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 long-only and long-short equity portfolios
Domain
Asset Management / Quantitative Finance
Deliverable
production ML models
Required skills
Quantitative portfolio construction, alpha research, risk management, factor-based modeling, optimization frameworks, Python, SQL, C#, large data environments, execution cost modeling
Preferred skills
CFA designation, behavioral finance insights, market microstructure knowledge
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, short borrow management, and leverage controls; Partner with trading teams for efficient execution; Collaborate with research analysts and quant developers on factor performance evaluation.