Investments Associate, Capital Markets – Trading Research & Analytics – Ontario Teachers’ Pension Plan – Toronto, ON

Investment Associate, Capital Markets – Trading Research & Analytics

The opportunity

Our team is growing! This is an opportunity to research and develop multi-asset transaction cost analysis (TCA) that will minimize trading costs across Equities, Futures, Rates, FX & Credit. Our team applies various modelling techniques using financial market data to inform traders on low-cost trading strategies. The Associate will support & develop the teams long-term strategic roadmap that will benefit our internal partners across Capital Markets.

Who you’ll work with

The Associate will report into the head of Trading Research and Analytics (TRA) within the Global Trading & Beta group in Capital Markets. This team works closely with the traders within the global trading group to leverage TCA in evaluating broker execution, trading performance, and other areas driving costs. TRA group will partner with the Quantitative Strategy & Research (QSR) group in incorporating TCA analysis and Cost models into the teams systematic portfolios as well as identify opportunities for trade cost reductions.

Additional stakeholders include Beta Management, Credit & DM Rates. Work closely with OTPP’s internal data science group in building statistical models to evaluate our trade executions. The Associate will work with our internal technology partners to build and implement new tools that will benefit our entire team and department.

What you’ll do

• Proactively look for areas of improvement and bring new ideas to the team through experimentation of different hypotheses leading to trade cost-reductions.

• Build / refine multi-asset market impact models that quantify our execution footprint across different markets.

• Research / build multi-asset real-time trading signals that will aid traders in achieving low-cost execution.

• Partner with technology to help a design and support the implementation of a multi-asset data warehouse for research and analysis.

• Present your research findings to key stakeholders in a clear and compelling way.

• Work with the traders to better understand; market structure, liquidity, and trading workflows of each respective asset class.

What you’ll need

• Undergraduate or advanced degree in Statistics, Engineering, finance or relevant fields.

• Min 2 years experience; 1+ years of experience in a research oriented role.

• Trading research and TCA analysis experience is an asset

• Experience using various techniques (e.g. statistical analysis, mathematical modelling, machine learning or others).

• Proficient with visualization tools (e.g. Tableau, Power BI, etc)

• Fluent communication skills and ability to explain and simplify technical concepts

• Collaborative attitude and highly motivated / self starter

• Entrepreneurial approach and track record to drive a scalable & executable research agenda

• Knowledge in market microstructure research & modelling across Equities, Futures, Rates, FX & Credit.

• Strong programming skills in languages such as Python, R, C++, etc.

What we’re offering

• Pay for performance environment that offers competitive salary and incentives

• Numerous opportunities for professional growth and development

• Comprehensive employer paid benefits coverage, including a Health Spending Account

• Guaranteed retirement income through a defined benefit pension plan

• Competitive time off

• Discount programs including Edvantage and Perkopolis

• Degreed: a digital platform that helps you quickly and easily discover, share, and track ALL kinds of learning resources — from courses to videos to articles and more.

At Ontario Teachers’, we are a globally minded organization and take pride ensuring that the people we hire and the culture we create reflects and celebrates diversity of thought, background and experience. Through our Inclusion & Diversity Employee Resource Groups (ERGs) events, celebrations , we offer a variety of opportunities for colleagues to connect for the purposes of professional development and networking & mentoring.

If you require an accommodation for the application, recruitment or interview process, please let us know and we will work with you to meet your needs.

How to apply

Are you ready to pursue new challenges and take your career to the next level? Apply today!

You may be invited to complete a pre-recorded interview as part of the recruitment process. This will take no longer than 10 minutes.

Note that all individuals employed by Ontario Teachers’ in our Toronto office will be required to provide proof of full vaccination against COVID-19 as a condition of employment. We remain committed to an accessible, inclusive and barrier free workplace; written requests for a human rights-based exemption from vaccination will be considered on a case-by-case basis.

Candidates must be legally entitled to work in the country where this role is located.

We thank you for applying, however, only those selected to continue will be contacted.

#LI-OTPP

Functional Area:

Investments

Requisition ID:

4580