1

Portfolio Optimization Manager Jobs (NOW HIRING)

Cumberland, RI Description We are looking for a SEO & AI Optimization Manager to lead organic growth strategy across the inMusic portfolio. This role owns search visibility across both traditional ...

The Optimization Manager owns retention and expansion outcomes for a 150+ account portfolio, turning AI-surfaced health signals and usage gaps into signed optimization plans, closed saves, and logged ...

Own SEO and AEO strategy for your portfolio, translating performance data into a prioritized plan ... Partner with Project Managers to scope planned work against client budgets and team capacity * Own ...

Own SEO and AEO strategy for your portfolio, translating performance data into a prioritized plan ... Partner with Project Managers to scope planned work against client budgets and team capacity * Own ...

The Optimization Manager owns retention and expansion outcomes for a 150+ account portfolio, turning AI-surfaced health signals and usage gaps into signed optimization plans, closed saves, and logged ...

Showing results 21-40

Portfolio Optimization Manager information

See salary details

$37K

$100.5K

$187.5K

How much do portfolio optimization manager jobs pay per year?

As of Sep 14, 2026, the average yearly pay for portfolio optimization manager in the United States is $100,458.00, according to ZipRecruiter salary data. Most workers in this role earn between $65,500.00 and $130,000.00 per year, depending on experience, location, and employer.

What cities are hiring for Portfolio Optimization Manager jobs?

Cities with the most Portfolio Optimization Manager job openings:

What states have the most Portfolio Optimization Manager jobs?

States with the most job openings for Portfolio Optimization Manager jobs include:

What are popular job titles related to Portfolio Optimization Manager jobs?

For Portfolio Optimization Manager jobs, the most frequently searched job titles are:

Insurance Portfolio Optimization & Construction

New York, NY

Full-time

Re-posted 13 days ago


Job description

POSITION SUMMARY

Global Atlantic's Portfolio Optimization & Construction team designs and optimizes asset allocations to meet financial and risk objectives across our growing insurance portfolio. We are seeking a quantitative investment analyst to enhance our asset allocation, pricing, and optimization frameworks with a focus on insurance asset-liability management (ALM).

This role works at the intersection of quantitative finance and insurance, supporting portfolio construction for reinsurance blocks and retail insurance products while collaborating with actuarial, risk, and investment teams.

RESPONSIBILITIES

 Portfolio Construction & ALM

  • Construct and optimize asset portfolios for reinsurance blocks and retail insurance products (annuities, life, PRT)
  • Develop asset allocation models incorporating regulatory capital requirements, duration matching, and cash flow needs
  • Support new business pricing by modeling optimal allocations and expected returns for proposed transactions
  • Enhance ALM framework to support deal evaluation and portfolio construction

 Analytics & Attribution

  • Develop attribution frameworks to explain portfolio performance by asset class, sector, duration, and credit quality
  • Analyze market impacts including interest rate movements, credit spreads, and equity volatility
  • Monitor portfolios using quantitative approaches, coordinating with actuarial, risk, and finance teams
  • Prepare presentations for senior investment committees and portfolio managers

 Platform Development

  • Expand platform to support new asset types (private credit, structured products, real assets) and liability types
  • Maintain and enhance quantitative models tailored to insurance investment processes
  • Work with IT teams to automate and institutionalize models, leveraging modern technology
  • Serve as quantitative resource, evaluating tools and recommending improvements

QUALIFICATIONS

  • Bachelor's degree required; Master's or PhD preferred in Mathematics, Statistics, Finance, Engineering, Economics, Actuarial Science, or related quantitative field
  • 0-3 years in fixed income portfolio management, insurance asset management, quantitative research, or related areas
  • Prior exposure to insurance products or ALM is a plus
  • Strong programming proficiency in Python (required)
  • Comfort using AI-powered tools to improve productivity and quality of work
  • Experience with large datasets and quantitative methods
  • Proficiency in Excel and PowerPoint
  • Familiarity with Bloomberg, FactSet, or risk systems (MSCI, Barra, Bloomberg PORT) a plus