managers, and operations staff to gain a holistic view on quantitative portfolio management as it relates to Global Credit

You bring the following skills and qualifications:
Bachelor\xe2\x80\x99s degree in Computer Science, Mathematics, Business, or related field.

Familiarity with Python and SQL is required

Experience working within a credit investment team is an asset

Experience with data engineering and/or data quality assurance is an asset

Experience with data visualization such as Plotly is an asset

Experience with Power BI (or equivalence dashboarding tool) is preferred

Experience with financial tools or software e.g. Bloomberg, CRD.

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

Challenges and Opportunities:
The role involves using highly sensitive information for making business decisions.

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

The role could require occasional conversation with our Asia trading team as we develop more analytics.

OMERS is offering:
An Inclusive work environment which celebrates diversity

Growth and development opportunities

Competitive compensation and benefits

Collaborative, innovative, and focused approach with high quality investments

Our story:
Founded in 1962, OMERS is one of Canada\xe2\x80\x99s largest defined benefit pension plans, with $128.6 CAD billion in net assets as of December 31, 2023. OMERS is a jointly-sponsored pension plan, with more than 1,000 participating employers ranging from large cities to local agencies, and over half a million active, deferred and retired members. OMERS members include union and non-union employees of municipalities, school boards, local boards, transit systems, electrical utilities, emergency services and children\xe2\x80\x99s aid societies across Ontario. Contributions to the Plan are funded equally by members and employers. OMERS teams work in Toronto, London, New York, Amsterdam, Luxembourg, Singapore, Sydney and other major cities across North America and Europe \xe2\x80\x93 serving members and employers and originating and managing a diversified portfolio of high-quality investments in public markets, private equity, infrastructure and real estate.

OMERS is committed to having a workforce that reflects the communities in which we live and work. We are an equal opportunity employer committed to a barrier-free recruitment and selection process. At OMERS inclusion and diversity means belonging. How we create a sense of belonging is through our employees and our vast network of Employee Resource Groups. Whether you are passionate about gender, pride, or visible minorities, we have groups that are focused on making a difference in all of our lives.

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Job Detail

  • Job Id
    JD2300787
  • Industry
    Not mentioned
  • Total Positions
    1
  • Job Type:
    Full Time
  • Salary:
    Not mentioned
  • Employment Status
    Permanent
  • Job Location
    Toronto, ON, Canada
  • Education
    Not mentioned