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Quantitative Portfolio Manager information

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$37K

$100.5K

$187.5K

How much do quantitative portfolio manager jobs pay per year?

As of Jul 24, 2026, the average yearly pay for quantitative portfolio 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 is the difference between Quantitative Portfolio Manager vs Quantitative Analyst?

AspectQuantitative Portfolio ManagerQuantitative Analyst
Primary RoleOversees investment portfolios using quantitative models to make trading decisionsDevelops and tests quantitative models to analyze financial data
Required CredentialsAdvanced degrees (Master's/PhD), certifications like CFA or CQF often preferredTypically holds a Master's or PhD in finance, mathematics, or related fields
Work EnvironmentAsset management firms, hedge funds, or investment banksFinancial institutions, research firms, or asset managers
FocusPortfolio performance and risk managementModel development and data analysis

While both roles require strong quantitative skills and similar educational backgrounds, Quantitative Portfolio Managers focus on managing investment portfolios and making strategic trading decisions, whereas Quantitative Analysts primarily develop models and analyze data to support investment strategies.

How does a Quantitative Portfolio Manager typically collaborate with data scientists and software engineers on investment strategies?

Quantitative Portfolio Managers frequently work in cross-disciplinary teams alongside data scientists and software engineers to develop, backtest, and implement investment models. Collaboration often involves translating investment ideas into quantitative strategies, refining algorithms based on research, and ensuring robust, efficient code for live trading. Effective communication is key, as portfolio managers must clearly articulate their objectives and constraints while integrating complex technical input. This teamwork fosters innovation and allows for rapid iteration and deployment of strategies.

What are the key skills and qualifications needed to thrive as a Quantitative Portfolio Manager, and why are they important?

To thrive as a Quantitative Portfolio Manager, you need strong analytical skills, advanced knowledge of financial markets, and a background in mathematics, statistics, or a related quantitative field, often supported by a graduate degree such as an MSc or PhD. Proficiency in programming languages like Python, R, or MATLAB, as well as experience with portfolio management systems and risk modeling tools, is typically required. Excellent problem-solving abilities, attention to detail, and effective communication skills help you present complex ideas and collaborate with teams. These skills are crucial for developing and implementing data-driven investment strategies that optimize returns while managing risk.

What is a Quantitative Portfolio Manager?

A Quantitative Portfolio Manager is a finance professional who uses mathematical models and statistical techniques to construct and manage investment portfolios. They analyze large sets of financial data to identify patterns, assess risk, and make informed investment decisions. Their strategies often involve algorithmic trading and systematic approaches, as opposed to relying solely on traditional fundamental analysis. Quantitative Portfolio Managers typically work in hedge funds, asset management firms, and investment banks, focusing on maximizing returns while managing risk.
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Quantitative Portfolio Manager jobs near you
Infographic showing various Quantitative Portfolio Manager job openings in the United States as of July 2026, with employment types broken down into 86% Full Time, 13% Part Time, and 1% Contract. Highlights an 94% Physical, 2% Hybrid, and 4% Remote job distribution, with an average salary of $100,458 per year, or $48.3 per hour.

Quantitative Portfolio Manager

Anson McCade

Manhattan, NY • On-site

Full-time

Posted 17 days ago

Job description

$150,000-250,000 USD
Formulaic Bonus
Onsite WORKING
Location: New York, New York - United States Type: Permanent
Anson McCade have partnered with an established Multi-Strategy Hedge Fund which is seeking Portfolio Managers to set up new trading teams or trade their own strategies independently. This firm has an extensive profitable track record, outperforming their peers, and is looking to continue this by setting up pods where Quant PMs will earn a % payout of their PnL.
In this role, you will be responsible for the full research and trading pipeline of your own systematic strategies, covering intraday or mid frequency time horizons (Minutes-a week), across US equities, global futures, or single stock options/vol markets. In addition to managing your own strategies, you will be able to build a team and utilise the expertise of the top C++/Python Developers at the firm.
The Role:
  • Research, development and trading of intraday or mid frequency cash equities, futures or options strategies.
  • Developing and optimising infrastructure and tools on an ad hoc basis.
  • Hiring and leading junior members of the team and leveraging the support of the CIO to improve performance and deal with challenges.
Requirements:
  • At least 5 years of experience in front office quant research in equities/ futures markets.
  • Proficiency in Python is required, C++ experience is desired, skills in R, Matlab, and SQL are also a plus.
  • A Bachelor's and Master's degree from a top University, PhDs are preferred but not required.

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