Dimensional's Investment Engineering department is responsible for ownership of investment data, which means managing data from acquisition through distribution, driving analysis to create information from data, and creating the information and analysis consumed by internal and external reports. Investment Engineering is a hub group touching numerous areas of the implementation of the investment process and interacting with most other departments within Dimensional.
The Portfolio Engineering team helps create tools to maintain and analyze data on the portfolio construction and trading process, as well as ad hoc analysis on strategy changes.
The Portfolio Engineering team seeks an Associate capable of supporting key initiatives underpinning our daily investment process. The work is team based and involves managing and monitoring data related to our ETF business. Success in the role will mean attention to detail and an in-depth understanding of our investment philosophy and associated systems with an eye to work on improving associated processes.
Responsibilities:
Manage deliverables to support the operations of Portfolio Engineering. Typical responsibility includes generation and monitoring of daily ETF baskets, ad-hoc basket simulations, monitoring and rebalances of ETF indices that Dimensional manages.
Execute regular validations to ensure inputs to research and portfolio management are appropriate and accurate.
Work with members of the investment teams to answer questions and perform analysis related to the constructions of portfolios, benchmarks, and other investments.
Assist in systems architecture for generation of portfolio analytics data to internal clients and help define, build, and test data structures for exposure of data to end consumers.
Define requirements and develop new processes, in partnership with teams across the organization.
Contribute to ongoing efficiency efforts through automation, process design, and implementation.
Qualifications:
Bachelor's degree in Economics/Finance, Mathematics, Statistics, Computer Science, Engineering, or a related field. Master’s degree preferred.
Demonstrated capacity for and interest in quantitative work.
Knowledge of databases and query language (T-SQL) is highly preferred.
Experience with programming languages (C#, Python) is highly preferred. Experience working with large data sets is preferred.
Experience in ETFs, ETF basket generation, and mutual fund data is highly preferred.
Experience with the Agile methodology of software development is preferred.
Experience with software Quality Engineering or Quality Assurance is preferred.
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What We Do
Dimensional is a leading global investment firm that has been translating academic research into practical investment solutions since 1981. Guided by a strong belief in markets, we help investors pursue higher expected returns through a systematic investment process that integrates research insights with advanced portfolio design, management, and trading while balancing tradeoffs that can impact returns. Dimensional is headquartered in Austin, Texas, and has 14 global offices across North America, Europe, and Asia. As of March 31, 2022, Dimensional manages $659 billion for investors worldwide.
