AVP/VP, Quantitative Research Analyst, Exposure & Liquidity Research, Portfolio Exposure & Liquidity

About the role

Develop quantitative research, models, and analytics to optimize equity beta exposure management and delivery, including equity index management and tracking error reduction. Collaborate with portfolio managers and traders to implement research findings, improve the team’s quantitative toolkit, and contribute to broader research on liquidity, financing, rebalancing, and exposure management. Requires at least five years of relevant experience in equity index rebalancing or research, ETF or benchmark portfolio management, equity beta, or related investment research, along with a degree in a quantitative discipline. Candidates should have strong Python, statistical modeling, back-testing, portfolio construction and optimization skills, sound knowledge of equity markets and implementation considerations, and clear communication and collaboration abilities.