Associate Director, Research Analyst
Core
Lead, supervise, and release programming and research for the fund tax loss harvesting process across fixed income, pure equity, and mixed funds.
Role type
Associate Director, Research Analyst (Quantitative Optimization)
Builds
Optimization engines, machine learning pipelines, and scalable data management/analysis tools for quantitative investment processes.
Domain
Asset Management / Quantitative Finance / Tax Optimization
Deliverable
production ML models
Required skills
Python, statistical modeling, regression analysis, comparative testing, optimization solver engineering, tax alpha simulation, portfolio composition analysis, lot relief methodology, turnover analysis, PCA dimensionality reduction, boosted tree models, GPT, BERT
Preferred skills
Cross-department communication, business provider solution evaluation, user interface tool improvement
Technologies
Python, GPT, BERT, PCA, boosted tree
Responsibilities
Building optimization engines and ML pipelines for data-intensive quantitative investment; Improving UI tools to consolidate investment risk/return characteristics; Utilizing Python and statistical modeling to test and optimize client accounts; Engineering and comparing different optimization solvers; Resolving conflicts in tax optimization matrix records; Simulating tax alpha for active and passive strategies; Clarifying released optimization features through cross-department communications; Leading fund tax loss harvesting initiatives and improving existing pipelines.
Seniority
Associate Director, hands-on IC with leadership responsibilities