Quantitative Portfolio Manager - Custom Indexing (L/S strategies)

About the role

CANVAS is a revolutionary custom indexing platform that enables financial advisors to create personalized, tax-efficient portfolios at scale. OSAM's investment team is hiring a Quantitative Portfolio Manager to join the team in either New York, NY, Stamford, CT, or other nearby location with the possibility of remote work. The Portfolio Manager will help expand OSAM's capabilities across systematic equity strategies, including long-only and long-short mandates. Come join our growing team and help shape the future of investing! Role Overview: The Portfolio Manager plays a central role in developing, implementing, and managing systematic long-only and long-short equity strategies within OSAM's quantitative framework. The role requires deep expertise in portfolio construction, alpha research, and risk management-paired with a curiosity-driven mindset and the ability to collaborate across research, trading, and technology functions. As a Portfolio Manager, you will contribute to advancing OSAM's investment platform by designing robust, research-backed strategies that align with client objectives and the firm's culture of transparency, discipline, and intellectual rigor. What are the Responsibilities of the Portfolio Manager? Research & Alpha Development - Develop and refine factor-based models targeting persistent sources of alpha. Conduct empirical research into new signals, portfolio construction methods, and cross-sectional and time-series relationships. Incorporate insights from behavioral finance, accounting changes, and market microstructure to improve alpha efficiency. Collaborate with Research Analysts and Quant Developers to evaluate factor performance, turnover, and risk. Portfolio Construction & Risk Management - Design and manage long-only and long-short portfolios that balance alpha generation, liquidity, and risk constraints. Utilize optimization frameworks to manage exposures, sector constraints, and factor diversification. Monitor real-time risk exposures, attribution, and performance drivers across multiple investment universes. Integrate and enhance risk models (statistical and fundamental) to support portfolio and firm-level oversight. Implement systematic position sizing, short borrow management, and leverage controls consistent with mandate guidelines. Partner with the Trading teams to ensure efficient execution of trades with minimal slippage and market impact. Qualifications & Experience: 5+ years of experience in quantitative portfolio management or research, with direct exposure to long-only, long-short equity and/or multi-factor strategies. Advanced degree (Master's or Ph.D.) in Finance, Mathematics, Statistics, Computer Science, Engineering, or related field. Strong programming skills (Python and SQL required; C# preferred) and familiarity with large data environments. Deep understanding of portfolio optimization, risk models, and execution cost modeling. Demonstrated ability to manage live portfolios and make data-driven investment decisions. CFA designation preferred but not required. Must be eligible to work in the U.S. without current or future sponsorship - unable to provide visa support Compensation : Franklin Templeton offers employees a competitive and valuable range of total rewards-monetary and non-monetary - designed to support their well-being and recognize their time, talents, and results. Along with base compensation, employees are eligible for an annual discretionary bonus, a 401(k) plan with a generous match, and recognition rewards. We also offer a comprehensive benefits package, which includes a range of competitive healthcare options, insurance, and disability benefits, employee stock investment program, learning