ABOUT YOUR ROLE

As anInternEquityBeta Management you will be involved in quantitative research and developmentforsystematic equity beta strategies. You will work closely with portfolio managers and quantitative researchers to design test and improve models that help deliver efficient and cost-effective equity market exposure.

Youcould:

• Research and design systematic strategies for equity betamanagement(e.g. index replication factor-aware beta smart beta overlays)

• Build andmaintainresearch pipelines for data cleaning feature engineering signal generation and portfolio construction

• Analyzeperformance and risk of systematic strategies including attribution drawdown analysis and sensitivity to market regimes

• Contributetodocumentation and presentation of research results and recommendations to the team

• Enhance existing models and tools used by the team for beta deliveryand market regime prediction

WHAT YOULL NEED

• Currently enrolled in aMaster-levelor final-yearbachelorsinafinancial quantitative discipline :financial engineeringMathematics & Computer Engineeringorsimilar

• Intermediate knowledge of machine learning techniques(Tree-based modelsModel validation and overfitting controlDimensionality reduction)

• Stronganalytics andprogramming skills (Python)

• Strong interest in quantitative research

• Experience with data analysis and numerical methods including time-series analysis and optimizationandback testing

• Understanding of financial markets and instrumentssuch as index futures options and swaps andBasic concepts of portfolio theory

• Previousinternship experience

• Good communications skills in English and French (or willingness to learn)(regular interactions in English with investment partners based outside of Quebec Example: peers bankers brokerage firms etc. and PSP employees in our offices in Hong Kong London and New York and interactions in French with employees in our local offices in Montreal and Ottawa)

• Must return to studies after the internship or the internship must be part of your curriculum

• Candidates must have the right to work in Canada* for the period specified to be considered for this position. No support to obtain the right to work will be provided.

• *Options include Canadian citizenship permanentresidencyor a valid open work permit