Portfolio Manager Lead, Quantitative Investment Group

About Us

Wellington Management offers comprehensive investment management capabilities that span nearly all segments of the global capital markets. Our investment solutions, tailored to the unique return and risk objectives of institutional clients in more than 60 countries, draw on a robust body of proprietary research and a collaborative culture that encourages independent thought and healthy debate. As a private partnership, we believe our ownership structure fosters a long‑term view that aligns our perspectives with those of our clients.

THE ROLE The Portfolio Manager‑Lead within the Quantitative Investment Group will lead the design, implementation, and oversight of systematic, model‑driven equity and credit portfolios. This role emphasizes research efforts into portfolio construction, risk modeling, and portfolio optimization, with the goal of delivering consistent performance and robust risk‑adjusted returns for clients. The ideal candidate will have extensive experience managing systematic portfolios, deep expertise in quantitative methods for portfolio management, and a strong understanding of equity and credit markets.

• Oversee the day‑to‑day management of systematic, model‑driven equity and credit portfolios, ensuring adherence to performance objectives, risk thresholds, and client mandates.
• Execute strategies that leverage quantitative models for portfolio construction, rebalancing, and optimization to maximize return while managing risk.
• Ensure consistency and rigor in portfolio implementation across all equity and credit strategies.

• Conduct research and lead efforts to refine portfolio construction methodologies, including factor‑based investing, optimization techniques and frameworks tailored to long‑only and long/short equity and credit strategies.
• Collaborate with quantitative research teams to incorporate robust risk‑adjusted approaches into portfolio design.
• Evaluate new data sources, modeling techniques, and analytical tools to improve portfolio construction and performance.

• Advance research efforts into risk modeling techniques to ensure portfolios are resilient across market cycles and stress scenarios.
• Lead the development and application of optimization frameworks to balance alpha generation with risk management objectives.
• Monitor portfolio exposures, factor sensitivities, and portfolio risks, ensuring compliance with client guidelines.

• Partner with a team of portfolio managers and analysts focused on systematic equity and credit strategies.
• Promote a collaborative environment that encourages innovation and continuous improvement in portfolio management practices.
• Set clear objectives and performance metrics for the team, aligning efforts with broader organizational goals.

• Partner with product and relationship management teams to articulate portfolio management approaches and performance outcomes to firm clients and prospects.
• Partner with internal and external parties on issues of product development and design, including back‑testing and simulation.
• Prepare and deliver presentations on portfolio construction methodologies, risk management frameworks, and optimization strategies specific to long‑only and long/short equity and credit portfolios.

• Collaborate with trading, technology, and operations teams to ensure seamless implementation and scalability of systematic portfolio strategies.
• Drive continuous improvements in portfolio management systems, processes, and tools to enhance efficiency and accuracy.

• Advanced degree in finance, economics, mathematics, statistics, computer science, or a related field. PhD or CFA designation preferred.

• 10+ years of experience in portfolio management or systematic investing, with a strong focus on equity and/or credit strategies.
• Proven track record of managing model‑driven portfolio processes.

• Strong proficiency in programming languages such as Python, C#,…