Portfolio Manager – Systematic Strategies, EMEA

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This role reports to the Head of Systematic Strategies & the Head of Equities located in Boston & New York, respectively.

Responsibilities

  • Manage portfolios within the Systematic Strategies suite, implementing portfolio construction, rebalancing, risk monitoring, trading, and client communications.
  • Collaborate with portfolio managers and analysts to execute the systematic investment approach and continually improve models.
  • Partner with the quantitative research team to identify high‑impact opportunities for model improvement and provide guidance on analysis.
  • Support the EMEA multi‑asset team by providing systematic capabilities and understanding their needs to deliver outcomes that meet objectives.
  • Engage with the EMEA product team to support the commercialization of new systematic capabilities.
  • Monitor portfolio risks, address daily events, and rebalance portfolios using proprietary systems and tools.
  • Research opportunities to enhance portfolio construction and risk management across all products.
  • Share insights on market and portfolio performance drivers with the team.
  • Communicate regularly with internal and external clients, providing portfolio updates.
  • Market products to new prospects in coordination with sales and distribution teams.

Qualifications

  • Extensive experience in the asset‑management industry, particularly in systematic or quantitative portfolio management.
  • Experience with research and implementation of quantitative signals and stock‑selection models.
  • Solid understanding of quantitative financial mathematics and experience with systematic tools for portfolio construction and risk management.
  • Strong quantitative and analytical skills, with a comfort level using programming tools.
  • Excellent written and verbal communication skills and the ability to interface effectively with clients, consultants, board members, and senior management.
  • Ability to build collaborative relationships.
  • Advanced degree in business, finance, or another quantitative field (preferred).
  • Technical self‑sufficiency with good programming skills (preferred).

#J-18808-Ljbffr”, “datePosted”: “2026-05-20”, “hiringOrganization”: { “@type”: “Organization”, “name”: “Ameriprise”, “sameAs”: “https://uk.whatjobs.com/pub_api__cpl__436992090__4861?utm_campaign=publisher&utm_medium=api&utm_source=4861&geoID=33051” }, “jobLocation”: { “@type”: “Place”, “address”: { “@type”: “PostalAddress”, “addressLocality”: “City of Westminster” } } }
Company: Ameriprise
Apply for the Portfolio Manager – Systematic Strategies, EMEA
Location: City of Westminster
Job Description:

This role reports to the Head of Systematic Strategies & the Head of Equities located in Boston & New York, respectively.

Responsibilities

  • Manage portfolios within the Systematic Strategies suite, implementing portfolio construction, rebalancing, risk monitoring, trading, and client communications.
  • Collaborate with portfolio managers and analysts to execute the systematic investment approach and continually improve models.
  • Partner with the quantitative research team to identify high‑impact opportunities for model improvement and provide guidance on analysis.
  • Support the EMEA multi‑asset team by providing systematic capabilities and understanding their needs to deliver outcomes that meet objectives.
  • Engage with the EMEA product team to support the commercialization of new systematic capabilities.
  • Monitor portfolio risks, address daily events, and rebalance portfolios using proprietary systems and tools.
  • Research opportunities to enhance portfolio construction and risk management across all products.
  • Share insights on market and portfolio performance drivers with the team.
  • Communicate regularly with internal and external clients, providing portfolio updates.
  • Market products to new prospects in coordination with sales and distribution teams.

Qualifications

  • Extensive experience in the asset‑management industry, particularly in systematic or quantitative portfolio management.
  • Experience with research and implementation of quantitative signals and stock‑selection models.
  • Solid understanding of quantitative financial mathematics and experience with systematic tools for portfolio construction and risk management.
  • Strong quantitative and analytical skills, with a comfort level using programming tools.
  • Excellent written and verbal communication skills and the ability to interface effectively with clients, consultants, board members, and senior management.
  • Ability to build collaborative relationships.
  • Advanced degree in business, finance, or another quantitative field (preferred).
  • Technical self‑sufficiency with good programming skills (preferred).

#J-18808-Ljbffr…

Posted: May 20th, 2026