Senior Analyst, Quantitative Management

Reporting to the Vice-President, Quantitative Management, the incumbent will leverage his or her knowledge of emerging financial markets and quantitative skills to contribute to managing equity portfolios in growth markets with a focus on the Asian component of those markets within the CDPQ equity market portfolio.

Responsibilities

. Monitor the market environment, particularly macroeconomics and geopolitics, in emerging markets with an emphasis on Taiwan, Korea, China

. Assist the portfolio manager with daily management of Quantitative Management strategies as the main point of contact for the Taiwan, Korea, China strategies

. Identify opportunities to generate returns by capitalizing on dislocations in these markets using the set of strategies / instruments available

. Contribute to the development of Quantitative Management strategies, primarily in emerging equity markets, by combining quantitative approaches with fundamental analysis

. Meet with local partners (companies, brokers, portfolio managers)

. Ensure that the practices at the Montral office are standardized with those in Singapore

. As needed, contribute to management of the overall CDPQ equity market portfolio, in particular its risk level and exposures (factorial, geographic, sectors, etc.)

. Compile, analyze and synthesize information available from multiple sources on a specific theme or company

. Communicate purchase or sale recommendations to portfolio managers

Requirements

. Education in Finance with a solid knowledge of the statistical and quantitative approaches commonly used in portfolio management and finance

. Two to five years of relevant experience

. Demonstrated interest in equity markets

. Programming skills an asset (preferably Python, or R or MATLAB)

Skills

. Analytical

. Teamwork

. Humility

. Ability to communicate and synthesize

. Tolerance of ambiguity

. Stress management