Portfolio Manager - Tax Aware Long/Short Strategies - CANVAS ® Custom Indexing
About The Position
O’Shaughnessy Asset Management (OSAM) is part of Franklin Templeton, a forward-thinking asset manager that has built its success through powerful partnerships. We leverage cutting-edge strategies and deep insights to unlock opportunities for long-term wealth creation. Our talented, global teams bring expertise that is both broad and unique. O’Shaughnessy Asset Management is a research and money management firm based in Stamford, Connecticut operating autonomously and backed with global, enterprise resources. Their approach to managing money is transparent, logical, and completely disciplined, leading to long‐standing relationships with clients. OSAM is a leading provider of Custom Indexing services via its Canvas® platform which offers financial advisors an unprecedented level of control and ease in creating and managing personalized separately managed accounts (SMAs) that target improved after-tax outcomes. For more firm information, please visit www.osam.com Role Overview: The Portfolio Manager plays a central role in developing, implementing, and managing systematic long-only and long-short equity strategies within OSAM’s quantitative framework. The role requires deep expertise in portfolio construction, alpha research, and risk management—paired with a curiosity-driven mindset and the ability to collaborate across research, trading, and technology functions. As a Portfolio Manager, you will contribute to advancing OSAM’s investment platform by designing robust, research-backed strategies that align with client objectives and the firm’s culture of transparency, discipline, and intellectual rigor.
Requirements
- 5+ years of experience in quantitative portfolio management or research, with direct exposure to long-only, long-short equity and/or multi-factor strategies.
- Advanced degree (Master’s or Ph.D.) in Finance, Mathematics, Statistics, Computer Science, Engineering, or related field.
- Strong programming skills (Python and SQL required; C# preferred) and familiarity with large data environments.
- Deep understanding of portfolio optimization, risk models, and execution cost modeling.
- Demonstrated ability to manage live portfolios and make data-driven investment decisions.
- Must be eligible to work in the U.S. without current or future sponsorship – unable to provide visa support
Nice To Haves
- CFA designation preferred but not required.
Responsibilities
- Develop and refine factor-based models targeting persistent sources of alpha.
- Conduct empirical research into new signals, portfolio construction methods, and cross-sectional and time-series relationships.
- Incorporate insights from behavioral finance, accounting changes, and market microstructure to improve alpha efficiency.
- Collaborate with Research Analysts and Quant Developers to evaluate factor performance, turnover, and risk.
- Design and manage long-only and long-short portfolios that balance alpha generation, liquidity, and risk constraints.
- Utilize optimization frameworks to manage exposures, sector constraints, and factor diversification.
- Monitor real-time risk exposures, attribution, and performance drivers across multiple investment universes.
- Integrate and enhance risk models (statistical and fundamental) to support portfolio and firm-level oversight.
- Implement systematic position sizing, short borrow management, and leverage controls consistent with mandate guidelines.
- Partner with the Trading teams to ensure efficient execution of trades with minimal slippage and market impact.
Benefits
- competitive and valuable range of total rewards—monetary and non-monetary
- base compensation
- annual discretionary bonus
- 401(k) plan with a generous match
- recognition rewards
- comprehensive benefits package
- range of competitive healthcare options
- insurance
- disability benefits
- employee stock investment program
- learning resources
- career development programs
- reimbursement for certain education expenses
- paid time off (vacation / holidays / sick / leave / parental & caregiving leave / bereavement / volunteering / floating holidays)
- motivational wellbeing program
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What This Job Offers
Job Type
Full-time
Career Level
Senior
