VP Risk & Quantitative Analysis
Core
VP leading quantitative capabilities, portfolio construction, optimization validation, and tax-aware investing for a custom indexing platform serving thousands of client accounts.
Role type
VP Risk & Quantitative Analysis (Senior IC with strategic influence)
Builds
Quantitative investment platform (Canvas), portfolio optimization frameworks, tax-aware strategies, and risk analytics tools
Domain
Asset Management / Quantitative Finance / Direct Indexing
Deliverable
production ML models | product features
Required skills
Portfolio optimization, factor models, direct indexing strategies, tax-aware investment strategies (tax-loss harvesting), Python, SQL, risk analytics, large-scale portfolio analysis
Preferred skills
Barra, Aladdin, C#, advanced risk diagnostics, optimization techniques
Technologies
Python, C#, SQL, Aladdin, Barra
Responsibilities
Validate optimization outputs and improve tax-alpha methodologies; Evaluate and improve Tax Alpha models and tax-loss harvesting strategies; Design advanced risk diagnostics for tracking error and factor exposures; Lead development of integrated risk checks using Aladdin/Barra; Partner with Portfolio Management to iterate quantitative frameworks; Develop scalable analytics tooling for research and monitoring
Seniority
VP, hands-on IC with strategic influence