Quant Portfolio Manager, Brooklyn Direct Indexing

Core Responsibilities And Duties

• Live Portfolio Oversight
  • Monitor daily P&L across L/S SMAs
  • Decompose returns by signal, factor, sector, and idiosyncratic components
  • Diagnose drawdowns and performance divergence across accounts
  • Risk & Diagnostics
    • Run factor and risk decompositions (systematic vs. idiosyncratic)
    • Identify unintended exposures and style drift
    • Evaluate turnover, capacity, and realized transaction costs
  • Alpha Feedback Loop
    • Work directly with alpha researchers and traders to evaluate live signal performance
    • Detect signal decay, instability, and crowding risks
    • Provide data-driven insights to improve portfolio construction and implementation efficiency
  • Process Enhancements
    • Build and refine performance monitoring tools and dashboards
    • Improve automation of attribution and reporting
    • Strengthen portfolio construction framework for scalability and robustness

Required Qualifications

• Minimum of 3+ years of experience in quantitative equities
• Direct Long/Short experience at a hedge fund, asset manager, or sellside quant desk

Preferred Qualifications

• 5+ years of experience in quantitative equities
• Strong understanding of: Equity factor models, Portfolio optimization and risk models, Performance attribution and signal evaluation
• Strong Python skills; ability to work with large datasets and production research code
• Demonstrated experience managing or overseeing live L/S portfolios