Quantitative Equity Portfolio Manager

Overview

As a Quantitative Portfolio Manager, you will manage systematic equity portfolios within a factor-based framework and translate research into live portfolio decisions. You’ll own portfolio construction, optimization, and risk-aware allocation, collaborating with trading to ensure effective execution. You will lead research initiatives, develop factor models and signals, and analyze large datasets to drive performance. You will communicate portfolio drivers and insights to senior stakeholders, contributing to a high-performing quant equity team.

Responsibilities

• Manage systematic equity portfolios within a factor-based framework
• Conduct and apply quantitative research to support active decisions
• Build and maintain factor models and systematic investment signals
• Lead research initiatives and translate findings into implementable portfolio strategies
• Take ownership of portfolio construction, optimization, and risk-aware allocation decisions
• Analyze large datasets to improve investment performance and efficiency
• Work closely with trading and implementation teams to ensure execution
• Communicate portfolio positioning, performance drivers, and research insights to senior stakeholders

Key requirements

• 5–10 years of experience in quantitative investing with direct portfolio management responsibilities
• Strong understanding of equity markets and factor investing
• Experience with portfolio construction techniques, optimization, and risk management
• Advanced programming skills, ideally Python
• Strong analytical, numerical, and problem-solving capabilities with a research-driven mindset
• Ability to operate independently with high responsibility and accountability
• Strong communication skills and comfort engaging with senior investment professionals
• Collaborative, proactive, and commercially minded

• strong communication
• collaborative
• proactive
• Python
• factor modeling
• quantitative research

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