Description

About the Role

A well-established multi-manager platform is looking to bring on a Quantitative Researcher to build out and lead the portfolio construction function for one of its internal investment teams. This is a newly created seat. The team has strong signal generation capabilities but has not had dedicated portfolio construction coverage, and they are ready to change that.

Responsibilities

• Own and develop the portfolio construction function for an equities-focused pod
• Work closely with PMs and researchers to translate signals into implementable, risk-aware portfolios
• Drive market and factor neutrality, risk decomposition, and portfolio-level optimization
• Help the team think more rigorously about how to monetize existing signal research
• Serve as a thought partner to PMs on how construction decisions affect portfolio outcomes

Qualifications

• Experience level is genuinely open. They care more about depth of thinking and hands-on portfolio construction experience than a specific number of years.
• Background in quantitative equities research with hands-on portfolio construction experience
• Proficiency with tree-based models (gradient boosting, random forests, etc.) for signal evaluation and feature-driven construction approaches
• Strong understanding of factor models, risk decomposition, and optimization frameworks
• Ability to operate collaboratively within a small, research-driven team
• Experience level is genuinely open; depth of thinking matters more than years on the job