Top 240 Quantitative portfolio manager Jobs

Portfolio Manager, Quantitative
Farther —Remote
- Remote
- Math
- Senior level
- Python
- Health insurance
- 401(k) matching
Quantitative Portfolio Manager
Point72 —New York, NY
- $200,000 - $300,000 a year
- Management
- Office
- Master's degree
Quantitative Portfolio Manager
Orion Advisor Solutions —Philadelphia, PA
- $104,855 - $162,413 a year
- Full-time
- Hybrid work
- 5 years
- Office
- Finance
- Paid parental leave
- Loan repayment program
6d
Portfolio Manager & Senior Quantitative Researcher
Morningstar —Chicago, IL
- $195,600.00 - $299,916.66 a year
- Full-time
- Hybrid work
- Office
- Analysis skills
- Doctor of Philosophy
- Wellness program
- Paid parental leave
Portfolio Manager - AI Trainer
DataAnnotation —Malvern, PA
- $50 - $60 an hour
- Part-time
- Remote
- English
- Master's degree
- Analysis skills
Quick Apply
Portfolio Management Analyst - AI Trainer
DataAnnotation —Little Rock, AR
- $50 - $60 an hour
- Part-time
- Remote
- English
- Master's degree
- Analysis skills
Quick Apply
Quantitative Analytics Manager, Portfolio Performance & Risk Management
Freddie Mac —McLean, VA
- $147,000 - $221,000 a year
- Full-time
- Doctoral degree
- Office
- 3 years
Senior Quantitative Portfolio Manager
MassMutual —Boston, MA
- $176,400 - $231,500 a year
- Full-time
- Research
- Office
- Finance
- Commuter assistance
- Paid holidays
Portfolio Strategist
Janus Henderson —New York, NY
- $125,000 - $150,000 a year
- Hybrid work
- Mid-level
- Office
- 3 years
- Paid holidays
- Health insurance
Senior Portfolio Engineer
Fisher Investments —Plano, TX
- Hybrid work
- 7 years
- Research
- Office
- Paid holidays
- Health insurance
13d
Director of Equities
First Horizon Bank —Charlotte, NC
- Full-time
- 11+ years
- Office
- Bachelor's degree
- Wellness program
- Health savings account
Senior Portfolio Engineer
Fisher Investments —Camas, WA
- $95,000 - $150,000 a year
- Hybrid work
- 7 years
- Research
- Office
- Paid holidays
- Health insurance
Senior Portfolio Engineer
Fisher Investments —Tampa, FL
- Hybrid work
- 7 years
- Research
- Office
- Paid holidays
- Health insurance
13d
Portfolio Manager
PIMCO —Newport Beach, CA
- $205,000 - $240,000 a year
- Online Application
- 3 years
- Finance
- Master's degree
Quantitative Portfolio Manager - Custom Indexing (L/S strategies)
Franklin Templeton Investments —New York, NY
- $195,000 - $225,000 a year
- Email
- Computer Science
- 5 years
- Finance
- Paid holidays
- Paid time off
SMA Portfolio Manager/Trader
Vident Asset Management —Remote
- Remote
- 5 years
- Office
- Finance
- Paid holidays
- Disability insurance
Portfolio Manager
Preferred Bank —Los Angeles, CA
- $80,000 - $100,000 a year
- Full-time
- 5 years
- Office
- Analysis skills
Quick Apply
Asset & Wealth Management, Quantitative Equity Solutions, Client Portfolio Manager, Associate
Goldman Sachs —New York, NY
- $100,000 - $170,000 a year
- Full-time
- Research
- Office
- Java
- Disability insurance
- Health insurance
DESIM Portfolio Management & Implementation Associate
D. E. Shaw & Co., L.P. —New York, NY
- $150,000 - $250,000 a year
- Writing skills
- Mid-level
- Office
- Health insurance
- 401(k) matching
Portfolio Manager, Systematic Agriculture
Teza Technologies —Austin, TX
- Full-time
- Office
- Continuous improvement
- Senior level
- Dental insurance
14d

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Portfolio Manager, Quantitative

