Portfolio Management to Research/Investment

So I made a post recently about being somewhat mislead with regards to the job role at an asset manager (http://www.wallstreetoasis.com/forums/disappointed-in-new-job). I'm far more interested in the research/investment side of asset management as opposed to portfolio management, which is essentially what I'm doing now.

I don't plan on staying here long, but I was looking for advice in terms of "extra" things to do to beef up my CV with regards to this role. I don't want to just talk about portfolio management, as that doesn't sound great in my opinion. I have been trying to conduct some research so I can include that, but there's not much scope with that. Is there anything else I could be doing pro-actively/after work so that I'm not lying on my CV about what I did, but somewhat embellishing or focusing on more "interesting" work I did, even if it wasn't really part of my job?

Also, does it matter much to do the "extra things" if I don't plan on staying long either? Because I have to apply and do "extra things" all in my free time, trying to find a good balance between the two and work out which is more important.