Quantitative Portfolio Manager – Direct Indexing, Model Portfolios
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Job Description
Quantitative Portfolio Manager handling direct indexing and model portfolios for Wealthsimple's financial products. Collaborating with teams to develop algorithms that optimize client investments.
Responsibilities:
- Own the quantitative frameworks behind our direct indexing and model portfolio strategies — from initial design through ongoing validation and improvement
- Build and refine models for portfolio optimization, tax-loss harvesting, and risk management that run at scale across millions of client accounts
- Partner with engineers and product managers to translate financial objectives into algorithms that actually ship
- Run rigorous backtesting, stress testing, and scenario analysis to make sure the models hold up — and know when they don't
- Monitor live model performance and drive continuous improvement based on what you see in production
- Write clearly: white papers, methodology docs, and internal explainers that make complex math accessible to technical and non-technical audiences alike
Requirements:
- 5+ years in quantitative portfolio management or a related quant finance role
- Advanced degree (Master's or PhD) in Mathematics, Statistics, Financial Engineering, Physics, or a related quantitative field
- Deep expertise in portfolio optimization, including quadratic programming and large-scale optimization techniques
- Hands-on experience with direct indexing and tax-aware portfolio optimization (e.g. TLH and tax alpha generation)
- Strong Python skills across the scientific stack (NumPy, pandas, SciPy, CVXPY)
- Fluency in portfolio theory, equity markets, and index construction
- A track record of explaining complex quantitative work clearly — to engineers, PMs, and clients alike
- Experience with tax-aware portfolio management, tax-loss harvesting algorithms, and tax alpha generation
Benefits:
- Top-tier health benefits and life insurance
- Long-term group savings with employer match, through Wealthsimple for Business
- 20 vacation days, 4 wellness days, and unlimited sick and mental health days per year
- 90 days away: work outside Canada for up to 90 days per year
- Employee resource groups, including Rainbow (2SLGBTQ), Women of WS, and Black at WS
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