{"id":2183449,"url":"https://alion.io/job/nymbus-quantitative-portfolio-strategist","title":"Quantitative Portfolio Strategist","company":{"id":1501074,"name":"Nymbus Capital","domain":"nymbus.ca","url":"https://alion.io/company/nymbus-ca","size_band":null,"is_staffing_agency":false,"employer_type":"direct","is_intermediary":false,"listed_via":null,"ats_vendor":"BambooHR","truth_index":null},"role":"Data Science","role_family":"Data Science","seniority":"senior","employment_type":"full_time","work_mode":"on_site","remote_scope":null,"remote_scope_basis":null,"remote_working_hours":null,"hiring_geo_confidence":"structured","locations":["Montreal, Canada"],"countries":["CA"],"hiring_countries":[],"hiring_countries_total":0,"salary":null,"salary_estimate":{"min_usd":63000,"max_usd":113000,"period":"year","method":"role_seniority_country_remote_cell","sample_n":90},"experience_years_min":5,"visa_sponsorship":false,"relocation_package":false,"has_equity":false,"technologies":[{"name":"AI Agents","optional":false},{"name":"C++","optional":false},{"name":"Claude Code","optional":false},{"name":"Cursor","optional":false},{"name":"Git","optional":false},{"name":"OpenAI Codex","optional":false},{"name":"Python","optional":false},{"name":"SQL","optional":false}],"status":"live","first_seen_at":"2026-10-09T15:32:01Z","employer_posted_date":"2026-10-09","last_verified_at":"2026-10-29T01:16:32Z","board_verified":true,"closed_at":null,"days_open":19,"trust":{"level":"ok","repost_count":null,"flags":[],"days_open":19},"description":"Quantitative Portfolio Strategist\nLocation: Montreal (Hybrid: 3 days in-office, 2 days remote)\nLevel: Intermediate (2 to 5 years of experience)\nEmployment Type: Full-time\nAbout Nymbus Capital\nNymbus Capital is a Montreal-based systematic and quantitative investment firm specializing in fixed income and managed futures portable alpha solutions. We stand out as one of the few fully systematic fixed income managers in North America. Our portfolios are driven by systems that one integrated team of quantitative researchers, strategists and developers builds together. By combining data analysis, innovation, and rigorous inquiry, we deliver tailored solutions to institutions, ultra-high-net-worth individuals, and financial advisors.\nSince our founding, we've grown to manage over $1.9 billion in gross assets, an achievement driven by consistent top-percentile performance for the past six years. As a Quantitative Portfolio Strategist, you will be the bridge between our models and the market: you will oversee our portfolios every day, ensure our strategies are implemented and traded as designed, and help build the systems that run them. Your work will directly shape the financial futures of a diverse group of investors, from retirement funds and educational endowments to government institutions and individuals.\nRole Overview\nIn this role at the intersection of investment and technology, you will:\nReview and oversee our portfolios daily: monitor positions, exposures, risk, cash and mandate compliance across our systematic Canadian corporate bond and fixed income portfolios, and own their implementation and trading.\nBuild and improve the systems behind them in production-ready Python, from automated trade execution and allocation infrastructure to real-time analytics and reporting tools, working extensively with AI coding agents and in partnership with our quantitative researchers and developers.\nYou'll be immersed in every phase of the investment process (trading, research, software development, and client reporting), giving you immediate impact on our portfolios and client experience. You will work with a high degree of autonomy: you manage your own schedule and priorities, and you are expected to identify business needs and design the systems that meet them. As you progress, you'll gain broader responsibilities, including model oversight, strategy development, client presentations, and technology innovation.\nKey Responsibilities\nTrading & Implementation\nPerform the daily portfolio and data review: confirm that positions, trades, NAV and reports are complete and accurate, and investigate and escalate any exception.\nReconcile trades and positions with our custodians and fund administrator.\nReview model-generated rebalances, pre-trade compliance checks and mandate constraints before execution.\nExecute trades in Canadian corporate bonds and other fixed income securities, adapting execution to market conditions to achieve best execution and minimize slippage.\nMonitor market conditions and new issues; feed liquidity and pricing insights back into our selection models and measure execution quality through transaction-cost analysis.