ESG Quantitative Portfolio Manager
Calvert Research and Management is a recognized leader in responsible investing. Our mission is to deliver superior long-term performance to our clients and to enable them to achieve positive impact.
This position is responsible for managing fixed income and equity passive products as well as new product development for fixed income and equity, including customized products, for Calvert and its clients. He/She will also perform factor testing to develop unique factors to be used in portfolio construction.
Manage the index construction process, primarily for Calvert Fixed Income Index at reconstitution and rebalances including oversight of Calvert’s Calculation agent
Conduct factor testing for research and analysis to develop new products
Monitor, analyze, and communicate the impact of Calvert’s ESG research on performance of investment products, under the underlying biases and risk from both research and Construction.
Develop new investment products for Calvert with particular focus on Fixed Income and ESG-factor tilted products
Determine Calvert’s research approach to new products
Determine the construction process used
Backtest potential solutions
Understand the risk and bias created with different solutions
Develop and test various ESG factor risks◦Create and enhance Calvert Global Fixed Income and Equity platform
Perform quantitative research to determine impact of ESG factors on investment performance; this includes in-house research, as well as working with external consultants as needed.
Collaborate with Research team to assess external data providers and other sources of ESG information to enhance Calvert’s research for use in product development
Bachelor’s degree required; MBA or CFA strongly preferred.
At least 15 years of investment experience. Experience in Fixed income and/or factor –based investing is strongly preferred
Experience with ESG investing and applying ESG research data into investment research
Experience managing complex projects and teams
Strong team player
Demonstrated commitment to sustainability issues and/or impact/sustainable investing
- Corp. Responsibility and Sustainability
- Research/Data Analysis