Senior Portfolio Construction & Optimization Strategist

Los Angeles Capital Management; Los Angeles (CA); Hybrid; USD 150,000 - 210,000; Full time

Benefits offered by this job

Health care plans

401(k)

Top-tier benefits

Hybrid work arrangement

Job summary

Los Angeles Capital is seeking a Senior Associate to translate research views into client portfolios with maximum fidelity. The role is hands‑on, data‑driven, and quantitative, focusing on monetization across the firm’s product suite through portfolio construction and optimization.

You will collaborate with Portfolio Management, Portfolio Implementation, Research, and Trading on firm-wide initiatives. Hybrid role based in Los Angeles, CA with weekly on-site attendance.

Qualifications

• Bachelor’s degree in Finance, Economics, Mathematics, Computer Science or a quantitative field.
• 4+ years of relevant experience in a quantitative/technical environment (asset management or hedge fund preferred).
• Experience with portfolio optimizers (Axioma, Barra/MSCI, Northfield, Gurobi, etc.).
• Strong understanding of economic/financial concepts and quantitative application.
• Knowledge of modern portfolio theory, risk models, and systematic investment processes.
• Programming ability in Python; comfortable with SQL, Git, and structured codebases.
• Familiarity with equity market microstructure.
• Clear written and verbal communication; collaborative and detail-oriented.
• Hands-on experience with agentic AI tools/LLMs in research or software development.
• CFA designation is a plus.

Responsibilities

• Deliver high-impact research across portfolio construction and optimization.
• Improve our machinery for translating stock characteristics into portfolios.
• Enhance portfolio optimization processes and evaluate new objective functions.
• Collaborate with software engineers to extend the optimization engine and tooling.
• Reduce frictions between rebalancing and trading.
• Model and control trading costs by analyzing market structure and liquidity.
• Contribute to new product design.

Skills

Python

Portfolio optimization

SQL

Financial modeling

Communication

Education

Bachelor’s degree in Finance/Economics/Math

Advanced degree a plus

Tools

Axioma

Barra MSCI

Northfield

Gurobi

Job description

Los Angeles Capital is seeking a Senior Associate to translate research views into client portfolios with maximum fidelity. The role is hands‑on, data‑driven, and quantitative, focusing on monetization across the firm’s product suite through portfolio construction and optimization.

You will collaborate with Portfolio Management, Portfolio Implementation, Research, and Trading on firm-wide initiatives. Hybrid role based in Los Angeles, CA with weekly on-site attendance.