Intern Analyst, Valuation (May - August 2019)

EXPERIENCE THE EDGE

We’re one of Canada’s largest pension investment managers, with CAD$153 billion of net assets. We invest funds for the pension plans of the federal public service, the Canadian Forces, the Royal Canadian Mounted Police and the Reserve Force.

Capturing and leading complex global investments requires us to work as one to seize valuable opportunities, in close collaboration with some of the world’s top companies. At PSP, you’ll join a team of motivated and engaged professionals, dedicated to propelling our organization further than ever before.

Do you have what it takes to spot the edge?


We’re seeking an Intern Analyst, Valuation, to partner with key stakeholders and peers to support and engage with our powerful networks of people, opportunities, and investments. At PSP, we embrace people that are eager to learn, ideate, and innovate people who strive for excellence, challenge the status quo and seek alternative perspectives.

ABOUT YOUR ROLE

As an Intern Analyst, Valuation, you’ll

  • Develop and apply an understanding of the types of quantitative methods and analyses the team uses for financial markets securities and derivatives valuation to design and implement a literate programming framework
  • Increase the Valuation team’s ability to effectively innovate and collaborate by enabling interactive analysis of computational modules and creating a knowledge base 
  • Research and evaluate literate programming frameworks (Jupyter Notebooks, R Notebooks etc.) to determine the platform and integration approach that best meets the group’s needs
  • Devise and deploy one or more possible relevant use cases (such as a particular pricing model or component computational method) and demonstrate how your chosen platform and design will allow team members to interactively test and improve models and provide a low-maintenance, “living” methodological reference library

WHAT WE’RE LOOKING FOR

  • Strong analytical and research skills
  • Knowledge of statistical and computational methods financial derivative and/or structured products price modelling, an asset
  • Prior experience with literate programming frameworks such as Jupyter Notebooks, an asset
  • Autonomous self-starter
  • Innovative, design thinker

WHAT YOU’LL NEED

  • Master’s-level or final-year Bachelor’s program-level enrollment in Mathematics, Computer Science, Computer Engineering or Financial Engineering
  • Strong programming and computational skills (Python, Matlab, R, C/C#, for example)
  • Previous internship experience
  • Fluency in French, English is an asset


PSP Investments is an equal opportunity employer. PSP Investments does not discriminate against applicants based on race, color, sex, religion, national origin, disability or any other status or condition protected by applicable law.

 

This position is located at our Montreal offices.

Length of internship May to August 2019

Deadline to apply January 31, 2019

Visit us on LinkedIn.

www.investpsp.com