About the Portfolio Manager Role at Robert Half

Join a premier financial services firm through Robert Half as a Portfolio Manager in the heart of New York, New York, United States. This is an exceptional opportunity for seasoned quantitative professionals to lead the development of cutting-edge systematic trading strategies in global futures and equities markets. As a key member of the Quantitative Investment team, you will drive innovation, manage high-stakes live portfolios, and collaborate with top-tier data scientists, engineers, and traders. If you thrive in fast-paced environments and have a passion for leveraging advanced analytics to uncover alpha-generating opportunities, this Portfolio Manager position offers unparalleled growth in one of the world's financial capitals.

Robert Half specializes in placing elite talent in quantitative finance roles, and this position demands expertise in quantitative research, risk management, and portfolio optimization. With New York's vibrant financial ecosystem, you'll have access to vast datasets, alternative data sources, and real-time market intelligence to refine strategies that deliver superior risk-adjusted returns. This full-time role is perfect for professionals seeking to make an impact on institutional portfolios while advancing their careers in systematic trading.

Key Responsibilities

• Develop and refine sophisticated systematic trading strategies tailored for global futures and equities markets, ensuring robustness across diverse market conditions.
• Conduct exhaustive quantitative research utilizing large-scale financial datasets, alternative data sources like satellite imagery and sentiment analysis, to uncover hidden investment signals.
• Employ advanced econometric models, statistical techniques, and machine learning algorithms—including neural networks, reinforcement learning, and ensemble methods—to identify and validate profitable trading opportunities.
• Manage live portfolios end-to-end: from trade execution and position sizing to comprehensive risk assessment and post-trade performance attribution analysis.
• Optimize portfolio construction using state-of-the-art risk models such as factor-based risk parity, volatility targeting, and multi-asset covariance estimation, while incorporating transaction cost analysis for cost-efficient implementation.
• Continuously monitor macroeconomic indicators, geopolitical events, and microstructure dynamics to dynamically adjust strategies and maintain optimal market exposures.
• Partner closely with cross-functional teams of data scientists, software engineers, and execution traders to enhance research pipelines, backtesting frameworks, and low-latency execution infrastructure.
• Deliver compelling presentations on research findings, strategy rationales, and portfolio performance metrics to senior leadership, investment committees, and institutional clients.
• Establish thought leadership by contributing to internal strategy forums, whitepapers, and external publications in leading finance journals.

Required Qualifications for Success

To excel as a Portfolio Manager with Robert Half in New York, candidates must possess a robust blend of technical prowess and practical experience. A Master's or PhD in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Physics, or Computer Science is essential, complemented by 5+ years in quantitative investment management, preferably at a hedge fund, asset manager, or proprietary trading firm.

Key qualifications include proven expertise in systematic trading across global futures (commodities, rates, FX) and equities (single-name, sector, factors); hands-on experience with large-scale data processing using Python, R, Julia, or C++; mastery of ML libraries like TensorFlow, PyTorch, or scikit-learn; deep knowledge of risk management frameworks and portfolio optimization techniques; and a track record of live portfolio P&L delivery. Strong communication skills are critical for stakeholder engagement. U.S. work authorization and ability to thrive in a high-pressure, collaborative environment are required.

Why Join Us? Exceptional Benefits and Career Growth

Partnering with Robert Half opens doors to a competitive compensation package starting at $200,000 base salary, plus substantial performance bonuses tied to portfolio alpha generation. Enjoy comprehensive benefits including health, dental, vision coverage, 401(k) with generous matching, unlimited PTO, and professional development stipends for certifications like CFA or FRM.

Work in a state-of-the-art New York office with hybrid flexibility, cutting-edge tools like Bloomberg terminals, cloud computing resources, and proprietary data feeds. Collaborate with industry luminaries, attend global conferences, and accelerate your career trajectory toward senior portfolio management or chief investment roles. Robert Half's network ensures long-term opportunities in quantitative finance. Apply now to shape the future of systematic investing in New York!

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