As part of the GIIN’s mission to accelerate the scale and effectiveness of impact investing, we publish job openings from members of the GIIN Investors’ Council and other impact investing leaders.

ESG Quantitative Portfolio Manager

at Calvert Research and Management in Washington DC Office

About the Job

Basic Purpose:

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.

Primary Responsibilities:

•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

Qualifications

Job Requirements:

•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

Calvert Research and Management

Our mission is to serve clients and outperform the market through our proprietary responsible investment management strategy and thereby make the world more environmentally sustainable and socially just. Calvert Research and Management promotes diversity in every aspect of our work, along with environmental sustainability, social responsibility and equality.