Quantitative Portfolio Manager - Custom Indexing (l/s Strategies)

O'Shaughnessy Asset Management (OSAM)

New York, NY, United States
Base: $195,000 - $225,000; bonus: annual discretio...
Hybrid
5+ years quantitative portfolio management experience
Python and sql programming skills
Long-only and long-short equity strategy expertise
The role involves developing and refining factor-based models to target persistent sources of alpha within a disciplined investment framework

Job Summary

  • The role involves developing and refining factor-based models to target persistent sources of alpha within a disciplined investment framework.
  • Candidates will design and manage portfolios balancing alpha generation with liquidity and risk constraints using advanced optimization frameworks.
  • Franklin Templeton offers a competitive base salary ranging from $195,000 to $225,000 plus an annual discretionary bonus and comprehensive benefits.

Matching Summary

The role involves developing and refining factor-based models to target persistent sources of alpha within a disciplined investment framework.

Salary

Base: $195,000 - $225,000; Bonus: Annual discretionary bonus; Benefits: 401(k) match, healthcare, stock investment program

Skills & Requirements

Must-have

  • 5+ years quantitative portfolio management experience
  • Python and SQL programming skills
  • Long-only and long-short equity strategy expertise

Nice-to-have

  • CFA designation preferred
  • C# programming knowledge
  • Collaborative cross-functional mindset

Key Requirements

  • Master's or Ph.D. in Finance, Mathematics, Statistics, CS, or Engineering
  • Eligible to work in the U.S. without sponsorship
  • Deep understanding of portfolio optimization and risk models

Work Rights

Must be eligible to work in the U.S. without sponsorship

Tailored Resume

Cover Letter