Hybrid Portfolio Manager, Quant Equity & Tax-Efficient

183 Parametric Portfolio Associates LLC; Seattle (WA); Hybrid; USD 115,000 - 225,000; Full time

Job summary

Parametric Portfolio Associates LLC, part of Morgan Stanley, seeks a Portfolio Manager in Seattle to lead quantitative equity portfolio construction and risk management. Strong knowledge of multi-factor models, optimization, and tax efficiency is essential.

You will collaborate across Technology, Research, Marketing, Operations, and Client Services, build benchmark data, and prepare client reports. Competitive pay with discretionary incentives. Hybrid in-office schedule in Seattle.

Qualifications

• Bachelor’s degree with quantitative focus; CFA and/or MBA preferred.
• 5+ years in investment management or related field, incl. 2+ years in quantitative equity management.
• Strong mathematical/analytical skills and familiarity with academic finance theory.
• Knowledge of equity risk models and portfolio optimization; analytical writing ability.

Responsibilities

• Construct optimized equity index portfolios for separate accounts.
• Rebalance and transition portfolios to maximize tax efficiency.
• Create custom benchmark data and monitor index changes.
• Generate after-tax return data and performance attribution.
• Produce client reports and respond to analysis requests.
• Collaborate with Technology, Research, Marketing, Customer Service and Operations.
• Participate in process improvements and technology development.

Skills

Quantitative degree

CFA/MBA preferred

Investment management experience

Quant equity management

Programming (VBA, Matlab)

Math & analytical skills

Equity risk models knowledge

Portfolio optimization

Analytical writing ability

Education

Bachelor’s degree in finance, accounting, engineering or related quantitative field

Tools

VBA

MATLAB

Job description

Parametric Portfolio Associates LLC, part of Morgan Stanley, seeks a Portfolio Manager in Seattle to lead quantitative equity portfolio construction and risk management. Strong knowledge of multi-factor models, optimization, and tax efficiency is essential.

You will collaborate across Technology, Research, Marketing, Operations, and Client Services, build benchmark data, and prepare client reports. Competitive pay with discretionary incentives. Hybrid in-office schedule in Seattle.