O’Shaughnessy Asset Management (OSAM) is looking to expand its capabilities across systematic equity strategies, including long-only and long-short mandates, by hiring a Quantitative Portfolio Manager to join their CANVAS platform team.
Requirements
- Strong programming skills (Python and SQL required; C-Sharp preferred) and familiarity with large data environments.
- Deep understanding of portfolio optimization, risk models, and execution cost modeling.
- 5+ years of experience in quantitative portfolio management or research, with direct exposure to long-only, long-short equity and/or multi-factor strategies.
- Demonstrated ability to manage live portfolios and make data-driven investment decisions.
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.
- 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.
Other
- Must be eligible to work in the U.S. without current or future sponsorship – unable to provide visa support
- CFA designation preferred but not required.
- Advanced degree (Master’s or Ph.D.) in Finance, Mathematics, Statistics, Computer Science, Engineering, or related field.
- Hybrid work model.
- Experience our welcoming culture and reach your professional and personal potential!
