Vice President, Quantitative Portfolio Management

• Developing and maintaining mathematical, computer models and methodologies that support asset management activities such as predicting security returns and constructing portfolios
• Performing rigorous research and simulation to validate model design choices and calibration of key parameters
• Proposing new security selection strategies to colleagues and internal business partners
• Portfolio rebalance and trade list generation, ensuring consistency with model insights and market environment
• Analyzing performance to understand model and risk factor contributions to returns
• Identifying and monitoring factor exposures and event risks and evolving our process to systematically manage emerging factors
• Evaluating and improving model design, portfolio construction and overall implementation approach

• Interpersonal skills that contribute to and foster a culture of teamwork and knowledge sharing
• Willingness to produce high quality work in a demanding, fast-paced environment
• Excellent verbal and written communication, and relationship-building skills
• Detail-oriented, team-oriented and self-motivated
• Degree in a quantitative field preferred (e.g. finance/economics, computer science, engineering, math, etc.)
• Relevant quantitative experience in the investment management industry (2-5 years of experience)
• Experience in equity, fixed income and / or commodity assets classes
• Knowledge or experience working with intraday market data
• Strong understanding of statistical and machine learning concepts and practical experience working with large data sets
• Experience with Unix OS and large-scale distributed computing platforms (e.g. AWS, GCP, Azure)
• Proficient in use of databases (e.g. SQL, Redshift, BigQuery), and data science programming languages (e.g. Python)

Expertise or experience in market microstructure and capital markets would be advantageous.

• Retirement investment and tools designed to help you in building a sound financial future
• Access to education reimbursement
• Comprehensive resources to support your physical health and emotional well-being
• Family support programs
• Flexible Time Off (FTO)