Analyst, Portfolio Engineering
Canada Pension Plan Investment Board
Toronto, Canada
32d ago
  • Position Type : Full - Time Regular
  • Education Required : Bachelors Degree
  • Department : Total Portfolio Management Dept
  • Experience Required : 2+ Years
  • Company Description :

    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 $300 billion, CPPIB is a professional investment management organization that globally invests the funds of the Canada Pension Plan (CPP) to help ensure long-

    term sustainability. The CPP Fund is projected to exceed half a trillion dollars by 2025. CPPIB invests in all major asset classes, including public equity, private equity, real estate, infrastructure and fixed-

    income instruments, and is headquartered in Toronto with offices in Hong Kong, London, Luxembourg, Mumbai, New York City, São Paulo and Sydney.

    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
  • Being motivated every day by CPPIB’s important social purpose and unshakable principles
  • 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.

    Position Description :

    The Total Portfolio Management ("TPM") department is building the capabilities to enable a consistent framework for managing a broad range of risks across the entire fund.

    These capabilities will further enhance the top-down component of our Total Portfolio Approach - specifically the efficient allocation of systematic risks (including better beta, liquidity, and credit risk) as well as active risk generated by the investment departments.

    Additionally, the department leads the design of the CPP Reference Portfolio, risk budgeting for the total active portfolio and evaluates the risk-

    return properties of investment strategies and emerging opportunities in the context of the total portfolio. TPM consists of four groups : Portfolio Strategy & Construction, Portfolio Research, Portfolio Engineering and Portfolio Management.

    Portfolio Engineering Group

    The Portfolio Engineering group ( PE ) is responsible for ensuring that TPM has the analytical tools, robust infrastructure and data required to support scalable portfolio management and research activities in the context of the TPM investment framework.

    The Production team in PE is responsible for development of production quality system and standardized tools for the investment process.

    We are currently recruiting for Analyst to join the Portfolio Engineering Production team within the Total Portfolio Management department.

    This position will support the design and implementation of leading edge top down investment platform in the TPM department, as well as aid in streamlining existing business functions as they relate to TPM’s investment process.

    Role Specific Accountabilities :

  • Assist the team by analyzing specifications, understanding design goals, and helping communicate requirements to the implementation team.
  • Monitor and reconcile system outputs to ensure quality delivery.
  • Assist in supporting the daily activities of the Portfolio Management team, and troubleshooting the system.
  • Assist the IT team with production release preparations.
  • Work with the PE team to help design proof-of-concept implementations.
  • Analyze business processes to help streamline daily activities and improve efficiency.
  • Participate in various departmental projects and duties as assigned.
  • Position Requirements :

  • Degree in computer science, computer engineering and financial management, financial mathematics, mathematics or related discipline
  • 2-4 years of experience in a technical role
  • Excellent written and verbal communication skills
  • Demonstrated ability to work within a team
  • Possess strong technical aptitude and / or practical experience working with software development and QA
  • Programming experience with Python, or other high level language (C, C++, Java, etc)
  • Ability to learn new concepts, and adapt to changing priorities and new challenges
  • Knowledge of modern portfolio theory, economics and quantitative techniques, as applied to portfolio management and construction is not required but considered an asset
  • Successful candidates must exemplify CPP Investment Board’s guiding principles of high performance, integrity, and partnership
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