Systematic Equity Portfolio Lead (Hybrid: 4 days in-office)

Allspring Global Investments Holdings, LLC; Charlotte (NC); Hybride; USD 150 000 - 190 000; Plein temps

Avantages offerts par ce poste

Hybrid work model

Résumé du poste

Allspring Global Investments Holdings, LLC is seeking a Quantitative Portfolio Manager to lead the Systematic Core Equity team. You will develop, implement, and manage benchmark-relative portfolios, collaborating with researchers and implementors to enhance alpha and manage risk.

You will work in a hybrid model, with in-office presence required 4 days per week in Charlotte, NC. A strong background in quantitative investing and experience with portfolio analytics platforms is essential.

Qualifications

• Bachelor's degree in quantitative field.
• 5-10 years in quantitative investing or portfolio management.
• Strong knowledge of equity markets and factor investing.
• Proficient in Python and SQL with large datasets.
• Experience with risk modeling and portfolio optimization.
• Excellent communication and collaboration skills.

Responsabilités

• Manage benchmark-relative quantitative portfolios to deliver excess returns.
• Apply optimization to balance alpha, risk, turnover, and costs.
• Monitor performance, attribution, turnover, and costs.
• Collaborate with researchers to develop signals.
• Develop scalable workflows and automation tools.
• Support due diligence meetings and client presentations.
• Contribute to investment commentaries and portfolio reviews.
• Be SME on portfolio positions, factor exposures, and process.

Connaissances

Python

SQL

Data analysis

Portfolio optimization

Communication

Quantitative modeling

Problem solving

Axioma

Barra

FactSet

Bloomberg

Formation

Bachelor's degree in Finance/Economics/Math/Engineering/CS/Physics

Master's degree or PhD in quantitative discipline

CFA designation

Outils

Axioma

Barra

FactSet

Bloomberg

Description du poste

Allspring Global Investments Holdings, LLC is seeking a Quantitative Portfolio Manager to lead the Systematic Core Equity team. You will develop, implement, and manage benchmark-relative portfolios, collaborating with researchers and implementors to enhance alpha and manage risk.

You will work in a hybrid model, with in-office presence required 4 days per week in Charlotte, NC. A strong background in quantitative investing and experience with portfolio analytics platforms is essential.