Intern Analyst, PhD – Systematic Strategies Group
- Toronto, ON, Canada
Full-time
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Job details
- Job type
- Full-time
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- Posting language
- English
- Posted
Original job description
Joining CPP Investments means joining one of the world’s most admired and respected institutional investors to drive a single mandate: to deliver strong, sustainable returns for generations of Canadians.
With a long-term horizon and global reach, we deploy capital at scale across public and private markets. Our size, stability, and disciplined investment philosophy allow us to pursue complex opportunities and build enduring partnerships worldwide.
For our people, this means meaningful work with tangible impact, real opportunity, and collaboration with exceptional colleagues who value partnership and performance. Here, you’ll contribute to outcomes that matter alongside team members committed to excellence and shared success.
The Role
As an Intern Analyst in the Systematic Strategies Group (SSG), you will contribute to systematic investment research across global markets and multiple asset classes.
Starting in May 2027, you will support end-to-end research on systematic signals, develop forecasting and monitoring tools using macroeconomic, market and alternative datasets, engineer robust data workflows, and help translate academic research into enhancements to investment models.
The Team
The Capital Markets and Factor Investing (CMF) department invests globally across public equities, fixed income securities, currencies, commodities and derivatives, and manages relationships with investment managers and co-investments in public market securities.
Within CMF, the Systematic Strategies Group develops and manages systematic investment strategies across global equities, fixed income, commodities, currencies and volatility. The team invests in absolute return and long-only strategies designed to provide a diversifying return stream to the total Fund.
Accountabilities
- Support end-to-end research on systematic signals across multiple asset classes, including rates, equities, currencies and commodities
- Build forecasting and monitoring tools that synthesize macroeconomic, market and alternative datasets
- Engineer robust data workflows to support systematic investment research
- Translate relevant academic research into enhancements to investment models
- Contribute to practical research related to financial markets, portfolio management, portfolio construction and asset pricing
- Currently pursuing a PhD in Finance, Economics, Computer Science, Statistics, Applied Mathematics or a related quantitative discipline; candidates at the dissertation stage are preferred
- Experience working with financial and/or economic data
- Strong programming skills, preferably in Python and SQL
- Strong empirical modelling, econometric, analytical and problem-solving skills, with attention to detail and intellectual curiosity
- Interest in applying quantitative research to financial markets, portfolio management, portfolio construction and asset pricing
- Strong written and verbal communication skills and demonstrated ability to collaborate effectively within a team
- Commitment to CPP Investments’ Guiding Principles of Integrity, Partnership and High Performance
We provide colleagues with cutting-edge AI tools, dedicated learning time, and practical support to help them deliver with greater impact.
Inclusion & Accessibility
CPP Investments is committed to equitable access to employment and building a workforce that reflects diverse talent and perspectives. If you require accommodation at any stage of the recruitment process, please let us know and we will work with you to meet your needs.
Attention: Protect Yourself from Fraud
CPP Investments is committed to a secure and transparent recruitment process. We will never ask candidates for payment or financial information at any stage of hiring. All legitimate opportunities are posted on our careers page, and communications will come from our applicant tracking system, Workday.
CPP Investments may use AI tools to help screen and assess applicants by analyzing resumes and applications for relevant skills and experience. These tools support, but do not replace, human decision-making.
More about this job
Responsibilities
Support end-to-end research on systematic investment signals across asset classes, build forecasting and monitoring tools using macroeconomic, market, and alternative data, and engineer robust research data workflows. Apply academic research to investment models and contribute to research in financial markets, portfolio management, portfolio construction, and asset pricing.
Requirements
Candidates must be pursuing a PhD in Finance, Economics, Computer Science, Statistics, Applied Mathematics, or a related quantitative discipline; dissertation-stage candidates are preferred. The role calls for experience with financial or economic data, strong Python and SQL programming, empirical modeling and econometric skills, analytical problem-solving, attention to detail, intellectual curiosity, and effective communication and collaboration.
Skills
- Systematic Investment Research
- Quantitative Research
- Python
- SQL
- Financial Data Analysis
- Economic Data Analysis
- Empirical Modeling
- Econometrics
- Forecasting
- Data Workflow Engineering
- Portfolio Management
- Portfolio Construction
- Asset Pricing
- Analytical Problem-Solving
- Communication
- Team Collaboration
Visa sponsorship
Not detected in the job text
Categories
- Finance & Accounting
- Data & Analytics
- Science & Research
Keywords
- Systematic Strategies
- Investment Research
- Systematic Signals
- Global Markets
- Multi-Asset Investing
- Equities
- Fixed Income
- Rates
- Currencies
- Commodities
- Derivatives
- Volatility
- Macroeconomic Data
- Market Data
- Alternative Data
- Forecasting
- Monitoring Tools
- Data Workflows
- Academic Research
- Investment Models
- Financial Markets
- Portfolio Management
- Portfolio Construction
- Asset Pricing
- Empirical Modeling
- Econometrics
- Python
- SQL
- Absolute Return Strategies