Lead Quantitative Portfolio Manager (Hybrid)

Wellington Management Company, LLP; Boston (MA); On-site; USD 100,000 - 225,000; Full time

Benefits offered by this job

Competitive compensation

Flexible work schedule

Office 4 days/week with 1 remote

Comprehensive benefits

Job summary

Wellington Management’s Quantitative Investment Group seeks a Portfolio Manager-Lead to design, implement and oversee systematic, model-driven equity and credit portfolios in Boston. The role emphasizes research in portfolio construction, risk modeling and optimization to deliver robust, risk-adjusted returns.

Ideal candidates have extensive experience managing systematic portfolios, deep quantitative methods expertise, and strong knowledge of equity and credit markets.

Qualifications

• Advanced degree in finance, economics, mathematics, statistics, computer science, or related field; PhD or CFA preferred.
• 10+ years of experience in portfolio management or systematic investing, with a focus on equity/credit strategies.
• Strong programming and model-building capabilities for portfolio management and risk modeling.

Responsibilities

• Oversee day-to-day management of systematic, model-driven equity and credit portfolios, ensuring adherence to performance objectives and client mandates.
• Execute quantitative strategies for construction, rebalancing, and optimization to maximize return while managing risk.
• Lead research to refine portfolio construction methodologies, including factor-based investing and optimization techniques.
• Advance risk modeling techniques to ensure resilience across market cycles and stress scenarios.
• Collaborate with research teams to incorporate robust risk-adjusted approaches into design.
• Prepare and present portfolio construction methodologies, risk frameworks, and optimization strategies to clients.

Skills

Python

C#

SQL & Data Modeling

Portfolio Optimization

Risk Modeling

Education

Advanced degree in finance/economics/math

PhD or CFA designation preferred

Tools

SQL Server

Backtesting tools

Git

Job description

Wellington Management’s Quantitative Investment Group seeks a Portfolio Manager-Lead to design, implement and oversee systematic, model-driven equity and credit portfolios in Boston. The role emphasizes research in portfolio construction, risk modeling and optimization to deliver robust, risk-adjusted returns.

Ideal candidates have extensive experience managing systematic portfolios, deep quantitative methods expertise, and strong knowledge of equity and credit markets.