Quantitative Portfolio Manager
oshaughnessy
information technology

Job Description:

OSAM's investment team is hiring a Quantitative Portfolio Manager to join the team in either New York, NY, Stamford, CT, or other nearby location with the possibility of remote work. The Portfolio Manager will help expand OSAM�s capabilities across systematic equity strategies, including long-only and long-short mandates. Come join our growing team and help shape the future of investing!

Daily Responsibilities:

Develop and refine factor-based models targeting persistent sources of alpha. Conduct empirical research into new signals, portfolio construction methods, and cross-sectional and time-series relationships. Incorporate insights from behavioral finance, accounting changes, and market microstructure to improve alpha efficiency. Collaborate with Research Analysts and Quant Developers to evaluate factor performance, turnover, and risk. Design and manage long-only and long-short portfolios that balance alpha generation, liquidity, and risk constraints. Utilize optimization frameworks to manage exposures, sector constraints, and factor diversification. Monitor real-time risk exposures, attribution, and performance drivers across multiple investment universes. Integrate and enhance risk models (statistical and fundamental) to support portfolio and firm-level oversight. Implement systematic position sizing, short borrow management, and leverage controls consistent with mandate guidelines. Partner with the Trading teams to ensure efficient execution of trades with minimal slippage and market impact.

Job Requirements:

5+ years of experience in quantitative portfolio management or research, with direct exposure to long-only, long-short equity and/or multi-factor strategies. Advanced degree (Master�s or Ph.D.) in Finance, Mathematics, Statistics, Computer Science, Engineering, or related field. Strong programming skills (Python and SQL required; C# preferred) and familiarity with large data environments. Deep understanding of portfolio optimization, risk models, and execution cost modeling. Demonstrated ability to manage live portfolios and make data-driven investment decisions. CFA designation preferred but not required. Must be eligible to work in the U.S. without current or future sponsorship � unable to provide visa support

Compensation:

We expect the base salary for this position to range between $195,000 - $225,000, depending on level of relevant experience and geographic location, plus bonus.

Job Location(s):

New York, New York, United States of America Stamford, Connecticut, United States of America Boston, Massachusetts, United States of America

Source:

Company Career Section

Competition:

N/A

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