Portfolio Manager
Duties
Oversee the day-to-day management of systematic, model-driven commodities and macro portfolios, ensuring adherence to performance objectives, risk thresholds, and client mandates.; perform signals research and evaluation for inclusion into active strategies; develop new strategies with an emphasis on energy and carbon commodities; execute strategies that leverage quantitative models for portfolio construction, rebalancing, and optimization to maximize return while managing risk; ensure consistency and rigor in portfolio implementation across all commodities and macro strategies; conduct research and lead efforts to refine portfolio construction methodologies, including factor-based investing, optimization techniques and frameworks tailored to commodities and macro strategies; collaborate with quantitative research teams to incorporate robust risk-adjusted approaches into portfolio design; evaluate new data sources, modeling techniques, and analytical tools to improve portfolio construction and performance; advance research efforts into risk modeling techniques to ensure portfolios are resilient across market cycles and stress scenarios; lead the development and application of optimization frameworks to balance alpha generation with risk management objectives; Monitor portfolio exposures, sensitivities, and risks, ensuring compliance with client mandates; partner with a team of portfolio managers, researchers, and research analysts; promote a collaborative environment that encourages innovation and continuous improvement in portfolio management practices; set clear objectives and performance metrics for the team, aligning efforts with broader organizational goals; partner with product and relationship management teams to articulate portfolio management approaches and performance outcomes to firm clients and prospects; partner with internal and external parties on issues of produce development and design, including back-testing and simulation; prepare and deliver presentations on portfolio construction methodologies, risk management frameworks, and optimization strategies specific to commodities and macro portfolios; collaborate with trading, technology, and operations teams to ensure seamless implementation and scalability of systematic portfolio strategies; drive continuous improvements in portfolio management systems, processes, and tools to enhance efficiency and accuracy. Minimum Requirements:
Masters Degree in a technical or quantitative discipline such as Technology, Policy, or a substantially comparable field; Four (4) years of experience in a research-focused role such as Researcher, Research Analyst, or closely related occupation; Two (2) years of research experience focused on carbon markets and climate change; Three (3) years of post-masters degree research experience in a university setting; Authored peer-reviewed publications in high-impact scientific journals on topics relating to environmental science, air quality, public health impacts of transportation emissions or quantitative modeling of pollution;
Experience in at least Two (2) Programming languages; and Experience in at least Two (2) Financial Data programs.
Oversee the day-to-day management of systematic, model-driven commodities and macro portfolios, ensuring adherence to performance objectives, risk thresholds, and client mandates.; perform signals research and evaluation for inclusion into active strategies; develop new strategies with an emphasis on energy and carbon commodities; execute strategies that leverage quantitative models for portfolio construction, rebalancing, and optimization to maximize return while managing risk; ensure consistency and rigor in portfolio implementation across all commodities and macro strategies; conduct research and lead efforts to refine portfolio construction methodologies, including factor-based investing, optimization techniques and frameworks tailored to commodities and macro strategies; collaborate with quantitative research teams to incorporate robust risk-adjusted approaches into portfolio design; evaluate new data sources, modeling techniques, and analytical tools to improve portfolio construction and performance; advance research efforts into risk modeling techniques to ensure portfolios are resilient across market cycles and stress scenarios; lead the development and application of optimization frameworks to balance alpha generation with risk management objectives; Monitor portfolio exposures, sensitivities, and risks, ensuring compliance with client mandates; partner with a team of portfolio managers, researchers, and research analysts; promote a collaborative environment that encourages innovation and continuous improvement in portfolio management practices; set clear objectives and performance metrics for the team, aligning efforts with broader organizational goals; partner with product and relationship management teams to articulate portfolio management approaches and performance outcomes to firm clients and prospects; partner with internal and external parties on issues of produce development and design, including back-testing and simulation; prepare and deliver presentations on portfolio construction methodologies, risk management frameworks, and optimization strategies specific to commodities and macro portfolios; collaborate with trading, technology, and operations teams to ensure seamless implementation and scalability of systematic portfolio strategies; drive continuous improvements in portfolio management systems, processes, and tools to enhance efficiency and accuracy. Minimum Requirements:
Masters Degree in a technical or quantitative discipline such as Technology, Policy, or a substantially comparable field; Four (4) years of experience in a research-focused role such as Researcher, Research Analyst, or closely related occupation; Two (2) years of research experience focused on carbon markets and climate change; Three (3) years of post-masters degree research experience in a university setting; Authored peer-reviewed publications in high-impact scientific journals on topics relating to environmental science, air quality, public health impacts of transportation emissions or quantitative modeling of pollution;
Experience in at least Two (2) Programming languages; and Experience in at least Two (2) Financial Data programs.