Senior Associate, Portfolio Construction Research
Senior Associate, Portfolio Construction Research
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Job Description
As an Associate on the Systematic Portfolio Construction team you will be responsible for conducting investment research assisting in building robust recommendations and developing investment strategies. As a part of the team you will also play an active role in supporting initiatives that deliver on the groups broader objectives.
Team Description
Our Active Equities mandate is to deliver alpha in the global public equity markets. The department leverages CPP Investments structural competitive advantages and Active Equities sources of edge to exploit alpha opportunities through proprietary company specific fundamental research. Our fundamental insights yield a collection of highconviction singlecompany investments that are assembled into a highly concentrated long/short marketneutral portfolio via an optimization process that aims to remove unintended factor exposures. The result is a portfolio with maximum exposure to our proprietary research and little else.
The Portfolio Construction & Risk (PC&R) group supports the Active Equity department with portfolio analytics construction and implementation and risk optimization. They also research and implement systematic portfolios and manage the infrastructure data and tools that empower the departments investment edge.
Within the PC&R group the Systematic Portfolio Construction team is responsible for researching and designing fundamentally driven systematic portfolios while building a platform to facilitate their implementation. As well the team undertakes various alpha capture initiatives to enhance the performance of portfolios managed through the platform.
Accountabilities
- Design and build infrastructure related to alpha research portfolio construction research and optimization methods
- Research alpha generation techniques for stock selection using fundamental data and theory
- Analyze global long/short portfolios using quantitative techniques
- Evaluate portfolio implementation and execution strategies
- Conduct research on different portfolio construction and risk modeling approaches
Qualifications :
- Masters or PhD in finance statistics economics engineering or other quantitative discipline
- 25 years experience applying quantitative techniques in finance with experience at an asset manager or hedge fund preferred
- Experience with quantitative stock selection strategies and multifactor risk models
- Strong programming expertise in Python or similar language
- Experience using SQL or other relational databases
- Experience with financial datasets would be an asset
- Detail oriented
- Strong problem solving and quantitative skills with demonstrated intellectual curiosity
- Solid verbal and written communication skills
- Exemplifies our Guiding Principles of Integrity Partnership and High Performance
Additional Information :
Visit our LinkedIn Career Page or Follow us on LinkedIn. #LIASM1 #LIOnsite
At CPP Investments we are committed to diversity and equitable access to employment opportunities based on ability.
We thank all applicants for their interest but will only contact candidates selected to advance in the hiring process.
Our Commitment to Inclusion and Diversity:
In addition to being dedicated to building a workforce that reflects diverse talent we are committed to fostering an inclusive and accessible experience. If you require an accommodation for any part of the recruitment process (including alternate formats of materials accessible meeting rooms etc.) please let us know and we will work with you to meet your needs.
Disclaimer:
CPP Investments does not accept resumes from employment placement agencies headhunters or recruitment suppliers that are not in a formal contractual arrangement with us. Our recruitment supplier arrangements are restricted to specific hiring needs and do not include this or other website job postings. Any resume or other information received from a supplier not approved by CPP Investments to provide resumes to this posting or website will be considered unsolicited and will not be considered. CPP Investments will not pay any referral placement or other fee for the supply of such unsolicited resumes or information.
Remote Work :
No
Employment Type :
Fulltime
Employment Type
Full-time
