Quant jobs / Acadian Asset Management

VP, Portfolio Manager – Equity Portfolio Management

A senior portfolio manager role overseeing Acadian's benchmark-relative systematic equity strategies run from Boston, London and Singapore. It combines portfolio oversight with client communication.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Monitor client portfolios and approve trades with other portfolio managers
Work with researchers to improve the investment process
Lead client and consultant meetings on performance and positioning
Take part in investment policy discussions

What they ask for

Required

Advanced degree, PhD preferred
10 years' finance experience (5 with a PhD)
Quantitative investing and risk management emphasis
Deep portfolio reviews and improvement ideas
Strong programming such as Python
Communication with clients
Willingness to travel 20-40%

Education: Advanced degree, PhD preferred, in economics, finance, maths, CS, engineering, physics or similar
Experience: 10+ years in finance (5+ with a PhD), preferably asset management, consulting or academia
Languages and tools: Python
Markets: equities

How to prepare

Study systematic equity portfolio construction and benchmark-relative risk
Practise explaining performance attribution to clients
Build a Python review of a factor portfolio's positions and drivers
Review how trading costs and constraints shape live portfolios

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Acadian Asset Management’s site before applying: requirements, location and pay can change after we check them.

View the posting on Acadian Asset Management’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Acadian Asset Management and doesn’t handle applications.