Portfolio Manager, Multi Asset

PanAgora Asset Management • Boston, MA

4d • $200,000 - $250,000

About The Position

The quantitative Investment Portfolio Manager position is responsible for research and developing methodologies required for managing global multi-asset risk parity based portfolios. The researcher is required to innovative research across asset classes, as well as within the asset classes which are fixed income, equities, and commodities. The position is also responsible for generating publication-quality research, presentation of research results, and participating in the group research meetings and discussions.

Requirements

• Master’s degree in Finance, Econometrics, Economics, Mathematics, or a directly related field plus three (3) years of experience conducting, summarizing, and presenting financial research analysis.
• Three (3) years of experience in Programming experience in Python and SQL
• Three (3) years of experience in running backtests and performing and summarizing quantitative equity research
• Three (3) years of experience with advanced computer software programming and design, including pandas, scipy, or numpy
• Three (3) years of experience with advanced mathematical modeling, including regression analysis, Linear Algebra, and Machine learning algorithms
• Three (3) years of experience working with large data sets, financial statements, and other regulatory filings
• Three (3) years of experience in Relevant theoretical and empirical factor research, forecasting methodologies, and portfolio construction techniques, including Capital Asset Pricing Model (CAPM), Arbitrage Pricing Theory (APT), Fama-McBeth Analysis, Mean-Variance Portfolio Optimizations, and Optimization Constraint Analysis
• Two (2) years of experience in Codifying investment strategies using Python, R, Perl, SQL, or C#
• Two (2) years of experience in Adjusting models to manage portfolio-relevant systemic risk
• Two (2) years of experience in Designing and implementing parametric and non-parametric models across different markets for long-term or short-term modeling
• One (1) year of experience in Codifying investment strategies using machine-learning technologies for quantitative and textual data

Responsibilities

• Conduct alpha factor research for global equity strategies by generating creative investment ideas and rigorous quantitative analysts.
• Apply statistical analysis and modeling techniques with finance intuition to datasets large and small, enhance existing models, and pursue new and previously unexplored research topics.
• Perform advanced programming in Python/Pandas, R, and SQL, and highly customized data extraction from Factset, Bloomberg, Revere, and Thompson Reuters databases.
• Author research papers to showcase PanAgora’s research depth.
• Design and manage research agendas.
• Backtest and present research on equity investment factors.
• Communicate understanding of the market and how it impacts a client's portfolio.
• Advance research capabilities using modern machine learning techniques.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior