Portfolio Manager Lead, Quantitative Investment Group

Job Listing SummaryPortfolio Manager Lead, Quantitative Investment GroupLocation: Boston, United StatesCompany: 10500 WMC Wellington Management Company LLPEmployment Type: Full-TimeDate Posted: July 23, 2025Role OverviewThe Portfolio Manager Lead within the Quantitative Investment Group will be responsible for leading the design, implementation, and oversight of systematic, model-driven equity and credit portfolios. The role focuses on research into portfolio construction, risk modeling, and optimization to achieve consistent performance and robust risk-adjusted returns for clients.Key ResponsibilitiesOversee the management of systematic, model-driven equity and credit portfolios.Execute strategies leveraging quantitative models for portfolio construction and optimization.Conduct research to refine portfolio construction methodologies.Collaborate with quantitative research teams for risk-adjusted portfolio design.Advance research into risk modeling techniques and optimization frameworks.Lead a team of portfolio managers and analysts in systematic strategies.Engage with clients to communicate portfolio management approaches and performance.Collaborate with trading, technology, and operations teams for implementation.QualificationsAdvanced degree in finance, economics, mathematics, statistics, computer science, or a related field; PhD or CFA preferred.10+ years of experience in portfolio management or systematic investing, focusing on equity and/or credit strategies.Proven track record in managing model-driven portfolio processes.Strong proficiency in programming languages such as Python, C#, SQL Server.Expertise in portfolio construction techniques and risk management frameworks. #J-18808-Ljbffr

Created: 2025-09-17