Investment Analyst - Systematic Equity

at  Manulife

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BACKGROUND:

The Multi Asset Solutions Team (MAST) manages over C$230 billion in multi-manager, multi -strategy portfolios distributed across the Institutional, Retail, Retirement and High Net Worth platforms at Manulife Investment Management. The Systematic Equity Team within MAST develops and manages over $50B in both passive (indexed) equity allocations and value-added factor-based active systematic strategies. We are seeking an Investment Analyst to work with our Systematic Equity portfolio managers in monitoring and trading our passive and active systematic equity accounts to maintain their specific objectives.
This position will be based out of Toronto.

KNOWLEDGE/SKILLS/COMPETENCIES:

• Degree in business/finance, financial engineering, mathematics, or other applied sciences
• 3-5 years of asset management or banking industry experience
• Strong quantitative and analytical skills
• Self-starter with an ability to juggle competing priorities and work under pressure to meet demanding response times, all while paying strict attention to detail
• Knowledge or familiarity with FactSet and/or Bloomberg
• A broad understanding of equity markets: domestic/international, developed/emerging, and up/down the market cap spectrum
• Prior work and/or strong knowledge of financial derivatives (future, forwards, options, swaps) a significant plus
• Excellent oral and written communications skills
• Excellent interpersonal skills to support relationships across the company and the industry
• Strong team player, as well as an independent thinker
• Experience with optimization and risk analytic applications, such as MSCI Barra BPM a plus
• Experience modeling in code-based statistical applications such as MatLab, R, Python, etc. is a plus

ACCOUNTABILITY:

As an Investment Analyst on the MAST Systematic Equity Team, the individual will work with our Systematic Equity portfolio managers, supporting the risk monitoring and equity/equity derivatives trade implementation processes across 100+ passive and systematic active equity accounts.

RESPONSIBILITIES:

• Work with portfolio managers and other investment analysts to ensure that portfolio construction methodologies meet mandate objectives and are practical within the markets we expect to trade
• Support the generation of cash position reports throughout the day and calculate trades required to equitize this cash using equities and equity/currency derivatives such as futures and forwards
• Generate and analyze return/risk attribution for existing and prospective portfolios
• Develop, run, and maintain back-tests and forward simulations
• Maintain and develop processes in support of the ongoing management of the funds
• Support marketing and distribution efforts with respect to investment process rationale, portfolio characteristics, and return/risk attribution analysis
• Provide support for strategic initiatives and other ad hoc projects as required