Senior Portfolio Manager Quantitative Asset Allocation

Company: Thrivent Financial
Location: Minneapolis
Posted on: September 17, 2020

Job Description:

Relying on experience in capital markets and skills in data management and analysis, lead the design and development of quantitative investment models in support of actively managed multi-asset products among other duties.

Requires at least a Bachelor of Science or higher degree in Business: Finance, Investment and Banking, or a related financial or technical field plus 8 years of investment experience.

Must also have the following experience:

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• 8 years of experience working in capital markets as an analyst and/or portfolio manager leading or assisting the investment decision making process
  
• 4 years of experience designing and developing from scratch macroeconomic, fundamental and technical aggregate factors for use in global tactical asset allocation models.
  
  
• 4 years of experience designing and developing quantitative Alpha models for various asset class dimensions by utilizing advanced statistical, econometric and empirical methods including but not limited to business cycle models, logistic regression, random forests, and Adaboost.
  
  
  
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  • 4 years of experience designing and developing multi-asset class investment risk framework, requiring deep understanding of risk models (fundamental, macro-economic and multi-asset), risk attribution across multiple lenses (manager, sector, region, style) ex-ante and ex-post, "what if analysis", scenario and stress testing via Monte Carlo methods.
    
    
    
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    • 4 years of experience designing and developing multi-asset class portfolio optimizations and trade frameworks, to include constructing investment ideas/portfolios utilizing the views of the alpha and risk framework via strategy simulation, ex-post analytics, and market impact.
      
      
    • 4 years of experience working with quantitative stock selection models in international developed and emerging markets
      
    • 4 years of experience developing hedge strategies as an analyst and/or portfolio manager, including risk parity, market neutral and emerging markets long/short
      
    • 4 years of experience serving as a member of a senior investment strategy committee with input and responsibility for portfolio management decisions
      
    • 8 years of experience utilizing the following programming languages: Matlab, Python, Stata and VBA, with particular experience in R and SQL
      
    • 8 years of experience working with the following investment applications: Facset, Bloomberg, Haver Analytics, Thomson Reuters, I/B/E/S, Worldscope, Barra, Compustat, Risk metrics and ClariFi.
      
      
      Must also have prepared investment management white papers.
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Keywords: Thrivent Financial, Minneapolis , Senior Portfolio Manager Quantitative Asset Allocation, Accounting, Auditing , Minneapolis, Minnesota