Senior Quantitative Researcher – Tax-Aware Portfolio Construction (Boston)

Analytic Recruiting Inc.; Boston (MA); On-site; USD 110,000 - 150,000; Full time

Job summary

Analytic Recruiting Inc. is seeking a Quantitative Portfolio Construction Engineer in Boston, MA, to enhance investment strategies in a leading global investment firm. The role involves designing algorithms for tax-aware portfolio optimization and developing asset allocation models.

Ideal candidates will have a Master's or Ph.D. in a quantitative field and over 5 years of experience in investment research. Strong programming skills in Python and R are essential. The firm offers a competitive compensation package and the chance to innovate within portfolio construction.

Qualifications

• 5+ years of quantitative investment research experience in asset management or related environments.
• Strong expertise in portfolio construction and optimization.
• Knowledge of tax-loss harvesting or personalized portfolio management is desirable.

Responsibilities

• Design and enhance algorithms for tax-aware portfolio optimization.
• Develop models for asset allocation and portfolio rebalancing.
• Conduct research and communicate findings effectively.

Skills

Portfolio construction

Portfolio optimization

Statistical analysis

Programming in Python

Multi-factor investing

Tax-aware investment strategies

Education

Master's or Ph.D. in a related quantitative discipline

Tools

Python

R

SQL

Job description

A leading global investment management firm specializing in multi-asset investing is seeking a Quantitative Portfolio Construction Engineer to join its Asset Management Quantitative Research team.

This highly visible role focuses on developing tax-aware portfolio construction, optimization, and asset allocation solutions across a broad range of asset classes. The successful candidate will work closely with portfolio managers, researchers, technology teams, and clients to develop scalable investment solutions that enhance after-tax returns and improve portfolio efficiency.

Responsibilities

• Design and enhance tax-loss harvesting and tax-aware portfolio optimization algorithms.
• Develop portfolio construction, asset allocation, and rebalancing models for taxable and tax-deferred accounts.
• Research, develop, and backtest multi-asset investment strategies, including factor, momentum, and value-based approaches.
• Build statistical, time-series, econometric, and portfolio optimization models to support investment decision-making.
• Develop quantitative tools and frameworks for investment research, manager evaluation, and portfolio analysis.
• Conduct original research and communicate findings through presentations, reports, and white papers.
• Partner with investment, technology, and client-facing teams to implement production-ready investment solutions.

Qualifications

• Master's or Ph.D. in Finance, Mathematics, Statistics, Economics, Engineering, Operations Research, Computer Science, or a related quantitative discipline.
• 5+ years of quantitative investment research experience within asset management, wealth management, pension consulting, OCIO, or institutional investment environments.
• Strong experience in portfolio construction, portfolio optimization, asset allocation, multi-factor investing, and tax-aware investment strategies.
• Demonstrated expertise in statistical analysis, time-series modeling, and investment strategy backtesting.
• Strong programming skills in Python, R, SQL, and portfolio optimization tools.
• Knowledge of tax-loss harvesting, direct indexing, or personalized portfolio management solutions is highly desirable.
• CFA designation is a plus.
• Excellent written and verbal communication skills.

Compensation

The firm offers a highly competitive compensation and benefits package along with the opportunity to contribute to innovative portfolio construction and wealth management solutions within a world-class investment organization.

Please send your resume to Jim Geiger, [e-mail]