Quantitative Portfolio Manager - Custom Indexing (L/S strategies)
Core
Develop, implement, and manage systematic long-only and long-short equity strategies using factor-based models and portfolio optimization.
Role type
Senior quantitative portfolio manager (long/short equity)
Builds
Systematic equity portfolios for financial advisors via separately managed accounts (SMAs)
Domain
Asset management / Quantitative finance / Factor investing
Deliverable
production ML models
Required skills
Portfolio construction, alpha research, risk management, factor modeling, empirical research, optimization frameworks, real-time risk monitoring, systematic position sizing, short borrow management, execution cost modeling
Preferred skills
Behavioral finance insights, accounting changes analysis, market microstructure knowledge, CFA designation
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; Partner with trading teams for efficient execution; Integrate and enhance statistical and fundamental risk models
Seniority
Senior, hands-on IC
