Portfolio Manager, Quantitative Investment - BMO Global Asset Management

Application Deadline:

07/07/2024

Address:

100 King Street West

Job Family Group:

Customer Solutions

The Portfolio Manager of Quantitative Investments will join an experienced and dynamic team that builds and manages quantitative investment strategies of exchange traded funds (ETF), alternative mutual funds, mutual funds and institutional mandates. The portfolio manager’s responsibilities will include, but are not limited to, portfolio management of multi factor and single factor equity based ETFs and mutual funds. A successful candidate should have previous portfolio management experience in equity factor investing and derivatives. Any cross-asset experience is a big plus. In addition to portfolio management responsibilities, the successful candidate will also contribute to sales support to support the overall growth of quantitative investment strategies offering within BMO GAM.

Key Dimensions:

• Investment Management
• Investment Research and Programming
• Sales Support
• Risk Management & Compliance

Accountabilities:

Investment Management

• Responsible for the day to day management of active and rule-based quantitative investment strategies
• Manages, evaluates and monitors performance of the designated portfolio in alignment with investment objectives and client parameters based on the designated portfolio management discipline (e.g., equity, fixed income, quantitative, etc.).
• Demonstrates strong modelling skills in enhancement of current framework and innovation of new solutions.
• Demonstrates strong emphasis in risk monitor and risk management within the context of portfolio management
• Develops investment strategies to meet objectives and constructs and maintains portfolio within client investment guidelines, achieving appropriate diversification.
• Maintain and enhance models in order to ensure the necessary investment characteristics are within client needs and investment mandates.
• Executes various portfolio management requirements including, but not limited to: portfolio rebalancing, trading and execution, regular economic commentaries, corporate actions, rebalancing, asset allocation, risk management, idea generation and product engineering, and interacting with market participants.
• Build a trading strategy for any fund rebalances and portfolio transitions to minimize market impact and tracking
• Aid in communicating each investment strategy to sales team and clients
• Aid in the analysis of performance and investment decisions to defend to senior investment committee
• Support broader equity ETF portfolio management team by backing up on other index-based or institutional mandates as needed
• Continuously improving the operational efficiencies of the PM/Trading process

Investment Research

• Provide investment analysis to the portfolio management and sales teams
• Provide investment analysis on new product launches and existing products
• Develop and implement new quantitative investment strategies
• Implement model enhancement and new models in existing platform
• Broader work or accountabilities may be assigned as needed.

Sales Support

• Function as subject matter expert to support sales initiatives to drive asset growth
• Foster a highly integrated and collaborative partnership with the sales team to deliver exceptional client service, through delivery of timely and insightful commentary, support and market analysis
• Support products through education and sales
• Participate in client focused road shows, presentations and meetings
• Support the construction of PR and media messaging as the subject matter expert for non-linear and liquid alternative strategies as opportunities arise

                                                                     

Risk Management & Compliance

• Maintain the highest fiduciary duty when representing and acting in our clients’ interests
• Continuously pursue and identify potential risk within our business and processes
• Eliminate, where possible, manual processes
• Automate and build systems that reduce operational risk
• Ensure controls are in place and are being followed
• Join a culture that continuously looks to mitigate operational risk

Knowledge:

• University graduate in Commerce, Business, Engineering, Mathematics or Economics and may have a post graduate degree
• CFA Charterholder
• A minimu