Quantitative Equity Portfolio Research
CCL ConfidentialVancouver, British Columbia, Canada · Posted 4 months agoDescription
- Research and development – Conduct projects to enhance the portfolio optimization solutions by applying a variety of skills and techniques in finance, mathematical optimization, and statistics.
- Portfolio oversight – Monitor portfolio characteristics and ensure consistency with investment strategy and guidelines.
- Performance analysis – Conduct in-depth portfolio performance attribution to support decision making, performance evaluation, idea generation, and client understanding.
- Research infrastructure improvements – Identify, propose and collaborate on enhancements to the research infrastructure and workflow processes underlying the portfolio optimization research and development efforts.
- Cross team support – Collaborate with portfolio managers, traders, model research analysts and investment process/data analysts to ensure seamless integration of portfolio optimization objectives, inputs and parameters.
- Domain expertise – You have a foundational understanding of optimization theory, factor investing, portfolio risk management, and transaction cost management. You can effectively understand and identify methodologies to solve portfolio optimization problems.
- Systematic and analytical mindset – Passionate about bringing systematization and a disciplined structure together with investment intuition. You have experience with producing quantitative research and think critically and intuitively with a balance of fundamental theory and empirical validation.
- Creativity / innovation – You have demonstrated an ability to contribute new ideas and challenge the status quo.
- Demonstrated learner – You love to learn new things and will have the ability to develop a sufficient understanding of the Quantitative Equity Team’s quantitative investment models and systematic investment process.
- Strong communication skills – You excel at communicating complex and technical concepts and proactively solicit and provide feedback.
- Academic and work experience – At a minimum, an undergraduate degree in mathematics, optimization, statistics, physics, engineering, finance or a related field. Graduate studies or work experience (in quantitative research, optimization research, portfolio management, or equity investment analysis) considered valuable but not a requirement.
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