Factor-Based Quant Portfolio Strategist

Jobtailor; Connecticut; On-site; USD 150,000 - 230,000; Full time

Job summary

Jobtailor is seeking a senior quantitative portfolio researcher/manager to develop and refine factor-based models, oversee long-only and long-short strategies, and collaborate with researchers and developers to improve alpha generation.

Candidates should have 5+ years in quant portfolio management, an advanced degree, strong Python/SQL skills (C# a plus), and a solid grasp of risk models and execution costs. Eligible to work in the U.S. without sponsorship.

Qualifications

• 5+ years of experience in quantitative portfolio management or research with exposure to long-only and/or long-short strategies
• Advanced degree (Master’s or Ph.D.) in Finance, Math, Statistics, CS, Engineering, or related field
• Strong programming skills; Python and SQL required, C# preferred
• 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
• CFA designation preferred but not required
• Must be eligible to work in the U.S. without visa sponsorship

Responsibilities

• Develop and refine factor-based models to generate alpha and manage risk
• Conduct empirical research on signals, portfolio construction methods, and cross-sectional/time-series relationships
• Incorporate behavioral finance and market microstructure insights to improve alpha efficiency
• Collaborate with Research Analysts and Quant Developers to evaluate factor performance and risk
• Design and manage long-only and long-short portfolios balancing alpha, liquidity, and constraints
• Utilize optimization frameworks to manage exposures and diversification
• Monitor real-time risk exposures, attribution, and performance drivers
• Integrate and enhance statistical and fundamental risk models for oversight
• Implement systematic position sizing and leverage controls in line with guidelines
• Partner with Trading teams to ensure efficient execution with minimal slippage

Skills

Quantitative analysis

Empirical research

Portfolio construction

Data-driven decisions

Statistical risk models

Position sizing

Execution cost modeling

Long-only strategies

Long-short strategies

Multi-factor strategies

Education

Master’s or PhD in Finance/Math/CS/Engineering

Tools

SQL

C#

Optimization frameworks

Large data environments

Job description

Jobtailor is seeking a senior quantitative portfolio researcher/manager to develop and refine factor-based models, oversee long-only and long-short strategies, and collaborate with researchers and developers to improve alpha generation.

Candidates should have 5+ years in quant portfolio management, an advanced degree, strong Python/SQL skills (C# a plus), and a solid grasp of risk models and execution costs. Eligible to work in the U.S. without sponsorship.