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About the Role

The VP Risk & Quantitative Analysis will advance the firm's quantitative capabilities in portfolio construction, optimization validation, and tax-aware investing. This role sits at the intersection of portfolio construction, risk analytics, and quantitative research, offering significant exposure to large-scale portfolio implementation and influencing the evolution of Canvas's quantitative investment platform.

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 and 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, focusing on identifying and analyzing discrepancies in tracking error and tax-loss harvesting results compared to 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.

Requirements

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.
Strong communication skills, with the ability to partner effectively across investment, research, and risk teams.
Ability to work independently in a fast-paced, collaborative environment and manage multiple priorities.
Applicants must be authorized to work for any employer in the U.S. We are unable to sponsor or take over sponsorship of an employment visa at this time.

Skills

Python
C#
SQL
Portfolio optimization
Factor models
Direct indexing strategies
Tax-aware investment strategies
Tax-loss harvesting methodologies
Barra
Aladdin

Location

Stamford, CT
NYC

Work Type

Hybrid

Experience Level

5+ years

Salary/Compensations

$147,000 - $160,000 per year plus bonus opportunity

Benefits

Competitive and valuable range of total rewards, monetary and non-monetary.
Base compensation.
Discretionary bonus.
401k plan.
Health insurance.
Other perks.

About the Company

O’Shaughnessy Asset Management (OSAM) is part of Franklin Templeton, a forward-thinking asset manager that has built its success through powerful partnerships.
We leverage cutting-edge strategies and deep insights to unlock opportunities for long-term wealth creation.
Our talented, global teams bring expertise that is both broad and unique.
O’Shaughnessy Asset Management is a research and money management firm based in Stamford, Connecticut operating autonomously and backed with global, enterprise resources.
Their approach to managing money is transparent, logical, and completely disciplined, leading to long‐standing relationships with clients.
OSAM is a leading provider of Custom Indexing services via its Canvas® platform which offers financial advisors an unprecedented level of control and ease in creating and managing personalized separately managed accounts (SMAs) that target improved after-tax outcomes.
Franklin Templeton is a dynamic firm that spans asset management, wealth management, and fintech, giving us many ways to help investors make progress toward their goals.
With clients in over 150 countries and offices on six continents, you'll get exposed to different cultures, people, and business development happening around the world.

Equal Opportunity

Franklin Templeton is an Equal Opportunity Employer.
We are committed to providing equal employment opportunities to all applicants and employees, and we evaluate qualified applicants without regard to ancestry, age, color, disability, genetic information, gender, gender identity, or gender expression, marital status, medical condition, military or veteran status, national origin, race, religion, sex, sexual orientation, and any other basis protected by federal, state, or local law, ordinance, or regulation.