Job Title:

Vice President, Investment Research and Portfolio Construction

Company:

Alberta Investment Management Corporation (AIMCo)

Location:

Edmonton , AB


AIMCo (Alberta Investment Management Corporation) is currently seeking a permanent full-time Vice President, Investment Research and Portfolio Construction to join our team in our Edmonton office located at #1600 10250 – 101 Street NW, Edmonton, Alberta T5J 3P4.

We are one of Canada’s largest and most diversified investment managers.

We are guided by the core values of excellence, transparency, humility, integrity and collaboration. We are mindful and responsive to actively evaluating, assessing and optimizing risk to achieve superior performance for Albertans. We believe that every employee is empowered and accountable for managing risk.

Job Duties

As Vice President, Investment Research and Portfolio Construction, you will coach, manage and mentor a team committed to evolving AIMCo’s investment research program to the benefit of our clients. Working across the organization, you will bring innovative ideas, inputs and increased rigor to developing investment insights building upon a deep understanding of capital markets, economic and financialtheory. You will also take the lead on the creation, oversight and implementation of the Portfolio Construction framework that will continue to advance AIMCo’s understanding of clients’ investment portfolios. Leveraging emerging technologies, you will provide oversight and guidance to improve the integration of technology and portfolio construction techniques into AIMCo’s investment research and business processes.

Responsibilities

As Vice President, Investment Research and Portfolio Construction, some of your responsibilities will include:

  • Overseeing the continued evolution of the investment research program, including choice of topics and research methodology, ensuring continued relevance and value-add for clients
  • Overseeing the development of the client portfolio construction framework and enhancing capabilities in asset liability analytics across the team
  • Leading the review and assessment of core investment building blocks on AIMCo’s platform in conjunction with clients’ investment objectives
  • Leading the ongoing development of the factor model framework to better understand exposures of client portfolios
  • Reviewing, developing and helping integrate new and emerging ?nance, economic and quantitative tools, technologies and methodologies through partnership with internal and external teams and stakeholders
  • Playing a key role in reviewing and evaluating Client Investment Portfolios, including total risk, factor exposures and liquidity within the context of current and emerging investment issues, and recommending changes in asset class or factor risk exposures as required
  • Working together with members of AIMCo’s investment, risk and client teams, and with client education on investment topics Modelling a commitment to continually improving, contributing, questioning and fostering the same in others

Skills and Experience Required

The ideal candidate will meet the following requirements:

  • Master’s degree or doctorate in Financial Mathematics, Business, Finance, Economics, Statistics, Computer Science or Actuarial Science
  • Completion of CFA, PRM and / or FRM designations would be highly advantageous
  • 15+ years of experience in investment research and portfolio construction, with deep familiarity of Multi-Asset research, including an advanced understanding of individual asset classes
  • 10+ years of client engagement on investment topics combined with deep knowledge of ?nancial markets, ?nancial concepts, investment strategies, investment products (including derivatives) and their underlying risk drivers
  • Demonstrates knowledge of pricing, including derivative pricing theory, asset valuation, risk and calibration models for a variety of ?nancial instruments
  • Expert understanding of quantitative methods, statistics, time series, multivariate and Monte Carlo analyses, with previous experience designing, estimating and implementing economic-related statistical models
  • Strong technical skills including deep knowledge of risk models, optimization and statistical modeling software and programming languages including SAS, MATLAB, Python, R, etc. and experience with automation scripting
  • 10+ years of experience guiding, coaching, mentoring and supporting a team to new levels of personal and professional success
  • Advanced communication skills, with a re?ned ability to foster collaborative relationships amongst internal and external stakeholder groups
  • Demonstrates a commitment to AIMCo’s core values of excellence, transparency, humility, integrity and collaboration, and inspires the same in others

Wage and Benefits

The wage for this position is $170,000 to $230,000 annually, based on experience, for at least 36.25 hours per week.  Benefits include ongoing training, coaching and educational reimbursement programs; defined contribution pension plan; and health care spending account and onsite fitness facilities.

TO APPLY:

If you are interested in becoming part of the team, please submit your resume online at: https://www.aimco.ca/jobs/details.html?jobId=691&jobTitle=Vice%20President%2C%20Investment%20Research%20and%20Portfolio%20Construction





Posted 2021-09-14








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