Portfolio Manager - Parametric
Core
Construct optimized equity index portfolios for separate accounts, rebalance to maximize tax-efficiency, and generate after-tax return data.
Role type
Senior IC portfolio manager (quantitative equity)
Builds
Custom benchmark data and optimized equity portfolios for separate accounts
Domain
Asset management / Quantitative equity
Required skills
Equity multiple factor modeling, Markowitz portfolio optimization, Linear programming, Equity risk models (Barra), Portfolio management systems, Data management, Order management, Reporting, Performance attribution
Preferred skills
CFA, MBA, Programming (VBA, Matlab), Academic financial theory
Technologies
Barra US Equity Model, Barra Global Equity Model, Portfolio management systems
Responsibilities
Construct optimized equity index portfolios, Rebalance and transition portfolios, Monitor index changes and corporate actions, Generate client reports, Interact across teams, Participate in process improvement