Manager, Investment Engineering

Dimensional•Austin, TX

34d

About The Position

The Portfolio Engineering team creates tools for Portfolio Managers to generate orders, monitor portfolios, and maintain our Investments. The team also runs extensive suites of calculations that construct our portfolios and classify our existing holdings as well as potential holdings. Our team seeks an intellectual and creative candidate to work on key projects spanning portfolio analytics and client applications within Dimensional. Success in the role will mean learning both the big picture and nuance of Dimensional’s investment philosophy and how it translates into the implementation of an investment process. Strong intellectual curiosity combined with an ability to dig into details is a prerequisite. The work is team-based and involves building and maintaining internal tools and frameworks to empower product teams to work more efficiently, as well as partnering with user groups to consult and onboard new use cases (where learning the SME knowledge, goals, processes of that team is critical). Success in the job, including career progression, will be driven by successfully designing, maintaining, monitoring, and understanding our algorithms and processes that run order generation across our equity portfolios as well as running simulations for our portfolio construction team as and providing analysis on new and existing portfolio construction processes and data.

Requirements

Bachelor’s degree, ideally in computer science, mathematics, engineering, economics.
Capacity for and interest in quantitative work.
Experience with programming in one or more languages (C# and python highly considered).
Ability to code, to solve problems algorithmically, and perform data analysis.
Understanding of financial markets and Dimensional’s investment philosophy.
Experience with databases and large data sets.
Ability to work with and analyze data to provide meaningful results.

Nice To Haves

Knowledge of T-SQL, databases, and Rest APIs.
Experience with software management skills such as git, CI processes (eg github actions).
Experience with financial markets and understanding of the Asset Management industry.
Knowledge of how to build equity portfolios.

Responsibilities

Designing, maintaining, monitoring, and understanding algorithms and processes that run order generation across equity portfolios.
Running simulations for the portfolio construction team.
Providing analysis on new and existing portfolio construction processes and data.
Building and maintaining internal tools and frameworks to empower product teams.
Partnering with user groups to consult and onboard new use cases.