Multi-Asset Portfolio Manager

Location: New York

Summary Harbor’s internal Multi Asset Solutions Team (MAST) provides asset management and advisory services to clients through OCIO, allocation models, multi-manager investing, macro/total return investing, quantitative equity and derivative/structured-outcome based strategies. Moreover, we are seeking the very best individuals that share our passion for delivering outstanding investment results, putting shareholders first, and contributing positively to the culture of the team and organization.

We are currently looking to grow our firm with talented, intellectually diverse people with excellent work ethic.

Key Responsibilities The Portfolio Manager will be a member of the Multi Asset Solutions Team (MAST) located in New York City. MAST is a fast-growing business within Harbor Capital that delivers investment solutions using Harbor Funds, ETFs, individual securities and derivatives. Portfolios may include equities, rates/fixed income, commodities, currencies, and alternative asset classes. The MAST team is responsible for cross-asset investment insights and multi asset strategy, including portfolio construction, implementation, risk management, client service, and stakeholder communication.

The role will support a 70% quantitative / 30% discretionary investment process by providing research, trade ideas, and portfolio insights across equities, rates, commodities, and currencies, and by contributing to the team's quantitative framework.

Generate cross-asset research, trade ideas, implementation views, and portfolio insights across equities, rates, commodities, and currencies

Contribute investment recommendations during strategy discussions and portfolio management meetings, balancing quantitative evidence with discretionary judgment

Leverage and enhance MAST's quantitative framework, including signal research, data analysis and portfolio construction tools

Build, maintain, and document code, models, and signal research for portfolio management and trade ideas

Use coding and quantitative methods to manage large data sets, test hypotheses, automate repeatable tasks, and translate results into actionable insights

Apply AI/LLMs thoughtfully to support investment research, knowledge synthesis, coding, workflow automation, and task execution with appropriate oversight

Communicate clearly and articulately positioning and the team’s investment process to Harbor’s sales force and clients

Minimum Qualifications 7+ years of direct experience in buy side research including equities, FICC, multi-asset, asset allocation, capital markets research, macro strategy, or on a buy-side / sell-side trading desk; open to different levels of experience as we are willing to tailor the role to the right candidate

Strong technical and quantitative skills; background in macroeconomics, capital markets, statistics, econometrics, data science, engineering, or other technical disciplines desired

Coding proficiency, ideally in Python and/or R, with experience using SQL/APIs, notebooks, data visualization, or workflow automation tools

Demonstrated ability to use quantitative research to evaluate signals, build models, manage data, and generate repeatable investment insights

Familiarity with AI/LLMs and workflow design to support research, synthesize information, create tools, and automate tasks

Excellent understanding of financial markets and drivers of returns across equities, rates, commodities and currencies

Strong written communication skills with experience writing about markets and investment related topics

Ability to create unique investment research, synthesize insights, and generate investment views that balance quantitative evidence with qualitative/discretionary judgment

Demonstrated ability to work both independently and as part of a team, drive results, collaborate across departments, and remain steady in times of adversity

Knowledge, Skills & Abilities Required Strong academic record - Bachelor's/University degree required;
Master's degree and/or CFA, CAIA, or FRM preferred but not required

Knowledge of capital markets and how to make credible and thoughtful cross-asset investment recommendations

Strong programming, data-analysis, and AI/LLM skills;
Python preferred; familiarity with R, SQL, APIs, data visualization, and version control a plus Compensation Pay Range: $200,000 - $300,000

This position is a hybrid opportunity based in our New York office. #LI-Hybrid
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