Bilingual Finance Analyst III

at  Robertson and Company

Our client is a top financial institution with significant North American holdings. They have operations across most major verticals, including institutional & corporate, wealth management, private client, commercial banking, treasury, and retail banking.
Introduction: Robertson is seeking a skilled Bilingual Finance Analyst to join our client.
Contract Dates: 12 months with potential to extend or convert
Pay Range: $51.82 to $59.78 per hour
Business Hours: Monday to Friday (Hybrid)

Job Responsibilities:

• Apply specialized skills and fundamental data science methods such as predictive modeling, time series forecast or deep learning, to build risk forecasting models used to manage equity portfolios. Ensure models are properly documented, tested, and vetted as per regulatory and audit requirements
• Help in the management of TDAMs Quantitative Equity mandates
• Design, prototype, test, and document enhancements to the existing forecasting models
• Support the client portfolio management and relationship management teams for ad-hoc analysis
• Continuously evaluate relevance of forecasting models and research for the current product mix and market conditions
• Stay on top of economic and market conditions impacting the portfolios
• Closely monitor and understand each strategies intended and unintended risks, and the underlying drivers of their P&L
• Review, understand and vet changes in model preferences over time
• Work closely with TDAM’s data, quantitative research, portfolio management and risk management teams to evaluate and monitor the impact of various strategies
• Coordinate with internal partners in the technology and business analyst teams to specify requirements for improvements to upstream systems needed by our team
• Test and validate applications on the quantitative equity portfolio management system

Experience & Qualification Requirements:

• Highly motivated
• Collaborative mindset with independent research skill, willing to take ownership of his/her work
• Proven proficiency in Python and related packages. Strong familiarity with SQL and relational databases
• Strong command of foundations of applied statistics and linear algebra
• Finance industry: 2yrs
• Ideally 2+ years of experience in a quantitative investment research or data science role

Personal Attributes:

• Strong attention to detail and strong analytical, time management, and organizational skills
• Excellent communication skills, both oral and written

• Apply specialized skills and fundamental data science methods such as predictive modeling, time series forecast or deep learning, to build risk forecasting models used to manage equity portfolios. Ensure models are properly documented, tested, and vetted as per regulatory and audit requirements
• Help in the management of TDAMs Quantitative Equity mandates
• Design, prototype, test, and document enhancements to the existing forecasting models
• Support the client portfolio management and relationship management teams for ad-hoc analysis
• Continuously evaluate relevance of forecasting models and research for the current product mix and market conditions
• Stay on top of economic and market conditions impacting the portfolios
• Closely monitor and understand each strategies intended and unintended risks, and the underlying drivers of their P&L
• Review, understand and vet changes in model preferences over time
• Work closely with TDAM’s data, quantitative research, portfolio management and risk management teams to evaluate and monitor the impact of various strategies
• Coordinate with internal partners in the technology and business analyst teams to specify requirements for improvements to upstream systems needed by our team
• Test and validate applications on the quantitative equity portfolio management syste