San Antonio, TX10 days ago
long-term capital gains, and alternatives to selling (redirecting contributions); Build tax-loss harvesting scenarios that test the wash-sale rule in both directions — including the 30-day backward window and substantially identical securities across different fund families and tickers; Develop suitability check cases probing risk tolerance, time horizon, prohibited holdings, and concentration limits against a client's Investment Policy Statement; Design ESG look-through scenarios where the fund label diverges from actual holdings due to subsidiary relationships or narrow exclusion methodologies; Construct fee-stack analysis cases: portfolio-weighted expense ratios, advisory fees, all-in cost comparisons against category benchmarks; Author goal-projection scenarios that test whether the agent uses assumption-based language and never slips into commitment language when prompted to be reassuring; Document test cases clearly with verified calculations, policy citations, and correct answers. Ideally, contributors will have: Degree in Finance, Economics, Business Administration, Accounting, or related field — or equivalent professional experience; no specific degree is required if CFA charterholder status or comparable credentials are present; 3+ years of experience managing portfolios or writing investment research in a fiduciary context (RIA, private wealth, asset management, family office, or bank trust); Ability to compute time-weighted returns, attribution effects (Brinson framework), and portfolio-weighted expense ratios without assistance; Practical knowledge of the wash-sale rule applied in both directions, tax-lot accounting methods (FIFO, specific identification, HIFO), and short- vs.