Quantitative Portfolio Manager

Quantitative Portfolio Manager
 

Position Overview
The portfolio manager will work with other members of the portfolio management team to refine and develop the overlay portfolio management process and other proprietary quantitative investment strategies. This role also acts as a conduit with IT to help direct efforts to build systems and programs to implement overlay management processes and other quantitative investment strategies including optimized direct index strategies.
 

Responsibilities
• Develop, review, enhance and oversee the implementation of systematic and quantitative investment processes (e.g. tax loss harvesting, direct index portfolios, etc.)
• Serve as member of the portfolio management team for optimized direct index portfolios and other strategies and capabilities using quantitative and optimization based approaches.
• Conduct research and development to build new products/capabilities and enhance existing ones.
• Collaborate with IT to institutionalize developed prototype programs and applications and configure critical hardware to support portfolio management technology needs.
• Support business development efforts by meeting with research analysts, consultants and other gatekeepers to communicate Managed Portfolio Advisors (MPA) overlay management process and capabilities.
• Participate as an active member of the investment committee.
• Lead model risk oversight, working with model owners to test and validate models and report results to Chief Risk Officer and Compliance.
• Write white papers on relevant topics.

Qualifications
• Undergraduate degree in a quantitative subject area, such as math, statistics, econometrics, operations research, physics, financial engineering, etc. Graduate degree in quantitative area such as applied math, statistics, operations research, econometrics, finance or related field would be viewed favorably.
• 10+ years of prior expertise integrating quantitative skills and financial services applications.
• 5+ years portfolio management experience.
• Experience working with multi-factor risk models and optimization programs (e.g. Axioma, BARRA, Northfield).
• Sophisticated technology skills including programming experience, preferably in Python.
• Strong verbal and written communication skills
• Professional designations such as CFA, FRM, or progress towards those viewed favorably.

#NatixisIMCulture

In accordance with the California salary transparency law, the expected annual base salary for this San Francisco, CA, United States-based position is $150,000.00 - $225,000.00. Actual annual base salaries may vary based on factors including but not limited to education, training, experience, and other job-related factors. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include discretionary bonuses and other Natixis sponsored benefit programs.

Natixis Investment Managers is an equal opportunity employer and does not discriminate in recruiting, hiring, training, promotion or other terms, conditions and privileges of employment on the basis of race, color, age, national origin, ancestry, religion, sex (including pregnancy), sexual orientation, gender identity, genetic information, military or veteran status, physical or mental disability, or any other status protected by law.