ZipRecruiter

Log In

1

Quantitative Portfolio Optimization Jobs (NOW HIRING)

Point72

Macro Quantitative Researcher

New York, NY · On-site

A well-established quantitative portfolio management team at Point72 is looking for an experienced ... Contribute to and enhance portfolio optimization, allocation and risk management processes * Help ...

Fidelity Investments

Quantitative Analyst

Boston, MA

$100K - $200K/yr

The Team SAI's quantitative research analysts work either directly on an asset class or product ... A significant focus of your work will also be on model/portfolio construction and optimization to ...

Point72

Macro Quantitative Researcher

New York, NY

A well-established quantitative portfolio management team at Point72 is looking for an experienced ... Contribute to and enhance portfolio optimization, allocation and risk management processes * Help ...

Fidelity Investments

Quantitative Analyst

Boston, MA · On-site

$100K - $200K/yr

The Team SAI's quantitative research analysts work either directly on an asset class or product ... A significant focus of your work will also be on model/portfolio construction and optimization to ...

next page

Showing results 1-20

All JobsQuantitative Portfolio Optimization Jobs

Quantitative Portfolio Optimization information

See salary details

$98K

$169.7K

$259.5K

How much do quantitative portfolio optimization jobs pay per year?

As of Jun 27, 2026, the average yearly pay for quantitative portfolio optimization in the United States is $169,729.00, according to ZipRecruiter salary data. Most workers in this role earn between $134,500.00 and $199,000.00 per year, depending on experience, location, and employer.

What is quantitative portfolio optimization?

Quantitative portfolio optimization is the process of using mathematical models and statistical techniques to construct investment portfolios that maximize expected returns for a given level of risk, or minimize risk for a given level of expected return. This approach relies on quantitative data analysis, such as historical prices, returns, and correlations between assets, to inform the portfolio construction process. Techniques like mean-variance optimization, factor models, and Monte Carlo simulations are commonly used. The goal is to systematically select asset weights that best align with an investor's financial objectives and risk tolerance.

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

To thrive in Quantitative Portfolio Optimization, you need strong quantitative analysis skills, advanced knowledge of statistics and finance, and typically a degree in mathematics, finance, or a related field. Expertise in programming languages like Python, R, or MATLAB, and familiarity with financial modeling tools and data analytics platforms are commonly required. Attention to detail, critical thinking, and effective communication are essential soft skills for interpreting data and collaborating with stakeholders. These skills ensure the development of robust, data-driven investment strategies that maximize returns and minimize risk.

What are some common challenges faced by professionals in Quantitative Portfolio Optimization, and how can they be addressed?

Professionals in Quantitative Portfolio Optimization often encounter challenges such as managing large and complex datasets, adapting to rapidly changing market conditions, and balancing risk versus return in real time. Staying current with the latest financial models and programming techniques is essential, as is collaborating closely with portfolio managers and data scientists to ensure that optimization strategies align with investment goals. Building strong analytical and communication skills can help address these challenges and contribute to more effective decision-making within the team.

What is the difference between Quantitative Portfolio Optimization vs Quantitative Analyst?

AspectQuantitative Portfolio OptimizationQuantitative Analyst
Primary FocusDeveloping models to optimize investment portfolios for risk and returnAnalyzing data to support investment decisions and strategy
Skills & CertificationsMathematics, statistics, programming, finance certifications (CFA, FRM)Statistics, programming, finance knowledge, often CFA or similar
Work EnvironmentQuant teams within asset management or hedge fundsInvestment banks, asset managers, hedge funds
GoalsMaximize portfolio performance while managing riskProvide insights and analysis to inform investment strategies

While both roles require strong quantitative skills and finance knowledge, Quantitative Portfolio Optimization focuses specifically on creating models to optimize investment portfolios, whereas a Quantitative Analyst provides broader data analysis and insights to support investment decisions.

More about Quantitative Portfolio Optimization jobs
What job categories do people searching Quantitative Portfolio Optimization jobs look for? The top searched job categories for Quantitative Portfolio Optimization jobs are:
Infographic showing various Quantitative Portfolio Optimization job openings in the United States as of June 2026, with employment types broken down into 93% Full Time, 5% Part Time, and 2% Temporary. Highlights an 81% Physical, 4% Hybrid, and 15% Remote job distribution, with an average salary of $169,729 per year, or $81.6 per hour.
Fixed Income - Quantitative Investment Analyst - Portfolio Construction

Fixed Income - Quantitative Investment Analyst - Portfolio Construction

T Rowe Price

Baltimore, MD • Hybrid

Other

Posted 29 days ago

T. Rowe Price rating

9.1

Company rating: 9.1 out of 10

Based on 21 frontline employees who took The Breakroom Quiz

Job description

Do you excel in quantitative portfolio optimization for bond funds? Have you consistently helped fixed-income fund managers create more efficient portfolios? Join T. Rowe Price-this role is for you!

Role Summary

The Quantitative Investment Analyst is an investment role within the Fixed Income division at T. Rowe Price.The role resides within the Fixed Income Quantitative Investments and Research (FI Quant) group, as part of the Portfolio Research Group.The Portfolio Research Group seeks to enhance portfolio risk-adjusted returns by applying quantitative methods to: (a) advise portfolio managers on position sizing and optimal combination of positions in portfolios; (b) advise portfolio managers on risks not immediately covered by standard models; (c) capitalize on long-term market inefficiencies and risk premia as well as capture value from shorter-term dislocations.

The team requires an experienced quantitative researcher to conduct analysis in applied portfolio construction. A successful candidate will frequently interact with Fixed Income portfolio managers and senior Fixed Income leadership to advocate for implementation of relevant ideas and methods in fixed income portfolios.

Responsibilities

  • Conduct quantitative research applied to US fixed income portfolios, involving sizing and combination of sectors, strategies and alpha signals, including off-benchmark segments
  • Integrate solid risk-awareness in portfolio construction models, accounting for risk in normal and stressed market environments
  • Proactively advocate for enhancing portfolio performance by applying appropriate quantitative methodologies and effectively collaborate with portfolio managers towards this goal
  • Work with Technology partners to productionize models

Qualifications

Required:

  • Degree in quantitative discipline. Master's or higher preferred
  • 7+ years of investing experience
  • Experience and expertise in fixed income markets, securities, and derivatives instruments, especially instruments that involve credit risk.
  • Understanding of quantitative portfolio construction and optimization techniques
  • Proficiency with R or Python programming language
  • Ability and willingness to leverage AI tools available in the company to boost efficiency is highly valued
  • Familiarity with risk forecast models
  • Self-motivated, independent, detail oriented and intellectually curious
  • Strong communication skills, with ability to influence others. Creative problem solver

Preferred:

  • CFA designation
  • Experience with US Securitized products, especially Mortgage Backed Securities (Agency and Non-Agency)

FINRA Requirements

FINRA licenses are not required and will not be supported for this role.

Work Flexibility

This role is eligible for hybrid work, with up to one day per week from home.

What T. Rowe Price employees say

Pay

Benefits

Hours and flexibility

Workplace

Get the full story on Breakroom

Apply