Associate Portfolio Manager - Parametric
Core
Construct optimized equity index portfolios for separate accounts, rebalance to maximize tax-efficiency, and generate after-tax return data.
Role type
Associate Portfolio Manager (Quantitative Equity)
Builds
Custom benchmark data and optimized equity portfolios for separate accounts
Domain
Asset Management / Quantitative Equity
Deliverable
production ML models | product features
Required skills
Portfolio optimization, tax-efficiency analysis, performance attribution, risk management, equity risk modeling, analytical writing
Preferred skills
CFA or MBA progress, academic financial theory knowledge, equity risk models familiarity
Technologies
Optimization software
Responsibilities
Construct optimized equity index portfolios, rebalance portfolios for tax efficiency, monitor index changes and corporate actions, generate after-tax return data, perform performance attribution, respond to client analysis requests
Seniority
Mid-level, hands-on IC