Farther -
Remote

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Job Details

Benefits

Health insurance
Unlimited paid time off
401(k) matching

Qualifications

Statistics
Operations research
Performance dashboards
Quantitative applied research
Data transformation pipeline development
Statistics
Portfolio performance analysis
Investment management software
Option pricing models
Fixed income investment
Statistical analysis for research
Scalable systems
Portfolio performance measurement
Reporting and dashboarding tools
Maintaining data pipelines
Profit & loss
Collaboration with product development teams
Math
Reducing portfolio risk
Hedging strategy implementation
Financial data management
Trading platforms
Scalability
Data analytics tools
Senior level
Quantitative investment strategy
Prototypes
Project stakeholder communication
Python
Cross-functional communication

Full Job Description

Company Description

Farther is a rapidly growing RIA that combines expert advisors with cutting-edge technology - delivering a comprehensive, tailored wealth management experience.

Farther’s founders are leaders and innovators from the private wealth industry who possess a unique blend of traditional wealth management, fintech, and technology production expertise. We’re backed by top-tier venture capital firms, fintech investors, and industry leaders.

Joining Farther means joining a collaborative team of entrepreneurs who are passionate about helping their clients and our teammates achieve more. If you’re the type who breaks through walls to get things done the right way, we want to build the future of wealth management with you.

The Role

Farther's asset management team (FAM) manages a growing suite of systematic investment strategies — and we're expanding into options-based overlays. We're looking for a quantitatively-minded Investment Associate who can help design, research, and build out this capability from the ground up.

This isn't a seat where you'll be handed a mandate and left to trade. You'll work closely with experienced PMs across equity and fixed income to apply derivatives-based overlays across those strategies — covered calls, collars, protective puts — and use Python to research and systematize everything you build. Over time, you'll be a key voice in translating that work into a scalable platform alongside our product and engineering teams.

Your Impact

Research, prototype, and back test options overlay strategies in Python — covered calls, cash-secured puts, collars, and protective overlays — with realistic assumptions for transaction costs, liquidity, and taxes across SMA accounts
Support PMs across equity and fixed income verticals by designing and applying derivatives-based overlays suited to each asset class
Monitor portfolio-level Greeks, exposures, and risk/return outcomes across many smaller accounts within rules-based risk parameters
Build and maintain research code, data pipelines, and analytics supporting systematic strategy design — signal construction, parameter sweeps, scenario and regime analysis
Translate research into clear, rules-based strategy specifications and playbooks that can be implemented consistently at scale
Evaluate new overlay ideas (income generation, hedging, outcome-oriented strategies) and communicate trade-offs clearly to internal stakeholders
Partner with product managers and engineers to convert manual workflows and research into scalable platform capabilities — strategy engines, trade generation, risk dashboards, monitoring tools
Support daily P&L, risk, and performance monitoring — including exception handling for unusual portfolio events

The Ideal Match

10+ years of experience in quantitative research, investment analytics, systematic strategies, or a closely related role at a buy-side firm, asset manager, fintech, or financial services company
Solid Python skills for research and analytics — data pulls, optimization, back testing, risk metrics, and clean, maintainable codebases
Strong mathematical foundation: operations research, statistics, or quantitative finance background
Experience working with SMAs or systematic investment strategies at scale — understanding of multi-account implementation, portfolio construction, and associated operational complexity
Comfortable collaborating with technical product and engineering teams and thinking in terms of systems and workflows
Curious, self-directed, and comfortable operating in lean environments — you figure things out and don't wait to be told what to do
Clear communicator who can explain quantitative concepts to non-technical stakeholders (advisors, product, operations, leadership)

Bonus Points

Familiarity with options, Greeks, volatility surfaces, or derivatives-based strategies — even if not from a live trading context
Experience specifically with fixed income or equity SMAs — multi-account implementation, tax-aware trading, lot-level considerations
Prior exposure to portfolio management, risk, or trading platforms (OEMS, risk systems, SMA overlay engines)
Experience at a fintech or RIA where technology and investment management intersect
Familiarity with custodian or brokerage platforms used by advisors (e.g., Schwab, Fidelity)

Why Join Us

Competitive comp package that rewards impact
Work alongside some of the brightest minds in fintech
Ground-floor opportunity at a fast-scaling startup
Chart your own growth path as we expand
Full health benefits + 401(k) matching & Roth IRA options
Unlimited PTO

Ready to disrupt wealth management? Let's talk!

Apply Now

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