VP, Quantitative Risk & Portfolio Analytics

Franklin Templeton; Stamford (CT); Hybrid; USD 150,000 - 165,000; Full time

Benefits offered by this job

Bonus

401k plan

Health insurance

Other perks

Job summary

Canvas is seeking a VP Risk & Quantitative Analysis to join the Investment Risk & Quantitative Analysis team within Franklin Templeton. The role advances quantitative capabilities across portfolio construction, optimization validation, and tax-aware investing.

This hybrid position, based in Stamford, CT or NYC, provides exposure to large-scale portfolio implementation across thousands of accounts and opportunities to influence Canvas’s quantitative platform and risk framework.

Qualifications

• 5+ years of experience in quantitative research, portfolio construction, or a related investment role within investment management.
• Strong background in portfolio optimization, factor models, and direct indexing strategies.
• Strong technical and analytical expertise, with experience in portfolio optimization, direct indexing, and quantitative investment strategies.
• Experience evaluating or building tax-aware investment strategies, including tax-loss harvesting methodologies.
• Proficiency in programming and data analysis, including Python (and/or C#) and SQL.
• Familiarity with industry risk and analytics platforms such as Barra and Aladdin.
• Strong quantitative and problem-solving skills, with the ability to translate complex analyses into actionable insights.
• Experience working with large-scale portfolio datasets and account-level analysis.

Responsibilities

• Enhance model transparency and robustness by independently validating optimization outputs, improving tax-alpha methodologies, and developing advanced risk and analytics frameworks
• Partner closely with Portfolio Management, Research teams to evaluate model performance, diagnose portfolio outcomes, and enhance the firm’s optimization and tax-aware investment processes
• Create portfolio optimization(s) to independently validate optimization outputs, with a focus on identifying and analyzing discrepancies in tracking error and tax-loss harvesting results compared to our core portfolio optimizers at the account level
• Evaluate and improve the firm’s Tax Alpha model, assessing the effectiveness of tax-loss harvesting strategies and analyzing dispersion across portfolios and accounts
• Design and implement advanced risk and performance diagnostics to better understand portfolio outcomes, including tracking error, factor exposures, and tax impacts
• Lead the development of integrated risk checks leveraging Aladdin and/or Barra, and direct indexing data to analyze dispersion, identify underlying drivers, and provide actionable insights
• Partner with Portfolio Management and Research teams to share findings and iterate framework and models based on feedback
• Analyze portfolio performance drivers, including return, volatility, and tax impacts
• Develop and maintain scalable analytics and tooling using Python (or C#), SQL, and other technologies to support ongoing research and monitoring
• Contribute to the evolution of quantitative investment processes, including optimization techniques, tax-aware strategies, and portfolio construction frameworks

Skills

Python

SQL

C#

Portfolio optimization

Risk analytics

Quantitative research

Direct indexing

Tax-aware investing

Communication

Tools

Aladdin

Barra

Job description

Canvas is seeking a VP Risk & Quantitative Analysis to join the Investment Risk & Quantitative Analysis team within Franklin Templeton. The role advances quantitative capabilities across portfolio construction, optimization validation, and tax-aware investing.

This hybrid position, based in Stamford, CT or NYC, provides exposure to large-scale portfolio implementation across thousands of accounts and opportunities to influence Canvas’s quantitative platform and risk framework.