Note: The job is a remote job and is open to candidates in USA. Franklin Templeton is a forward-thinking asset manager that builds dynamic relationships with clients to navigate complex markets. The Associate Director, Research Analyst will lead the programming and research of fund tax loss harvesting processes, focusing on fixed income, pure equity, and mixed funds.
Responsibilities
- Lead, supervise, and release the programming and research of fund tax loss harvesting process for fixed income, pure equity, and mixed funds
Skills
- Requires a Master's degree in Finance, Mathematics, or related field or equivalent
- Must include three (3) years of experience with the following responsibilities, skills and/or tools:
- 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(s)
- 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
- Leading fund tax loss harvesting initiatives and improving existing pipelines
Benefits
- Annual discretionary bonus
- 401(k) plan with a generous match
- Recognition rewards
- Comprehensive benefits package, which includes a range of competitive healthcare options, insurance, and disability benefits
- Learning resources
- Career development programs
- Reimbursement for certain education expenses
- Paid time off (vacation / holidays / sick / leave / parental & caregiving leave / bereavement / volunteering / floating holidays)
- Motivational wellbeing program
- Most benefits vary by location. Ask your recruiter about benefits in your country.
- Paid Time Off: Three weeks of PTO in your first year
- Health Coverage: Competitive medical, dental, and vision insurance to support your well-being
- Retirement Savings: 401(k) plan with an 85% company match on pre-tax and/or Roth contributions, up to IRS limits
- Equity & Investing: Employee Stock Investment Plan (ESIP) with discounted share purchase opportunities
- Learning Education Assistance Program (LEAP): To support your ongoing growth and career advancement
- Employee Investment Benefits: Opportunity to purchase company funds with no sales charge
- 100% remote, telecommute/work from home from anywhere in the U.S. & report to HQ.
Company Overview