Senior Quantitative Researcher

Glenmede Investment Management LP (GIM) is an independently owned boutique asset management firm offering actively managed equity, liquid alternative, fixed income and environmental, social and governance investing strategies through separately managed accounts and mutual funds. GIM serves a global client base of institutions, consultants and advisors through tenured teams and a commitment to consistent decision-making processes. GIM fulfills its commitment to clients by following core principles such as delivery of dynamic, high-quality solutions, direct access to portfolio managers, and transparency from investment philosophy through portfolio construction. Headquartered in Philadelphia, GIM has approximately $11.1 billion of assets under management as of September 30, 2023. For further information, please visit http://www.glenmedeim.com.

This position will operate in a hybrid work environment, 3 days per week in the office (Philadelphia, PA).

OVERVIEW:

The individual will be a member of Glenmede's Quantitative Equity team in Glenmede Investment Management (GIM) which is responsible for actively managing over $4 billion of quantitatively-based equity portfolios. The Senior Quantitative Researcher reports directly to the Head of Quantitative Research and works directly with investment-related professionals across all functions and departments to support firm objectives.

The position is being created to provide additional depth and resources to the Quantitative Equity team. The candidate would be expected to work within an existing process that uses a blend of fundamental and quantitative based analysis. Ideally, the candidate would have extensive experience working with portfolio optimization and risk models (e.g. Northfield, Axioma), portfolio management of quantitative strategies and client service.

RESPONSIBILITIES:

Quantitative Research and Analysis. Conduct quantitative research and analysis to enhance existing strategies and to expand into new markets. Performing research to acquire historical and production data sources needed to build investment models.

Investment Strategies and Leadership. Managing and enhancing sophisticated investment strategies. Developing quantitative investment tools. Provide innovative thought leadership.

Quantitative Modeling and Portfolio Risk. Creating and engineering advanced quantitative modeling to aid in analysis and research. Effectively communicating the investment process, portfolio construction and investment performance to sales prospects and existing clients Managing portfolio risk by evaluating historical and real-time strategy performance.

Firm Building. Support the investment team in department-specific and firm-wide initiatives aimed at expanding capabilities, creating solutions to unmet business needs, improving client experience, or developing more efficient processes.

REQUIRED QUALIFICATIONS:

• Advance degree (Master’s or Ph.D.) in a computational or analytical field.
• Minimum of 10 years’ experience developing, researching or implementing quantitative models for equities, futures and/or fixed income.

PREFERRED QUALIFICATIONS:

• CFA preferred.
• Direct indexing experience.
• Hands on experience with data collection and analysis, testing, prototyping, backtesting, and performance monitoring.
• Passionate about financial markets and behavioral biases.
• Exposure to the following financial applications: Northfield, Barra, Axioma, MATLAB, FactSet, Bloomberg, Charles River.
• Strong interpersonal, collaboration, verbal and written communication and teamwork skills.
• Self-starter, enthusiastic, able to engender confidence.
• Dynamic team orientation, able to build internal and external networks.
• Ability to work independently and demonstrate follow-up capabilities with solid attention to detail.

Glenmede is an Equal Opportunity Employer and Prohibits Discrimination and Harassment of Any Kind: Glenmede is committed to the principle of equal employment opportunity for all employees and to providing employees with a work environment free of discrimination, retaliation, and harassment. All employment decisions at Glenmede are based on business needs, job requirements and individual qualifications in full compliance with all local, state and federal laws prohibiting discrimination on the basis of race, color, religious creed or belief, national origin, citizenship status, ethnicity, ancestry, age, physical or mental disability, HIV Status, sex including pregnancy, childbirth, breastfeeding or medical conditions related to breastfeeding, and medical conditions related to pregnancy or childbirth, gender, sexual orientation, gender identity and/or expression including a person’s actual or perceived gender-related self-image, appearance, behavior, expression, or other gender-related characteristic, regardless of the sex assigned to that person at birth, sexual and reproductive health decisions, marital, civil union or domestic partnership status, past or present military service, alienage or citizenship status, family medical history (including pregnancy), genetic information or characteristic, family or parental status, caregiver status, status as a victim of domestic violence, an individual’s status as having a known relationship or association with a member or members of a protected category, hair texture and protective hairstyles, such as braids, locks, and twists, or any other status protected by the laws or regulations in the locations where we operate. Glenmede will not tolerate discrimination or harassment based on any of these characteristics.

** We are not seeking agency assistance with this role. No agencies, third parties, or phone calls, please. Glenmede is not accepting unsolicited resumes from search firms. All resumes submitted by search firms to any employee at Glenmede via-email, the Internet, or directly without a valid written search agreement will be deemed the sole property of Glenmede, and no fee will be paid in the event the candidate is hired by Glenmede.