Hybrid Quant Portfolio Manager – Alpha, Risk, Signals

Allspring Global Investments; Charlotte (NC); Hybrid; USD 150,000 - 190,000; Full time

Job summary

Allspring Global Investments is seeking a highly skilled Quantitative Portfolio Manager to join our Systematic Core Equity team in Charlotte. You will develop, implement and manage benchmark-relative portfolios, collaborating with researchers and implementation teams to generate alpha while controlling risk.

You will apply advanced optimization, monitor performance, and contribute to investment commentary. This hybrid role requires in-office presence four days a week in Charlotte, NC.

Qualifications

• Bachelor's degree in Finance, Economics, Mathematics, Statistics, Engineering, Computer Science, Physics or related quantitative discipline.
• 5–10 years of experience in quantitative investing, portfolio management, research, or systematic strategies.
• Strong understanding of equity markets, factor investing, portfolio construction, and performance attribution.
• Proficiency in Python, SQL, and experience with large financial datasets.
• Knowledge of portfolio optimization techniques and risk modeling frameworks.

Responsibilities

• Manage and optimize benchmark-relative quantitative equity portfolios with defined risk, capacity, and client guidelines.
• Apply portfolio optimization to balance alpha, risk, turnover, and costs.
• Monitor performance, attribution, turnover, costs, and implementation efficiency.
• Collaborate with researchers to develop, test, and evaluate investment signals.
• Develop scalable portfolio management workflows and automation tools.
• Support institutional due diligence meetings and client presentations.
• Contribute to investment commentaries, white papers, and portfolio reviews.
• Serve as a subject matter expert on portfolio positioning, factor exposures, and processes.

Skills

Python

SQL

Portfolio optimization

Risk modeling

Data analysis

Communication

Education

Bachelor's degree in a quantitative field

Master's degree

PhD

Tools

Axioma

Barra

FactSet

Bloomberg

Job description

Allspring Global Investments is seeking a highly skilled Quantitative Portfolio Manager to join our Systematic Core Equity team in Charlotte. You will develop, implement and manage benchmark-relative portfolios, collaborating with researchers and implementation teams to generate alpha while controlling risk.

You will apply advanced optimization, monitor performance, and contribute to investment commentary. This hybrid role requires in-office presence four days a week in Charlotte, NC.