Quant Portfolio Manager, Brooklyn Direct Indexing

The Quantitative Portfolio Manager is responsible for overseeing the performance and risk management of Tax-Advantaged Long/Short (L/S) Separately Managed Accounts (SMAs). Core responsibilities include monitoring portfolio performance, diagnosing drivers of returns and drawdowns, and working closely with alpha researchers, traders, and investment engineers to support ongoing improvements to portfolio construction and L/S investment processes. The position requires direct equity L/S experience gained at a hedge fund, asset manager, or sellside quantitative desk, along with strong quantitative skills, portfolio oversight capabilities, and the ability to engage meaningfully in collaborative research. Day-to-day work is hands‑on and involves a high degree of individual accountability. Key Responsibilities and Duties Live Portfolio Oversight Monitor daily P&L across L/S SMAs Decompose returns by signal, factor, sector, and idiosyncratic components Diagnose drawdowns and performance divergence across accounts Risk & Diagnostics Run factor and risk decompositions (systematic vs. idiosyncratic) Identify unintended exposures and style drift Evaluate turnover, capacity, and realized transaction costs Alpha Feedback Loop Work directly with alpha researchers and traders to evaluate live signal performance Detect signal decay, instability, and crowding risks Provide data-driven insights to improve portfolio construction and implementation efficiency Process Enhancements Build and refine performance monitoring tools and dashboards Improve automation of attribution and reporting Strengthen portfolio construction framework for scalability and robustness Required Qualifications Minimum of 3+ years of experience in quantitative equities Direct Long/Short experience at a hedge fund, asset manager, or sellside quant desk Preferred Qualifications 5+ years of experience in quantitative equities Strong understanding of: Equity factor models, Portfolio optimization and risk models, Performance attribution and signal evaluation Strong Python skills; ability to work with large datasets and production research code Demonstrated experience managing or overseeing live L/S portfolios Anticipated Posting End Date: 2026‑04‑03 Base Pay Range: $165,000.00/hr – $227,000.00/hr Equal Opportunity Employer We are an Equal Opportunity Employer. TIAA does not discriminate against any candidate or employee on the basis of age, race, color, national origin, sex, religion, veteran status, disability, sexual orientation, gender identity, or any other legally protected status. Our full EEO & Non-Discrimination statement is on our careers home page ( and you can read more about your rights and view government notices here ( #J-18808-Ljbffr Teachers Insurance and Annuity Association of America