Wealth Management, Quantitative Portfolio Manager, Equities CIO

Lead quantitative equity portfolio management within Wealth Management’s CIO Equities team; set the quantitative research agenda, own core portfolio analytics and risk frameworks, and drive implementation of systematic, factor-based and data-driven insights for an $80bn equity portfolio. Act as the senior quantitative partner to influence security selection overlays, factor tilts, risk budgeting, and implementation choices; integrate quantitative signals with fundamental views; own multi-factor risk models (e.g., Axioma) and governance, design portfolio construction frameworks, lead attribution and risk analysis, and develop scalable Python-based analytics tooling with emphasis on interpretability and investment relevance. Communicate complex quantitative concepts to senior investment professionals and collaborate with technology, risk, and control stakeholders to ensure model governance and appropriate use. Requirements include 12+ years in quantitative investing or related fields, deep knowledge of equity markets and risk modeling, strong Python experience, and a Bachelor’s degree (Master’s/PhD preferred) with CFA progress a plus.