11 дней назад
Portfolio Manager - Tax Aware Long/Short Strategies - CANVAS ® Custom Indexing
195 000 - 225 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
Portfolio Manager - Tax Aware Long/Short Strategies - CANVAS ® Custom Indexing (Quantitative Portfolio Management): Developing and managing systematic long-only and long-short equity portfolios with an accent on factor-based alpha research, portfolio construction, and risk management. Focus on designing optimization frameworks, monitoring real-time exposures and performance attribution, managing short borrow and leverage controls, and improving trade execution.
Location: New York City, New York, United States of America
Annual salary: $195,000–$225,000, plus a discretionary bonus.
Company
is an asset manager whose O’Shaughnessy Asset Management division develops quantitative investment strategies and provides Custom Indexing services through the CANVAS® platform.
What you will do
- Develop and refine factor-based models targeting persistent sources of alpha.
- Research signals, portfolio construction methods, and cross-sectional and time-series relationships.
- Design and manage long-only and long-short equity portfolios within liquidity, risk, sector, and exposure constraints.
- Monitor real-time risk exposures, performance attribution, and portfolio performance drivers.
- Enhance statistical and fundamental risk models, systematic position sizing, short borrow management, and leverage controls.
- Collaborate with research, quantitative development, and trading teams to improve execution and reduce market impact.
Requirements
- 5+ years of experience in quantitative portfolio management or research, including long-only, long-short equity, or multi-factor strategies.
- Master’s degree or Ph.D. in Finance, Mathematics, Statistics, Computer Science, Engineering, or a related field.
- Strong programming skills in Python and SQL; C# is preferred.
- Deep understanding of portfolio optimization, risk models, and execution cost modeling.
- Demonstrated experience managing live portfolios and making data-driven investment decisions.
- Must be eligible to work in the United States without current or future visa sponsorship; visa support is unavailable.
Nice to have
- CFA designation.
- Experience working with large data environments.
Culture & Benefits
- Transparent, disciplined, and research-driven investment culture.
- Annual discretionary bonus and a 401(k) plan with a generous match.
- Healthcare, insurance, disability benefits, and an employee stock investment program.
- Learning resources, career development programs, and reimbursement for certain education expenses.
- Paid vacation, holidays, sick leave, parental and caregiving leave, bereavement leave, volunteering leave, and floating holidays.
- Wellbeing programs and recognition rewards.
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