Portfolio Manager, Quantitative

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🕒 April 1

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Father Gabriel Richard High School - Ann Arbor, Michigan

WebsiteLinkedInAll Job Openings

51 - 200 employees

Founded 1868

📚 Education

🤝 Non-profit

🌍 Social Impact

Education • Non-profit • Social Impact

Father Gabriel Richard High School is an authentic Catholic school community located in Ann Arbor, Michigan. The institution fosters growth through intentional faith formation and education based on Christian ideals, aiming to develop students intellectually, spiritually, and personally. With over 150 years of history, FGR emphasizes academic excellence, creativity, and sportsmanship, offering a range of programs in literature, mathematics, sciences, and the arts, alongside various extracurricular activities.

📋 Description

• Research, prototype, and back test options overlay strategies in Python — covered calls, cash-secured puts, collars, and protective overlays — with realistic assumptions for transaction costs, liquidity, and taxes across SMA accounts • Support PMs across equity and fixed income verticals by designing and applying derivatives-based overlays suited to each asset class • Monitor portfolio-level Greeks, exposures, and risk/return outcomes across many smaller accounts within rules-based risk parameters • Build and maintain research code, data pipelines, and analytics supporting systematic strategy design — signal construction, parameter sweeps, scenario and regime analysis • Translate research into clear, rules-based strategy specifications and playbooks that can be implemented consistently at scale • Evaluate new overlay ideas (income generation, hedging, outcome-oriented strategies) and communicate trade-offs clearly to internal stakeholders • Partner with product managers and engineers to convert manual workflows and research into scalable platform capabilities — strategy engines, trade generation, risk dashboards, monitoring tools • Support daily P&L, risk, and performance monitoring — including exception handling for unusual portfolio events

🎯 Requirements

• 10+ years of experience in quantitative research, investment analytics, systematic strategies, or a closely related role at a buy-side firm, asset manager, fintech, or financial services company • Solid Python skills for research and analytics — data pulls, optimization, back testing, risk metrics, and clean, maintainable codebases • Strong mathematical foundation: operations research, statistics, or quantitative finance background • Experience working with SMAs or systematic investment strategies at scale — understanding of multi-account implementation, portfolio construction, and associated operational complexity • Comfortable collaborating with technical product and engineering teams and thinking in terms of systems and workflows • Curious, self-directed, and comfortable operating in lean environments — you figure things out and don't wait to be told what to do • Clear communicator who can explain quantitative concepts to non-technical stakeholders (advisors, product, operations, leadership)

🏖️ Benefits

• Competitive comp package that rewards impact • Work alongside some of the brightest minds in fintech • Ground-floor opportunity at a fast-scaling startup • Chart your own growth path as we expand • Full health benefits + 401(k) matching & Roth IRA options • Unlimited PTO