Portfolio Engineer, AVP
Core
Daily management of index equity portfolios via construction and trade implementation, minimizing tracking error to index.
Role type
Senior IC portfolio engineer (passive management)
Builds
X-trackers ETFs, Segregated mandates, and index-based investment solutions
Domain
Asset Management / Passive Investing / ETFs
Deliverable
production ML models | product features | dashboards & analysis
Required skills
Portfolio construction, trade implementation, risk exposure management, hedging strategies, performance attribution, index methodology knowledge, rebalance trading strategies
Preferred skills
Python, VBA, Excel, AI tools for workflow optimization
Technologies
Bloomberg, Reuters, Factset, Aladdin, Barra BPM, Microsoft Office
Responsibilities
Manage index equity portfolios via construction and trade implementation; Support efficient management of client flows; Manage investment and risk exposures with optimal hedging strategies; Determine optimal portfolio strategy to minimize tracking error; Work on projects for platform efficiency and automation; Collaborate with trading desks on execution strategies; Oversee NAV, portfolio composition file reconciliations, and performance attribution analysis