Quantitative Portfolio Construction Specialist

LOS ANGELES CAPITAL MANAGEMENT LLC; Los Angeles (CA); Hybrid; USD 81,000 - 101,000; Full time

Job summary

Los Angeles Capital Management LLC in Los Angeles, CA is seeking a quantitative Analyst to join the implementation strategy team. The role focuses on translating research views into client portfolios with high fidelity, performing analyses, building tooling, and running studies to inform portfolio construction, optimization, and execution.

You will collaborate across Portfolio Management, Research, Trading, and QIP, gain exposure to senior leadership, and contribute to expanding the firm's

Qualifications

• Bachelor’s degree in a quantitative field; econometrics and quantitative finance coursework preferred.
• 1–4 years of relevant experience in quantitative investment management or portfolio analytics.
• Strong Python programming (pandas, NumPy); comfort with SQL and Git.
• Experience with a commercial portfolio optimizer (Axioma, Barra/MSCI, Northfield) or LP problems.
• Familiarity with Bloomberg and/or FactSet/CIQ.
• Quantitative mindset with strong statistics; clear written and verbal communication.

Responsibilities

• Portfolio Construction Analysis: execute studies on signal capture, turnover, costs, constraints, and report to senior stakeholders.
• Portfolio Construction Improvement: evaluate and incorporate modern techniques into the investment process.
• Optimizer and construction tooling: build tooling around the optimization engine, including sweeps and scenario analyses.
• Implementation monitoring: monitor signal exposure, turnover, costs, and tracking error.
• Execution and rebalance analytics: support evaluation of strategies, costs, and rebalance timing.
• Data, technology, and new products: build data pipelines and collaborate with QIP and Engineering on tooling.
• Documentation and collaboration: document methodologies and represent the team in cross-functional groups.

Skills

Python

SQL

Git

Education

Bachelor’s degree in a quantitative field

Tools

Axioma

Barra/MSCI

Northfield

Bloomberg

FactSet/CIQ

Job description

Los Angeles Capital Management LLC in Los Angeles, CA is seeking a quantitative Analyst to join the implementation strategy team. The role focuses on translating research views into client portfolios with high fidelity, performing analyses, building tooling, and running studies to inform portfolio construction, optimization, and execution.

You will collaborate across Portfolio Management, Research, Trading, and QIP, gain exposure to senior leadership, and contribute to expanding the firm's