\nClient Reporting & Interaction\nAutomate the production of monthly client reports, marketing materials, and external documentation (DDQs, databases).\nOver time, join the CIO in client and prospect meetings, communicating our investment philosophy, process, and results.\nSystems & Research\nInfrastructure & Automation: Design and maintain Python-based trading and allocation tools, integrating portfolio construction systems with Bloomberg and other venues. Enhance data pipelines, analytics dashboards, and automated workflows to support real-time, data-driven decisions.\nResearch & Innovation: Partner with quantitative researchers to validate and integrate new signals, factors, and alpha sources into our strategies, backed by out-of-sample evidence.\nIdeal Candidate Profile\nWhile the following outlines our ideal candidate, 2 to 5 years of relevant experience, production-ready Python, and registration as an Associate Advising Representative or Advising Representative are musts. Beyond that, we encourage you to apply even if you excel in only one of these areas and meet some of the others:\nInvestment & Trading\nExperience trading fixed income products, especially Canadian corporate bonds.\nKnowledge of bond market liquidity, execution methods, fixed income analytics (duration, spread, curve) and portfolio risk management.\nRegistered as an Associate Advising Representative or Advising Representative (e.g., CFA charter or CIM designation, plus the required relevant investment management experience).\nSoftware Development\n Production-ready Python and Git (required): you write, test and maintain code that runs in production (APIs, databases, pipelines), not just notebooks, and you work daily with Git (branches, pull requests, code review). Hands-on SQL required; C++ a plus.\n Extensive AI agent experience (required): heavy, hands-on use of AI coding agents (e.g., Claude Code, Codex, Cursor) in day-to-day coding, research and system design, with rigorous review and validation of their output.\nComfortable working with large datasets, building scalable data pipelines, and creating robust tools.\nGrowth Mindset & Communication\nSelf-directed: comfortable managing your own schedule and priorities, and translating business needs into system designs you carry from concept to delivery.\nCommunicates complex ideas clearly; open to growing into a client-facing role.\nFluent in French and English, spoken and written (our vendors and technical documentation are in English).\nWhat Nymbus Offers\nImpact & Autonomy: Direct influence on our portfolios and trading infrastructure, with real ownership of your schedule, your priorities and the systems you design.\nHigh-Performance Team Environment: Collaborate with quantitative researchers, strategists and developers who welcome bold ideas and open discussions. Enjoy continuous mentorship and direct access to senior leadership, including our CIO.\nAccess to Cutting-Edge Tools & Data: Leverage advanced market data, proprietary models, and sophisticated analytics to fuel innovation. Build on a platform that already works, with automated testing and deployment.\nCareer Progression & Visibility: A clear path to expanded responsibilities: model approval and Investment Committee participation, leading new strategies, mentoring team members, and representing Nymbus to clients.\n Hybrid Work Model: Balance in-person collaboration (3 days in our downtown Montreal office) with the flexibility of remote work (2 days).\nComprehensive Benefits & Prime Location: Competitive compensation package, including medical, dental, life, and disability coverage. Central downtown offices close to restaurants, shops, and public transit.\nEqual Opportunity Employment\nAt Nymbus Capital, we believe diverse perspectives make our team stronger. We strongly encourage women and candidates from underrepresented backgrounds to apply, even if you don't meet every qualification listed.\nApplication Process\nHow to Apply: Please submit your application through this page.\nInterview Steps: May include a coding assessment, technical interviews, and meetings with senior leadership.\nWe thank all applicants for their interest; however, only those selected for an interview will be contacted. No phone inquiries, please.\nJoin us and become a key player in shaping the future of quantitative fixed income and managed futures. We look forward to meeting you!