AVP, Portfolio Manager - Portfolio Construction, Portfolio Engineering and Solutions
Core
Design and maintain portfolio construction frameworks to translate investment objectives and risk constraints into target allocations and rebalancing recommendations for a sovereign wealth fund's total portfolio.
Role type
Senior IC quantitative portfolio manager (portfolio construction & engineering)
Builds
Systematic portfolio construction frameworks, rebalancing strategies, and risk management solutions for multi-asset portfolios
Domain
Asset Management / Quantitative Finance
Deliverable
production ML models
Required skills
Portfolio optimization, risk budgeting, scenario analysis, Python, SQL, statistical modeling, multi-asset portfolio management
Preferred skills
PhD in quantitative discipline, experience with private markets, AI/ML and LLM tools, R
Technologies
Python, SQL, optimization libraries, solvers
Responsibilities
Design and maintain the portfolio construction (PC) framework including objective functions and risk measures; Calibrate sub-portfolios to align with total portfolio risk budgets and factor exposures; Lead research on robust optimization, risk parity, and dynamic allocation; Monitor portfolio risks and conduct forward-looking scenario analysis; Present quantitative findings to senior management and investment committees.
Seniority
Senior, hands-on IC