Tax-Aware Quant Portfolio Architect

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

Join a team transforming how personalized investment portfolios are built for taxable investors.

The Role:

This is a Boston-based quantitative investment research role focused on designing and optimizing multi-asset portfolios for taxable client accounts. You'll develop sophisticated tax-aware portfolio construction methodologies that improve after-tax investor outcomes through tax-loss harvesting, asset location, multi-account optimization, and personalized investment strategies.

Working closely with portfolio managers, investment strategists, and technology teams, you'll research, build, and implement scalable quantitative solutions that power personalized portfolios for millions of investors.

What You'll Work On

• Asset location across taxable & tax-advantaged accounts
• Multi-account & household portfolio optimization
• Machine learning, Python, R & SQL

We're Looking For

• Expertise in tax-aware investing, tax-loss harvesting, direct indexing, or personalized wealth management
• Knowledge of optimization, statistics, machine learning, and quantitative finance
• Ability to partner with portfolio managers and technology teams to deliver production investment solutions

If you're passionate about applying quantitative research to solve complex portfolio construction challenges and advancing the future of personalized, tax-efficient investing, we'd love to hear from you.

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