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The Research and Development team within the Portfolio Engineering group is responsible for the research and development of investment methodologies that enable SAI to manage personalized client portfolios at scale. The team focuses on using quantitative portfolio construction methods to implement new investment ideas and capabilities in millions of client accounts, bridging product development, fundamental and quantitative research, investment management and technology.
Job Responsibility:
Research, design and prototype the next generation of quantitative investment methodologies such as portfolio construction, optimization tuning, prediction modelling and quality metrics
Evolve the investment management process and workflow to create tax-smart client portfolios taking into consideration asset allocation, asset location & fund selection to deliver optimal portfolios for clients
Work with portfolio management, research and engineering to enhance the existing portfolio construction process for both single and multi-account investment solutions across multiple distribution channels
Partner with the investment architecture and business partners as a subject matter expert to guide requirements for future platform capabilities
Look for opportunities to improve investment management efficiency and effectiveness across Portfolio Engineering (e.g., scale, process, client outcomes)
Evaluate emerging technologies and portfolio construction techniques with potential to improve investment outcomes
Requirements:
5+ years of work experience in the investment management industry in a role where quantitative finance and technical skills were required
Graduate degree in a related field (Finance, Engineering, Mathematics and Computer Science)
Experience with quantitative portfolio construction methods, optimization techniques, tax-sensitive investment management and portfolio analysis
Advanced technical skills for prototyping solutions e.g. R, Python, data access, source control, and BI tools
Ability to understand and collaborate with technology at a deep level to evolve investment platform
Analytical and architecture-oriented attitude, ability to visualize patterns and abstract problems
Ability to work across the organization in various disciplines to drive consensus/closure
strong collaboration and influence skills
project management mind-set
Creative, innovative thinker with intellectual curiosity and motivation to learn and grow
What we offer:
comprehensive health care coverage and emotional well-being support
market-leading retirement
generous paid time off and parental leave
charitable giving employee match program
educational assistance including student loan repayment, tuition reimbursement, and learning resources to develop your career