Senior quantitative researcher, alpha research team

Senior Quantitative Researcher - Alpha Research Team

Location: Toronto, ON | Company: BMO Global Asset Management | Team: Alpha Research Team

Role Overview

We are seeking a Senior Quantitative Researcher to join our team and contribute to a wide range of quantitative initiatives. This role involves supporting portfolio management and research activities through alpha modeling, risk modeling, and optimization techniques. The successful candidate will collaborate with multiple investment teams to conduct investment research, develop models, and work with deployment teams for production implementation.

Key Responsibilities

• Conduct research on alpha signals across a wide variety of datasets and investment universes; analyze factor behavior across different market environments and asset classes
• Code, train, and deploy statistical and machine learning models to deliver repeatable and actionable in...