Hiring: VP Risk & Quantitative Analysis Company: Franklin Templeton Location: Stamford, CT Job Posted Time: 2026-09-10 11:26:05 Employment Type: Hybrid Target Skills & Keywords : C#, Portfolio Management, Python, SQL, Wealth Management About the job Experience: •WHAT WILL HELP YOU BE SUCCESSFUL IN THIS ROLE •5+ years of experience in quantitative research, portfolio construction, or a related investment role within investment management •Strong background in portfolio optimization, factor models, and direct indexing strategies •Strong technical and analytical expertise, with experience in portfolio optimization, direct indexing, and quantitative investment strategies •Proficiency in programming and data analysis, including Python (and/or C#) and SQL Required Skills: •Strong communication skills, with the ability to partner effectively across investment, research, and risk teams •Demonstrated capacity to work independently in a fast-paced, collaborative environment and manage multiple priorities •This is a hybrid role that can be based out of Stamford, CT or NYC whereby the employee will work out of the office 3 days per week. Qualifications: •Applicants must be authorized to work for any employer int he U.S. We are unable to sponsor or take over sponsorship of an employment visa at this time.* Compensation: •$150,000 - $165,000 / year •Along with base compensation, other compensation is offered such as a discretionary bonus, 401k plan, health insurance, and other perks Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!