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 Requirements 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 Core Competencies 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. Highest-signal resume keywords Quantitative Portfolio Management Factor-Based Models Python Programming Portfolio Optimization Risk Models Hard Skills 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 Soft Skills Collaboration Communication Certifications & Qualifications CFA Designation Industry Keywords Alpha Generation Market Microstructure Behavioral Finance Liquidity Management Risk Constraints Tools & Technologies SQL C# Optimization Frameworks Large Data Environments #J-18808-Ljbffr Jobtailor