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Quantitative Researcher - GCS
Job ID #: 1149
Functional Area: Investment Management Location: Toronto, Canada
Position Type: Full - Time Regular Department: Public Market Investments Dept
Experience Required: 2+ Years Education Required: Masters Degree
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Make an impact at a global and dynamic investment organization

When you invest your career in CPP Investment Board (CPPIB), you join one of the most respected and fastest growing institutional investors in the world. With current assets under management valued in excess of $200 billion, and projected to reach $300 billion by 2020, CPPIB is a professional investment management organization that globally invests the funds of the Canada Pension Plan to ensure long-term sustainability. CPPIB invests in all major asset classes, including public equity, private equity, real estate, infrastructure and fixed-income instruments, and currently has offices in Toronto, London, Hong Kong, New York and São Paulo.

CPPIB attracts and selects high-calibre individuals from top-tier institutions around the globe. Join our team and look forward to:

  • Diverse and inspiring colleagues and approachable leaders

  • Stimulating work in a fast-paced, intellectually challenging environment

  • Accelerated exposure and responsibility

  • Global career development opportunities

  • A deeply rooted culture of Integrity, Partnership and High Performance

If you share a passion for performance, value a collegial and collaborative culture, and approach everything with the highest integrity, here’s an opportunity for you to invest your career at CPPIB.

The Quantitative Research Group within Global Corporate Securities (GCS) is responsible for developing global systematic equity strategies including building and designing alpha and risk models, developing portfolio construction techniques, and building transaction cost models.  The Quantitative Research Group is looking to recruit a Quantitative Researcher to join the team.

Position Requirements

  • Building and implementing return forecasts and risk factor models

  • Conducting original signal research

  • Designing and developing new strategies

  • Reviewing and enhancing existing strategies

  • Developing portfolio construction techniques to effectively incorporate quantitative insight in the portfolio

  • Conducting transaction cost modelling

  • Staying abreast of research in asset pricing theory, risk management and portfolio construction

  • Collaborating with portfolio managers to enhance risk and return attribution

  • Strong background in statitistics and/or econometrics, asset pricing theory, and portfolio optimization

  • Advanced degree in a quantitative discipline (PhD degree is preferred)

  • Experience working with large datasets

  • A minimum of 2+ years of relevant work experience

  • Experience conducting factor research, building and implementing return forecasts and risk factor models is a plus

  • Strong computer skills with experience in R, Matlab, or Python

  • Proven ability to work independently as well as to perform effectively in a team oriented environment

  • Demonstrated good judgment, professionalism and integrity

  • Self-motivated, flexible and adaptable

  • Conduct consistent with our Guiding Principles of Integrity, Partnership and High Performance

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At CPP Investment Board, 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.

CPP Investment Board does not accept resumes from employment placement agencies, head-hunters 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 web-site job postings. Any resume or other information received from a supplier not approved by CPP Investment Board to provide resumes to this posting or web-site will be considered unsolicited and will not be considered. CPP Investment Board will not pay any referral, placement or other fee for the supply of such unsolicited resumes or information.

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