16 часов назад
VP Risk & Quantitative Analysis
150 000 - 165 000$
Мэтч & Сопровод
Для мэтча с этой вакансией нужен Plus
Описание вакансии
Текст:
TL;DR
VP Risk & Quantitative Analysis (Portfolio Optimization/Tax-Aware Investing): Advancing quantitative capabilities for portfolio construction, optimization validation, risk analytics, and tax-aware investing across thousands of separately managed accounts with an accent on tracking accuracy, tax efficiency, and portfolio outcomes. Focus on validating optimization outputs, evaluating tax-loss harvesting models, designing risk diagnostics, and building scalable analytics with Python, C#, and SQL.
Location: Hybrid role based in Stamford, Connecticut or New York City, with office attendance three days per week. Applicants must be authorized to work for any employer in the United States. Visa sponsorship is not available.
Salary: $150,000–$165,000 per year, plus bonus opportunity.
Company
is a global asset and wealth management firm, with O’Shaughnessy Asset Management operating as its research and money management business.
What you will do
- Validate portfolio optimization outputs and investigate discrepancies in tracking error and tax-loss harvesting results at the account level.
- Evaluate and improve tax-alpha methodologies and tax-aware investment strategies.
- Design risk and performance diagnostics covering tracking error, factor exposures, volatility, returns, and tax impacts.
- Develop integrated risk checks using Aladdin, Barra, and direct indexing data to identify portfolio drivers and dispersion.
- Partner with Portfolio Management and Research teams to assess model performance and refine quantitative frameworks.
- Build and maintain scalable research and monitoring tools using Python or C#, SQL, and related technologies.
Requirements
- 5+ years of experience in quantitative research, portfolio construction, or a related investment management role.
- Strong expertise in portfolio optimization, factor models, direct indexing, and quantitative investment strategies.
- Experience evaluating or building tax-aware strategies, including tax-loss harvesting methodologies.
- Proficiency in Python or C# and SQL, with experience analyzing large-scale portfolio and account-level datasets.
- Familiarity with Barra and Aladdin risk and analytics platforms.
- Strong quantitative, problem-solving, communication, and cross-functional collaboration skills.
Culture & Benefits
- Work in a collaborative Risk organization supporting informed investment decision-making.
- Exposure to global asset management, research, wealth management, and fintech operations.
- Benefits include a 401(k) plan, health insurance, discretionary bonus, and other total rewards.
- Equal opportunity employment across legally protected categories.
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