Quantitative Portfolio Manager

Zerto   •  

Omaha, NE

Industry: Technology

  •  

8 - 10 years

Posted 132 days ago

This job is no longer available.

Description

The Quantitative Portfolio Manager is responsible for managing client assets that are focused on tax-aware and index-driven mandates that require unique customization on behalf of the client.  This individual will work with advisors to help them scope out their client’s tax and asset allocation preferences and then design and manage portfolios that meets those client needs utilizing quantitative tools and systems available to them.  

The role requires a strong knowledge of equity and fixed income risk analytics gained from meaningful experiencein tax-aware or institutional investment management context.  The individual should possess the ability to evaluate and manageportfolios based on risk decomposition reports and pre/post trade suggestions to determine if a suggested portfolio is appropriate for the client’s unique situation and preferences from a tax-management and asset allocation standpoint.

This person will interact closely with the investment team, trading team, sales team, and directly with clients and will need to possess great written and oral communication skills.  This person should be self-starter and be able to handle multiple tasks at once.  This person should also be able to deal with day-to-day portfolio management activities with a well-organized process and focus on consistency and tracking to client-specified mandates and preferences for their accounts. 

The ideal candidate will have a solid analytical foundation and expertise in risk management and tax-aware portfolio management.  The candidate should possess analytical curiosity, strong organizational skills, passion for investing, be motivated by winning in a team environment, and have the ability to learn about new analytical tools and portfolio management techniques.   Experience with using risk management and portfolio optimization tools such as Barra, Axioma, Risk Metrics, Aladdin, or Northfield is a requirement. 

Qualifications:

  • 7+ years of experience in tax-aware or institutional portfolio management, data analysis, risk management, and portfolio optimization systems.
  • Strong academic track record:  Accounting, economics, mathematics, or finance major preferred.
  • Experience with a risk management system such as Barra, Axioma, Risk Metrics, Aladdin, or Northfield is a requirement.
  • Ability to manage multiple tasks, prioritize effectively, meet deadlines and deliver high-quality results within a consistent investment process is a must.
  • Deep understanding of portfolioconstruction, risk analytics, and asset allocation.
  • Capable of leading independent projects without direct supervision.
  • Thoroughness and attention to detail are desired traits.
  • Strong written, oral, and interpersonal communication skills.
  • Preferred candidate will be a CFA charterholder and/or hold an advanced degree such as an MBA, MSCF (Master of Science in Computational Finance), MFE (Master of Financial Engineering) or an advanced degree in a similar quantitative discipline.