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Quantitative Portfolio Manager Jobs in Florida (NOW HIRING)

Atto Trading

Portfolio Manager

Miami, FL · On-site

Atto Trading is a quantitative trading firm operating a portfolio of signal-driven high-frequency ... Manage all aspects of developing and managing the strategies, given the firm-provided platform and ...

Atto Trading

Portfolio Manager

Miami, FL · On-site

Atto Trading is a quantitative trading firm operating a portfolio of signal-driven high-frequency ... Manage all aspects of developing and managing the strategies, given the firm-provided platform and ...

Atto Trading

Portfolio Manager

Miami, FL · On-site

Atto Trading is a quantitative trading firm operating a portfolio of signal-driven high-frequency ... Manage all aspects of developing and managing the strategies, given the firm-provided platform and ...

Verition Group LLC

L/S Equity Desk Quant

Miami, FL · On-site

$150K - $200K/yr

Partner with portfolio managers, operations, trading, technology, data, and research teams. Qualifications * 3-5 years of experience at a buy-side or sell-side firm. * Master's in a quantitative ...

Verition Group LLC

L/S Equity Desk Quant

Miami, FL · On-site

$150K - $200K/yr

Partner with portfolio managers, operations, trading, technology, data, and research teams. Qualifications * 3-5 years of experience at a buy-side or sell-side firm. * Master's in a quantitative ...

Citadel

$4.5K - $5.8K/wk

Equity Quantitative Research (EQR) seeks to capitalize on market inefficiencies identified through ... Manage portfolio-level risk and exposures in real time, adapting allocation as market conditions ...

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Quantitative Portfolio Manager information

See Florida salary details

$27.6K

$75.1K

$140.1K

How much do quantitative portfolio manager jobs pay per year?

As of Sep 4, 2026, the average yearly pay for quantitative portfolio manager in Florida is $75,072.00, according to ZipRecruiter salary data. Most workers in this role earn between $48,900.00 and $97,100.00 per year, depending on experience, location, and employer.

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.

What are the key skills and qualifications needed to thrive as a quantitative portfolio manager?

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.

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 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.

What are popular job titles related to Quantitative Portfolio Manager jobs in Florida?

For Quantitative Portfolio Manager jobs in Florida, the most frequently searched job titles are:

What job categories do people searching Quantitative Portfolio Manager jobs in Florida look for?

The top searched job categories for Quantitative Portfolio Manager jobs in Florida are:

What cities in Florida are hiring for Quantitative Portfolio Manager jobs?

Cities in Florida with the most Quantitative Portfolio Manager job openings:

Quantitative Portfolio Manager jobs near you
Infographic showing various Quantitative Portfolio Manager job openings in Florida as of August 2026, with employment types broken down into 89% Full Time, 10% Part Time, and 1% Contract. Highlights an 87% Physical, 2% Hybrid, and 11% Remote job distribution, with an average salary of $75,072 per year, or $36.1 per hour.

Portfolio Manager

Atto Trading

Miami, FL • On-site

Full-time

Re-posted 23 days ago

Job description

About Us:
Atto Trading is a quantitative trading firm operating a portfolio of signal-driven high-frequency strategies in cash equities and futures.
We are building a global, diverse team, with experts in trading, statistics, engineering, and technology to trade global markets. Our disciplined approach combined with rapid market feedback allows us to quickly turn ideas into profit. Our environment of learning & collaboration allows us to solve the world's hardest problems, together.
As a small firm, we remain nimble and hold ourselves to the highest standards of integrity, ingenuity, and effort.
Responsibilities:
  • Develop quantitative strategies with a minimum annual PNL of $2MM USD, Sharpe of 5, and an ROC of >= 75%
  • Manage all aspects of developing and managing the strategies, given the firm-provided platform and infrastructure

Requirements:
  • Bachelor or higher degree in a quantitative discipline (Computer Science, Math, Physics)
  • Strategy with a proven track record of recent and consistent production performance
  • Deep understanding of strategies and research process
  • Self-driven
  • If applying individually, you must know C++. If applying as a team, at least 1 member needs to be proficient in C++.
  • AI & Productivity Tools: Demonstrated ability to effectively leverage modern AI tools (e.g., generative AI, code assistants, research and productivity tools) to improve quality, speed, decision-making, and workflow efficiency while maintaining strong judgment, accuracy, and ownership of outcomes.

When applying:
  • Please include your strategy performance data and business plan, and some metrics.
  • Description of strategies (and/or research without any IP sensitive details).
  • Strategy history: idea, research, simulation, production.
  • Your current position and experience.
  • If you are applying together as a team, what will everyone contribute? What will you need to hire out or use firm resources for?

Recommended metrics:
  • Capital requirements, leverage, and book size
  • ROC
  • Average Daily PNL
  • Max Drawdown
  • Sharpe
  • Holding Period
  • Potential Capacity

Benefits:
  • Formulaic bonus payout based on P&L, Expenses, Sharpe, and ROC
  • Location-specific base and benefits

Apply