A global Asset Manager is looking for a Quantitative Portfolio Manager with a background in managing Equity strategies to be based out of their Boston office. The Portfolio Manager will be responsible for carrying out their own research as well as working with a wider group of researchers, with a focus on multi-factor stock selection models.
Key Requirements/ Skills
- 6+ years' experience in Quantitative Research and executing systematic portfolio strategies
- Experience with US Factor modeling
- Prior equities research
- Good programming experience with Python, R or Matlab
- Portfolio Optimization experience is desirable
If interested in the role, please apply using the link. If you have questions, please reach out to Frazer Spackman at 617-248-9560 for a confidential conversation.
Sthree US is acting as an Employment Agency in relation to this vacancy.