Portfolio Construction Analyst — Quant Strategy

Los Angeles Capital Management; Los Angeles (CA); Hybrid; USD 110,000 - 140,000; Full time

Job summary

Los Angeles Capital seeks an Analyst to join the Implementation Strategy team in Los Angeles. You will run data‑driven analyses to translate research views into client portfolios, focusing on construction, optimization, and efficient execution across the product suite.

You will collaborate with Portfolio Management, Research, Trading, and QIP to improve risk‑adjusted returns net of costs while managing complexity and client constraints.

Qualifications

• Bachelor’s degree in a quantitative field; econometrics coursework preferred.
• 1–4 years in quantitative investment management, portfolio analytics, risk or related roles.
• Strong Python (pandas, NumPy); comfortable with SQL, Git, and clean code.
• Experience with commercial portfolio optimizers or LP problems; Bloomberg/FactSet familiarity.
• Quantitative mindset with applied statistics; clear written and verbal communication.

Responsibilities

• Portfolio Construction Analysis: study signal capture, costs, constraints, turn‑over, and risk.
• Portfolio Construction Improvement: apply advanced techniques to investment process.
• Optimizer tooling: extend optimization engine, runs, and scenario analyses.
• Implementation monitoring: track exposure, costs, turnover, and tracking error.
• Execution and rebalance analytics: evaluate timing, costs, and methods with Trading.
• Data and tooling: build reproducible pipelines; collaborate on new products.
• Documentation and cross‑functional collaboration: standardize methodologies and tools.

Skills

Python

SQL

Git

Econometrics

Statistics

Communication

Education

Bachelor's degree in quantitative field

Tools

Axioma

Barra/MSCI

Northfield

Bloomberg

FactSet/CIQ

Job description

Los Angeles Capital seeks an Analyst to join the Implementation Strategy team in Los Angeles. You will run data‑driven analyses to translate research views into client portfolios, focusing on construction, optimization, and efficient execution across the product suite.

You will collaborate with Portfolio Management, Research, Trading, and QIP to improve risk‑adjusted returns net of costs while managing complexity and client constraints.