Associate Director, Research Analyst

TOIGO Foundation; Connecticut; Hybrid; USD 129,150 - 150,000; Full time

Benefits offered by this job

PTO - 3 weeks first year

Competitive health coverage (medical,

Retirement with 401(k) match

Employee Stock Investment Plan (ESIP)

LEAP learning assistance

Employee investment benefits

Job summary

O'Shaughnessy Asset Management LLC is seeking an Associate Director, Research Analyst to lead the programming and research for the fund tax loss harvesting process across fixed income, equity, and mixed funds. This role emphasizes developing optimization tools, ML pipelines, and cross‑department collaboration.

The ideal candidate will hold a Master’s in Finance or Math with hands‑on Python modeling, solver engineering, and experience in tax optimization strategies.

Qualifications

• Master’s degree in Finance, Mathematics, or related field; 3 years of relevant experience.
• Experience building optimization engines and ML pipelines for data‑intensive investment processes.
• Proficiency in Python and statistical modeling for testing and optimizing client accounts.
• Engineering and comparing optimization solvers and suggesting provider alternatives.
• Experience resolving tax optimization matrix conflicts and improving feasibility.
• Ability to simulate tax alpha for active and passive strategies across portfolio scenarios.
• Clear communication of released optimization features across departments.
• Leadership in fund tax loss harvesting initiatives and pipeline improvements.

Responsibilities

• Lead, supervise, and release the programming and research of the fund tax loss harvesting process for fixed income, pure equity, and mixed funds.
• Clarify and communicate optimization features across departments.
• Lead tax loss harvesting initiatives and improve existing pipelines.

Skills

Optimization engines

ML pipelines

Python

Data analysis

UI improvements

Regression analysis

Portfolio optimization

Risk/return analysis

Education

Master’s degree in Finance/Mathematics

Tools

GPT

BERT

Boosted trees

PCA

Job description

O'Shaughnessy Asset Management LLC – Associate Director, Research Analyst – Stamford, CT

Responsibilities

The Associate Director, Research Analyst will lead, supervise, and release the programming and research of the fund tax loss harvesting process for fixed income, pure equity, and mixed funds.

Qualifications

Requires a Master’s degree in Finance, Mathematics, or related field, or equivalent. Must include three (3) years of experience with the following:

• Building optimization engines and machine learning pipelines, and developing data management/analysis tools supporting a data‑intensive quantitative investment process (including GPT, BERT, boosted tree, and PCA dimensionality reduction).
• Improving user interface tools to consolidate investment risk/return characteristics.
• Utilizing Python and statistical modeling to test and optimize client accounts, build regression analysis, and conduct comparative testing.
• Engineering and comparing different optimization solvers and suggesting alternative provider solutions.
• Resolving conflicts in the tax optimization matrix between trading thresholds and restrictions and improving optimization feasibility.
• Simulating tax alpha for active and passive strategies and analyzing relative tax‑loss harvesting capabilities across varying portfolio composition, rebalancing frequency, lot‑relief methodology, and turnover.
• Clarifying released optimization features through cross‑department communication.
• Leading fund tax loss harvesting initiatives and improving existing pipelines.

Work Arrangement: 100% remote – telecommute/work from home from anywhere in the U.S.; report to headquarters.

Compensation: Expected salary range: USD $129,150 – $150,000 plus discretionary bonus.

Benefits

• Paid Time Off: Three weeks of PTO in the first year.
• Health Coverage: Competitive medical, dental, and vision insurance.
• Retirement Savings: 401(k) plan with an 85% company match on pre‑tax and/or Roth contributions up to IRS limits.
• Equity & Investing: Employee Stock Investment Plan (ESIP) with discounted share purchase opportunities.
• Learning Education Assistance Program (LEAP): Support for ongoing growth and career advancement.
• Employee Investment Benefits: Opportunity to purchase company funds with no sales charge.

Franklin Templeton is an Equal Opportunity Employer. We are committed to providing equal employment opportunities to all applicants and employees, evaluating qualified applicants without regard to ancestry, age, color, disability, genetic information, gender, gender identity, gender expression, marital status, medical condition, military or veteran status, national origin, race, religion, sex, sexual orientation, or any other basis protected by federal, state, or local law, ordinance, or regulation.

If you need an accommodation or adjustment due to a medical condition or disability, please send an email to [e-mail] with the accommodation requested, the job title, and job number. Please note that only accommodation requests will receive a response and may take up to three business days for a reply.