Portfolio Manager – Tax Aware Long​/Short Strategies

• Develop and refine factor-based models targeting persistent sources of alpha
• Conduct empirical research into new signals, portfolio construction methods, and cross-sectional and time-series relationships
• Incorporate behavioral finance, accounting changes, and market microstructure insights to improve alpha efficiency
• Collaborate with Research Analysts and Quant Developers to evaluate factor performance, turnover, and risk
• Design and manage long-only and long-short portfolios balancing alpha generation, liquidity, and risk constraints
• Utilize optimization frameworks to manage exposures, sector constraints, and factor diversification
• Monitor real-time risk exposures, attribution, and performance drivers across multiple investment universes
• Integrate and enhance statistical and fundamental risk models for portfolio and firm-level oversight
• Implement systematic position sizing, short borrow management, and leverage controls consistent with mandate guidelines
• Partner with Trading teams to ensure efficient execution with minimal slippage and market impact

• 5+ years of experience in quantitative portfolio management or research, with direct exposure to long-only, long-short equity and/or multi-factor strategies
• Advanced degree (Master’s or Ph.D.) in Finance, Mathematics, Statistics, Computer Science, Engineering, or related field
• Strong programming skills;
  Python and SQL required, C# preferred
• Familiarity with large data environments
• Deep understanding of portfolio optimization, risk models, and execution cost modeling
• Demonstrated ability to manage live portfolios and make data-driven investment decisions
• CFA designation preferred but not required
• Must be eligible to work in the U.S. without current or future sponsorship; unable to provide visa support

Demonstrates expertise in quantitative portfolio management, focusing on factor-based models, portfolio optimization, and risk management. Proficient in utilizing programming skills in Python and SQL to drive data-driven investment decisions and enhance portfolio performance.

• Quantitative Portfolio Management
• Factor-Based Models
• Python Programming
• Portfolio Optimization
• Risk Models

• Quantitative Analysis
• Empirical Research
• Portfolio Construction
• Data-Driven Investment Decisions
• Statistical Risk Models
• Position Sizing
• Execution Cost Modeling
• Long-Only Strategies
• Long-Short Strategies
• Multi-Factor Strategies

• Collaboration
• Communication

• CFA Designation

• Alpha Generation
• Market Microstructure
• Behavioral Finance
• Liquidity Management
• Risk Constraints

• SQL
• C#
• Optimization Frameworks
• Large Data Environments