Quantitative Portfolio Manager responsible for managing investments and creating research reports. Requires programming skills in Python and experience in investment management.
Responsibilities
providing money management to multiple product lines
creating research reports including analysis of performance attribution
producing communication material, including market commentary and client reviews
performing research on investment anomalies and trends utilizing quantitative and statistical measurement techniques
managing and enhancing proprietary asset class risk models
identifying key drivers of tracking error and sources of variance
designing and implementing highly sampled indexed portfolios to track a stated benchmark or strategy including use of ETFs
programming investment processes and running statistical analysis using Python
developing investment tools in Python and VBA
Requirements
minimum of a bachelor’s degree in Business, Finance, Economics, or STEM related field
minimum of 2 years of experience in investment management field
knowledge of portfolio modeling
knowledge of portfolio optimization, factor-based risk modeling, econometrics, statistical programming, index portfolio management, index & ETF product development
effective skills with computer programming languages including R, Python, and MATLAB
knowledge of risk management tools
Benefits
health, dental, vision, and disability coverage on day one
401(k) plan with employer match
paid parental leave
pet benefits including pawternity leave and pet insurance
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