Associate Director, Research Analyst

O'Shaughnessy Asset Management LLC seeks an Associate Director, Research Analyst in Stamford, CT to lead, supervise, and release the programming and research of fund tax loss harvesting process for fixed income, pure equity, and mixed funds. Requires a Master’s degree in Finance, Mathematics, or related field or equivalent and three (3) years of experience building out optimization engines and machine learning pipelines and developing rigorous and scalable data management/analysis tools to support data-intensive quantitative investment process including Generative Pre-trained Transformer (GPT) and Bi-directional Encoder Representation from Transformers (BERT), boosted tree, and relative valuation PCA dimensionality reduction; improving user interface tools to consolidate investment risk/return characteristics; utilizing Python and statistical modeling to test and optimize client accounts and build regression analysis and comparative testing; engineering and comparing different optimization solvers and suggesting alternative business provider solution; resolving conflicts in tax optimization matrix record between trading threshold and restriction and improving optimization feasibility; simulating tax alpha for active and passive strategies and analyzing relative tax loss harvesting capabilities across varying portfolio composition, rebalance frequency, lot relief methodology, and turnover; clarifying released optimization features through cross-department communications; and leading fund tax loss harvesting initiatives and improving existing pipelines. **100% remote, telecommute/work from home from anywhere in the U.S. & report to HQ.**. Salary range: $129,150.00 – $150,000.00/year. Apply to https://franklintempleton.wd5.myworkdayjobs.com/Primary-External-1 and search using job code 868861. NO CALLS PLEASE. EOE.