Intern- Investments, Capital Markets, Quantitative Strategies & Research (Fall 2024- 4- or 8-Month Contract)

Do you want to use your research skills and curiosity about markets to explore and build new systematic investment strategies? Do you want to use your technical skills to build tools for a software-based trading portfolio?

We are Quantitative Strategies and Research (QSR), an innovation-driven team within Capital Markets at Ontario Teachers’ Pension Plan. We manage a broad and diversified portfolio, built using quantitative models. We are looking for an intern to join us this Summer.

We have varied educational backgrounds and research interests, and we are all passionate about understanding what drives markets and using tools like data science, statistics, and technology to test and run our ideas. We are working on a lot of different projects - whether you want to conduct research on investment strategies or help build out our technological infrastructure, we have something for you!

Who you’ll work with

QSR is a team of 15, based in Toronto. Some of us focus on research and portfolio management, others on data science and technology. You will work alongside investment professionals in a world-class quantitative investment team with a focus on automated algorithmic trading systems and software engineering infrastructure. We work closely together in an open and collaborative research & development environment. We are entrepreneurial, tight knit, and have a performance driven culture. You will be mentored and guided by senior members of the team.

As a member of Capital Markets, a dynamic team of 80+ investment professionals working across liquid markets, you will also have unparalleled opportunities to meet and learn from people with different areas of expertise and approaches to investing!

What you’ll do

• Contribute to QSR’s broad research and development initiatives (we tend to work in MATLAB and Python).

• Apply a wide array of quantitative techniques (e.g., statistics, machine learning, optimization, etc.) to explore and test investment and portfolio hypotheses.

• Gain experience in one or several asset classes, including equities, fixed income, currencies, and commodities.
• Contribute to the development and optimization of our portfolio implementation infrastructure and analytical tools.

• Proactively look for areas of improvement and bring innovative ideas to the team through analysis and research.
• Work on a variety of datasets (e.g., sourcing, cleaning, visualization).

What you’ll need

• To be enrolled in a graduate program or upper-year undergraduate program providing solid quantitative research and/or technology foundations (e.g., math, stats, computer science, engineering, economics, etc.)
• Strong interest in financial markets and quantitative investment.

• Strong motivation to learn about systematic investment strategies and automated trading systems.
• Strong programming skills in a variety of modern programming languages, with a preference for Python, MATLAB, and JavaScript.
• Highly creative, entrepreneurial, and resourceful.
• You should be returning to your studies after the work term is completed.