Director, Portfolio Analytics
Portfolio Analytics resides at the intersection of finance and technology. We conceptualize, design, and implement value added decision making tools that assist in understanding, implementing, and managing investment strategies.
The Director, Portfolio Analytics will champion and drive the Portfolio Analytics initiative within Capital Markets, with a view of expanding the analytics capabilities beyond Capital Markets to the broader organization. The Director, Portfolio Analytics will manage a team comprised of both quantitative analysts and technical developers.
The Portfolio Analytics team works closely with the portfolio management teams to deliver decision making tools that assist in the execution of investment strategy implementation and management of portfolio risks. The Portfolio Analytics team partners with investment and risk teams to understand their business problems and provide creative solutions using analytics. Both internal and external data are deeply scrutinized through an analytic lens to identify issues and provide insights on both a position and portfolio level. As Director, you will be responsible for championing this analysis and working closely with senior members of the firm to deliver value added tools that improve the overall investment process.
The right person for this role will not only have outstanding quantitative skills but will be a strategic thinker with experience managing a team. You need to be articulate, confident, understand portfolios at a deep level, and have demonstrated your ability to work with leaders across domains in a firm.
- Build intelligent front-office solutions, including what-if analysis, screening, portfolio construction and tools that users can operate to gain greater insights and drive faster decision making.
- Lead the research and development of state-of-the-art analytic techniques and methodologies, which includes gathering and working with unstructured data – for example document indexing and search, text parsing, and other alternative data to support research initiatives.
- Support predictive analytics activities through use of analysis techniques including the use of machine and statistical learning
- Act as an ambassador for Capital Markets and OMERS externally, raising the profile of the company across Canada and the globe, with a view to attract and retain talented employees for the group.
Required Skills and Qualifications
- 15+ years of capital markets experience, preferably with portfolio management
- PhD in a quantitative discipline preferred
- Deep understanding of techniques such as:
- portfolio theory and financial securities modeling
- statistical analysis and data mining (Spark, Hadoop, SQL and NoSQL)
- full scale enterprise application development (Python)
- Demonstrated passion for capital markets and investment management
- Proven leadership skills and experience managing a team
- Keen interest in critical thinking and applying technology to solve problems
- Ability to synthesize and articulate complex ideas
- Strong communication skills and the ability to work well on cross-functional teams
OMERS is one of Canada’s leading pension funds. We invest over $85 billion for more than 470,000 plan members and their families. Our investment professionals use a direct-drive, active management strategy to invest in public and private markets from our offices in Toronto, New York and London. We are committed to earning superior returns by continuing to attract world-class investors and embracing a culture of excellence.
OMERS Capital Markets manages the public markets investment portfolio consisting of fixed income (including government bonds, Inflation-Linked Bonds and public and private credit) and equities, including global public equities, intellectual property and structured investments. OMERS is committed to both investment excellence – maximizing public market returns with lower volatility than the broad markets – as well as investing in its people. We also seek to develop strategic partnerships with best-in-class investors to access credit and other opportunities on a global basis. With the OMERS Capital Markets team, you will be part of a broad and challenging mandate, a collaborative team of engaged and high-caliber professionals with diverse and international backgrounds, and a meaningful goal: the pension promise of half a million stakeholders.
OMERS is committed to having a workforce that reflects the communities in which we live and work. Diversity and Inclusion at OMERS means we respect and value the broadest range of experiences, geographies, gender, ethnicities and perspectives as key elements of our culture. We are an equal opportunity employer committed to a barrier-free recruitment and selection process. If contacted for an employment opportunity, please advise if you require accommodation.