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Quantitative Portfolio 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 quantitative professional in the intraday to mid frequency systematic macro space. The candidate ...

Point72

Macro Quantitative Researcher

New York, NY · On-site

A well-established quantitative portfolio management team at Point72 is looking for an experienced quantitative professional in the intraday to mid frequency systematic macro space. The candidate ...

Bank of America

Portfolio Manager

New York, NY · On-site

$153K - $208K/yr

The Direct Indexing Portfolio Manager within GWIM CIO Portfolio Management will be part of a team ... The ideal candidate will have proven quantitative skills, be detail-oriented, and familiar with ...

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Quantitative Portfolio information

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How much do quantitative portfolio jobs pay per year?

As of Jul 9, 2026, the average yearly pay for quantitative portfolio 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 are some common challenges faced by professionals in a Quantitative Portfolio role, and how can they be addressed?

Professionals in Quantitative Portfolio roles often face challenges such as adapting to rapidly changing market conditions, managing large volumes of data, and ensuring the robustness of their models. Effective communication with stakeholders, like portfolio managers and risk teams, is also essential since the role requires translating complex quantitative insights into actionable investment strategies. Staying updated on the latest quantitative methods and regularly validating models helps mitigate risks and maintain performance, while collaboration fosters innovation and more robust decision-making.

What is a Quantitative Portfolio Manager?

A Quantitative Portfolio Manager is a finance professional who uses mathematical models, statistical techniques, and computer algorithms to manage investment portfolios. Their main goal is to maximize returns and minimize risks by analyzing large sets of data and developing systematic trading strategies. They often work with equities, fixed income, derivatives, or other financial instruments, and typically use automated trading systems to execute their strategies. Quantitative Portfolio Managers combine finance, mathematics, and programming skills to make data-driven investment decisions.

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 a strong background in mathematics, statistics, financial theory, and programming, often supported by advanced degrees such as a master's or Ph.D. and certifications like CFA or FRM. Expertise with data analytics tools, programming languages such as Python or R, and portfolio management systems is typically required. Exceptional problem-solving, analytical thinking, and effective communication skills help you interpret complex data and convey insights to stakeholders. These skills and qualities are crucial for developing robust investment strategies, managing risk, and achieving consistent portfolio performance in dynamic financial markets.

What is the difference between Quantitative Portfolio vs Quantitative Analyst?

AspectQuantitative PortfolioQuantitative Analyst
Primary FocusManaging investment portfolios using quantitative modelsDeveloping and implementing quantitative models for various financial analyses
Work EnvironmentAsset management firms, hedge funds, investment banksFinancial institutions, asset management firms, consulting
CredentialsAdvanced degrees in finance, mathematics, or related fields; certifications like CFASimilar credentials; often CFA or quantitative-focused degrees

While both roles require strong quantitative skills and similar credentials, Quantitative Portfolios focus on managing entire investment strategies, whereas Quantitative Analysts develop models that support investment decisions. The portfolio role is more strategic and management-oriented, while the analyst role is more technical and analytical.

More about Quantitative Portfolio jobs
What are the most commonly searched types of Quantitative Portfolio jobs? The most popular types of Quantitative Portfolio jobs are:
What job categories do people searching Quantitative Portfolio jobs look for? The top searched job categories for Quantitative Portfolio jobs are:
Quantitative Portfolio jobs near you
Macro Quantitative Researcher

Macro Quantitative Researcher

Point72

New York, NY • On-site

Full-time

Re-posted 2 days ago

Job description

About the Team:
A well-established quantitative portfolio management team at Point72 is looking for an experienced quantitative professional in the intraday to mid frequency systematic macro space. The candidate will be given the resources and support to drive the build out and expansion of the quantitative macro business.
Role:
  • Perform rigorous and innovative research to develop systematic signals for global macro (futures, FX, etc.) markets
  • Work with price-volume and alternative data at intraday to multiday (up to 2-3 weeks) horizons in the mid-frequency space
  • Participate in the research pipeline end-to-end, including signal idea generation, data processing, modeling, strategy backtesting, and production implementation
  • Work in a team of highly qualified and motivated individuals with access to a cutting-edge research and trading infrastructure and clean datasets

Responsibilities:
  • Develop systematic trading models across global futures (equity indices, commodities and fixed income) and/or FX markets
  • Alpha idea generation, backtesting, and implementation
  • Evaluate new datasets for alpha potential
  • Contribute to and enhance portfolio optimization, allocation and risk management processes
  • Help drive the growth of the investment process and research capabilities of the team
  • Assist in building, maintenance, and continual improvement of production and trading environments

Requirements:
  • MS or PhD in physics, engineering, statistics, applied math, quantitative finance, or other quantitative fields with a strong foundation in statistics
  • 4+ years of signal research or portfolio management experience in futures markets and/or FX as part of a successful proprietary trading team with a track record
  • Prior professional experience with signal combination, portfolio optimization and risk management
  • Demonstrated proficiency in Python, R, or C/C++. Familiarly with data science toolkits, such as scikit-learn, Pandas
  • Collaborative mindset with strong independent research abilities
  • Commitment to the highest ethical standards

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