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Quantitative Equity Portfolio Research

Connor, Clark & Lunn Investment ManagementVancouver, British Columbia, Canada · Posted 4 months ago
Full-time
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Description

We are looking for a Portfolio Research Analyst to join our fast-paced and entrepreneurial Quantitative Equity Team! We are a high-performance team embedded in a top-performing quantitative equity fund that manages over $111 billion in financial assets. We combine quantitative research with leading-edge technology to develop our unique algorithmic investment strategies. A culture of innovation, growth and success through collaboration and mutual respect has enabled us to deliver top tier performance for over two decades.
This is a role within the Portfolio Construction group responsible for the construction of optimal portfolios and desired trades for those portfolios.
You will be contributing to the ongoing advancement of our in-house equity portfolio optimization framework that directly drives our daily investment decisions for delivering exceptional portfolio performance over the long term. You will possess an understanding of the key drivers of equity portfolio construction, including equity forecasts, risk management, and transaction cost management.
We are based in beautiful Vancouver, Canada; our team embraces the lifestyle and activities that life in Vancouver awards.
What You Will Do
This is an exciting role for an individual who is passionate about quantitative research and wants to apply a disciplined and scientific approach to portfolio construction. You will work with key decision makers on the team and have a broad range of responsibilities, including:
  • 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.
With growth and development over time supported by the team leaders, you will eventually bring forward ideas and contribute to the long-term strategic improvements to our portfolio optimization capabilities.
What You Bring
  • 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.

We welcome applications from candidates with different levels of experience, including interns, new graduates, and experienced professionals. The base salary range is $125,000 – $200,000 annually plus a competitive performance bonus. Compensation will be determined based on experience and qualifications.

To apply for this position, please submit your resume, cover letter and transcript.

#LI-HYBRID #LI-RC1

CC&L Financial Group is committed to creating a diverse and inclusive environment and is proud to be an equal opportunity employer. All qualified applicants will receive consideration for employment without regard to gender, ethnicity, religion, sexual orientation or expression, disability, or age. 

Your application will be reviewed by a member of the hiring team - AI is not used in the screening, assessment or selection of applications at this time.

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