\nStratège de portefeuille quantitatif(-ive)\nLieu : Montréal (hybride : 3 jours au bureau, 2 jours en télétravail)\nNiveau : Intermédiaire (2 à 5 ans d'expérience)\nType d'emploi : Temps plein\nÀ propos de Nymbus Capital\nNymbus Capital est une société de gestion de placements systématique et quantitative établie à Montréal, spécialisée dans les solutions d'alpha portable en titres à revenu fixe et en contrats à terme gérés. Nous comptons parmi les rares gestionnaires de titres à revenu fixe entièrement systématiques en Amérique du Nord. Nos portefeuilles reposent sur des systèmes bâtis ensemble par une seule équipe intégrée de chercheurs, de stratèges et de développeurs quantitatifs. En combinant analyse de données, innovation et rigueur, nous offrons des solutions sur mesure aux institutions, aux particuliers à valeur nette très élevée et aux conseillers financiers.\nDepuis notre fondation, nous avons atteint plus de 1,9 milliard de dollars d'actifs bruts sous gestion, grâce à un rendement constamment parmi les meilleurs centiles au cours des six dernières années. À titre de stratège de portefeuille quantitatif(-ive), vous ferez le lien entre nos modèles et le marché : vous superviserez nos portefeuilles chaque jour, veillerez à ce que nos stratégies soient mises en œuvre et négociées comme prévu, et contribuerez à bâtir les systèmes qui les font fonctionner. Votre travail aura une incidence directe sur l'avenir financier d'une clientèle diversifiée, des caisses de retraite et fondations d'enseignement aux institutions gouvernementales et aux particuliers.\nAperçu du poste\nDans ce rôle à la croisée de l'investissement et de la technologie, vous allez :\nExaminer et superviser nos portefeuilles au quotidien : suivre les positions, les expositions, le risque, les liquidités et la conformité aux mandats de nos portefeuilles systématiques d'obligations de sociétés canadiennes et de titres à revenu fixe, et prendre en charge leur mise en œuvre et leur négociation.\nBâtir et améliorer les systèmes qui les soutiennent en Python prêt pour la production, de l'exécution automatisée des opérations et de l'infrastructure de répartition jusqu'aux analyses en temps réel et aux outils de production de rapports, en travaillant abondamment avec des agents de programmation IA et en partenariat avec nos chercheurs et nos développeurs quantitatifs.\nVous participerez à toutes les étapes du processus d'investissement (négociation, recherche, développement logiciel et production de rapports aux clients), avec une incidence immédiate sur nos portefeuilles et l'expérience client. Vous travaillerez avec une grande autonomie : vous gérez votre horaire et vos priorités, et l'on s'attend à ce que vous cerniez les besoins de l'entreprise et conceviez les systèmes qui y répondent. Au fil de votre progression, vos responsabilités s'élargiront, notamment à la supervision des modèles, au développement de stratégies, aux présentations aux clients et à l'innovation technologique.\nPrincipales responsabilités\nNégociation et mise en œuvre\nEffectuer l'examen quotidien des portefeuilles et des données : confirmer que les positions, les opérations, la valeur liquidative et les rapports sont complets et exacts, et enquêter sur toute anomalie et la signaler.\nRapprocher les opérations et les positions avec nos dépositaires et notre administrateur de fonds.\nExaminer les rééquilibrages générés par les modèles, les contrôles de conformité préalables aux opérations et les contraintes des mandats avant l'exécution.\nExécuter des opérations sur des obligations de sociétés canadiennes et d'autres titres à revenu fixe, en adaptant l'exécution aux conditions du marché afin d'obtenir la meilleure exécution et de réduire le glissement.\nSuivre le marché et les nouvelles émissions, intégrer les observations sur la liquidité et les prix à nos modèles de sélection, et mesurer la qualité d'exécution par l'analyse des coûts de transaction.\nRapports et relations avec les clients\nAutomatiser la production des rapports mensuels aux clients, du matériel de marketing et de la documentation externe (questionnaires DDQ, bases de données).\nAvec le temps, accompagner le chef des placements lors de rencontres avec des clients et des clients potentiels pour présenter notre philosophie, notre processus et nos résultats.\nSystèmes et recherche\nInfrastructure et automatisation : Concevoir et maintenir des outils de négociation et de répart...","description_format":"text","description_chars":16519,"description_truncated":true,"requirements":{"experience_years_min":5,"management_years_min":null,"team_size_min":null,"manages_managers":false,"education":null,"security_clearance":false,"languages":[{"language":"French","level":"Advanced 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