Quantitative Researcher - Portfolio Construction

About the Role

A well-established multi-manager platform is looking to bring on a Quantitative Researcher to build out and lead the portfolio construction function for one of its internal investment teams. This is a newly created seat. The team has strong signal generation capabilities but has not had dedicated portfolio construction coverage, and they are ready to change that.

Responsibilities Own and develop the portfolio construction function for an equities-focused pod Work closely with PMs and researchers to translate signals into implementable, risk-aware portfolios Drive market and factor neutrality, risk decomposition, and portfolio-level optimization Help the team think more rigorously about how to monetize existing signal research Serve as a thought partner to PMs on how construction decisions affect portfolio outcomes Qualifications Experience level is genuinely open. They care more about depth of thinking and hands-on portfolio construction experience than a specific number of years. Background in quantitative equities research with hands-on portfolio construction experience Proficiency with tree-based models (gradient boosting, random forests, etc.) for signal evaluation and feature-driven construction approaches Strong understanding of factor models, risk decomposition, and optimization frameworks Ability to operate collaboratively within a small, research-driven team Experience level is genuinely open; depth of thinking matters more than years on the job

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