Senior Quantitative Research Analyst (Python and C#)

O’Shaughnessy Asset Management (OSAM) is owned by Franklin Templeton, a diversified firm that spans asset management, wealth management, and fintech, giving us many ways to help investors make progress toward their goals. With clients in over 150 countries and offices on six continents, you’ll get exposed to different cultures, people, and business development happening around the world.

O’Shaughnessy Asset Management is a research and money management firm based in Stamford, Connecticut operating autonomously and backed with global, enterprise resources. Their approach to managing money is transparent, logical, and completely disciplined, leading to long‐standing relationships with clients. OSAM is a leading provider of Custom Indexing services via its Canvas® platform which offers financial advisors an unprecedented level of control and ease in creating and managing personalized separately managed accounts (SMAs) that target improved after-tax outcomes.

For more firm information, please visit www.osam.com

Position Summary:

OSAM is hiring a Senior Quantitative Research Analyst to join our Research Team in either Stamford, CT, New York, NY, or other nearby location on the East Coast. The ideal candidate will have 8+ years of professional experience managing quantitative equity strategies, as well as an advanced degree in computer science or other technical field.

What are the responsibilities of the Research Team?

The Research Team is focused on understanding what drives security returns and building strategies tailored to client objectives.  Our research is a scientific process using the combination of statistics and computer science applied to finance.  The guiding philosophy of the firm is Learn, Build, Share, Repeat. The research team is dedicated to this evolutionary cycle. The team supports a broad range of equity strategies—passive, active, income, and defensive—across geographies and cap ranges.

Projects generally involve identifying, measuring, and implementing potential improvements to any aspect of OSAM’s investment process. The typical research cycle includes:

• Identifying investment signals to study, new strategies, or potential improvements to existing signals/strategies.

• Integrating required data into our Research Platform, including structured and unstructured data sources. The role is data intensive, and the ideal candidate will thrive managing large volumes of data.

• Feature engineering

• Building and tuning linear and non-linear security models.

• Integrating security selection methods into a portfolio construction framework.

• Supporting and enhancing tax-lot optimization for best after-tax results.

What are the responsibilities of the Senior Quantitative Research Analyst?

The successful candidate will be able to work independently or as part of a small team and enjoys working on mathematically complex problems. The primary mandate of this position will be to conduct research that supports and enhances our portfolio and tax optimization processes.

Ideal qualifications:

Candidates will have demonstrated an ability to generate ideas and see them fully through a research cycle, knowing how to prioritize and work collaboratively.  Expertise in portfolio optimization, alpha factors, risk modeling, and transaction costs is required. Experience managing taxable accounts is strongly preferred.

• 8+ years of professional experience managing optimized portfolios using statistical and/or fundamental factor risk models and solvers (such as Gurobi, MOSEK, and CPLEX).

• Proficiency in object-oriented languages (preferably java and/or C#), as well as Python and SQL.

• Advanced degree in Computer Science, Software Development, Engineering, or other technical field.

• Practical experience in computational methods like regression, natural language processing, statistical learning, etc.

Along with base compensation, other compensation is offered such as a discretionary bonus, 401k plan, health insurance, and other perks. There are several factors taken into consideration in making compensation decisions including but not limited to location, job-related knowledge, skills, and experience. At Franklin Templeton, we apply a total reward philosophy where all aspects of compensation and benefits are taken into consideration in determining compensation. We expect the base salary for this position to range between $155,000 - $200,000 per year. 

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Experience our welcoming culture and reach your professional and personal potential!

Our culture is shaped by our diverse global workforce and strongly held core values. Regardless of your interests, lifestyle, or background, there’s a place for you at Franklin Templeton. We provide employees with the tools, resources, and learning opportunities to help them excel in their career and personal life. 

By joining us, you will become part of a culture that focuses on employee well-being and provides multidimensional support for a positive and healthy lifestyle. We understand that benefits are at the core of employee well-being and may vary depending on individual needs. Whether you need support for maintaining your physical and mental health, saving for life’s adventures, taking care of your family members, or making a positive impact in your community, we aim to have them covered.

Learn more about the wide range of benefits we offer at Franklin Templeton

*Most benefits vary by location. Ask your recruiter about benefits in your country.

Franklin Templeton is an Equal Opportunity Employer. We are committed to providing equal employment opportunities to all applicants and existing employees, and we evaluate qualified applicants without regard to ancestry, age, color, disability, genetic information, gender, gender identity, or gender expression, marital status, medical condition, military or veteran status, national origin, race, religion, sex, sexual orientation, and any other basis protected by federal, state, or local law, ordinance, or regulation. 

Franklin Templeton is committed to fostering a diverse and inclusive environment. If you believe that you need an accommodation to search for or apply for one of our positions, please send an email to accommodations@franklintempleton.com. In your email, please include the accommodation you are requesting, the job title, and the job number you are applying for. It may take up to three business days to receive a response to your request. Please note that only accommodation requests will receive a response.