Portfolio Manager - Tax Aware Long/Short Strategies - CANVAS ® Custom Indexing
Core
Develop, implement, and manage systematic long-only and long-short equity strategies within a quantitative framework to target improved after-tax outcomes for clients.
Role type
Senior quantitative portfolio manager (long/short equity)
Builds
Systematic investment portfolios and alpha-generating strategies
Domain
Asset Management / Quantitative Finance
Deliverable
production ML models | product features
Required skills
quantitative portfolio construction, alpha research, risk management, factor-based modeling, portfolio optimization, execution cost modeling, statistical modeling, fundamental analysis, short borrow management, leverage controls
Preferred skills
CFA designation, C# programming
Technologies
Python, SQL, C#
Responsibilities
Develop and refine factor-based models targeting persistent sources of alpha; Design and manage long-only and long-short portfolios balancing alpha, liquidity, and risk; Monitor real-time risk exposures and performance drivers; Implement systematic position sizing and leverage controls; Partner with trading teams for efficient execution; Collaborate with research analysts and quant developers on factor performance evaluation
Seniority
Senior, hands-on IC