Strategic Portfolio Optimization Specialist
4 days ago
Connor, Clark & Lunn Investment Management (CC&L) is a global institutional asset management firm dedicated to delivering exceptional performance and service to our clients.
Job DescriptionWe are seeking an experienced Strategic Portfolio Optimization Specialist to join our Quantitative Equity Team. In this role, you will be responsible for constructing optimal portfolios and developing desired trades for our clients.
You will work closely with key decision-makers on the team to monitor portfolio characteristics, ensure consistency with investment strategies, and conduct in-depth portfolio performance attribution to support decision-making and performance evaluation.
Responsibilities- Research and Development: Conduct projects to enhance our portfolio optimization solutions by applying various skills and techniques in finance, mathematical optimization, and statistics.
- Portfolio Oversight: Monitor portfolio characteristics and ensure consistency with investment strategy and guidelines.
- Performance Analysis: Conduct in-depth portfolio performance attribution to support decision-making, performance evaluation, idea generation, and client understanding.
- Research Infrastructure Improvements: Identify, propose, and collaborate on enhancements to the research infrastructure and workflow processes underlying the portfolio optimization research and development efforts.
- Cross-Team Support: Collaborate with portfolio managers, traders, model research analysts, and investment process/data analysts to ensure seamless integration of portfolio optimization objectives, inputs, and parameters.
- Domain Expertise: Foundational understanding of optimization theory, factor investing, portfolio risk management, and transaction cost management.
- Systematic and Analytical Mindset: Passionate about bringing systematization and a disciplined structure together with investment intuition.
- Creativity/Innovation: Ability to contribute new ideas and challenge the status quo.
- Demonstrated Learner: Love to learn new things and develop a sufficient understanding of the Quantitative Equity Team's quantitative investment models and systematic investment process.
- Strong Communication Skills: Excel at communicating complex and technical concepts and proactively solicit and provide feedback.
- Academic and Work Experience: Undergraduate degree in mathematics, optimization, statistics, physics, engineering, finance, or a related field. Graduate studies or work experience in quantitative research, optimization research, portfolio management, or equity investment analysis considered valuable but not required.
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