Skip to main content

This job has expired

Senior Portfolio Manager – Quantitative Asset Allocation

Employer
Thrivent Financial®
Location
Minneapolis, Minnesota
Start date
Sep 14, 2020
Closing date
Sep 21, 2020

View more

Category
Banking, Business, Financial Services
Employment Status
Full Time

Job Details

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. Req. 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:

  • 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. 
  • 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. 
  • 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. 

For confidential consideration, please submit cover letters and resumes to Jake Swedberg at Jake.Swedberg@Thrivent.com. No agencies or phone calls please.

Company

Why Thrivent?

For more than a century, Thrivent has been helping our member-owners be wise with money and live generously and we were named one of the "World’s Most Ethical Companies" by Ethisphere Institute 2012-2015.

We believe money is a tool, not a goal. Our national, membership-owned organization of Christians offers a unique blend of faith, finances and generosity. With a full range of financial products and services, you’ll help people create a strategy that reflects their values, provides for their families and protects their future.

Company info
Website
Telephone
763-595-9999
Location
701 Xenia Ave S
Ste 550
Golden Valley
MN
55416
US

Get job alerts

Create a job alert and receive personalized job recommendations straight to your inbox.

Create alert