Vice President/Director, Portfolio Manager & Derivatives Trader
About the positionResponsibilities• Operate, develop and improve trading and portfolio management infrastructure and proprietary software• Conduct quantitative research and statistical analysis to improve management and performance of client portfolios• Support thought leadership research around improving portfolio outcomes through the use of options to reshape portfolio return distributions, facilitate portfolio transition, and optimize after-tax investment results• Manage and articulate to both institutional and retail clients for their customized mandates• Write, debug, and test software written in Python• Make continuous improvements to the strategies and solutions and test environment based on market conditions• Apply creativity and technical skills to elicit objective answers from historical data• Adapt economic and financial theory to answer real life complex business problems• Find and visualize patterns and trends in analyzed data• Provide in-depth investment research and present findings to SRA's Investment Committee• Analyze structured finance products, company financials and market data• Document workflows, processes, and products• Formulate compelling written deliverables• Create compelling reports and presentations for internal teams and/or external clients• Create presentations with charts and graphs to present to supervisors, and clientsRequirements• Bachelor's, Master's, or PhD degree in Computer Science, Engineering, Statistics, or a similar Science, Technology, Engineering or Mathematics discipline• At least 5+ years of experience in a similar role• 3 or more years of experience with Python programming, knowledge of R a plus• Familiarity with order management and trading systems, and ability to troubleshoot day-to-day issues• Experience with manipulating large data sets using common databases/query tools (ex.SQL)• Experience with algorithmic trading features, market microstructure, FIX protocol, and clearing operations etc, in any asset class• Experience with conducting Transaction bolthires Analysis ("TCA") oriented research is a plus• Product knowledge of equity options is required; knowledge of multiple asset classes is a plus• Knowledge of business intelligence software (AWS QuickSight)• Strong familiarity with MS Office suite (Word, Excel, PowerPoint)• Outstanding communication, organizational skills, and professionalismNice-to-haves• Experience with conducting Transaction bolthires Analysis ("TCA") oriented research is a plusBenefits• Strong retirement plan• Tuition reimbursement• Comprehensive healthcare• Support for working parents• Flexible Time Off (FTO) Apply tot his job