Quant Portfolio Manager

Based in Melbourne, this Quantitative Active Equity Portfolio Manager will perform day‑to‑day portfolio management functions, participate in team trading discussions, evaluate risk and positioning of strategies, build and implement trades as required, and interact with partners in quant research, operations, front and middle office on issues critical to portfolio management and support the client relationship and sales process. The role reports to the Head of Quantitative Equity Portfolio Management and works in concert with global teams and specialists to support the NTAM investment process.

What you will do

• Manage quantitative portfolios to meet strategy objectives specified within the investment guidelines, regulatory framework, and corporate policies, including collaborating with other portfolio managers to create and execute trades, transact client cash flows, and make corporate action elections.
• Lead or participate in projects of factor development, model design, portfolio construction, and risk management.
• Represent the portfolio management team on internal global projects and initiatives such as technology migrations, internal research, and oversight of outsourced activities.
• Build and maintain portfolio management tools used to analyze and research quantitative investment strategies.
• Produce and analyze reports on portfolio performance, risk characteristics, and strategy updates.
• Monitor strategy implementation, including transaction cost management; review and create operating procedures for the portfolio management function, incorporating global practices as well as business continuity and oversight standards; build and refine performance monitoring tools and dashboards.
• Assist partners with client service and business development efforts.

Knowledge & Skills

• Bachelor’s degree (graduate degree preferred).
• 5+ years of experience in the investment management industry, with a proven track record in investment analysis at mid‑to‑large firms.
• Experience as part of a global investments organization.
• Minimum of 3+ years of experience in quantitative equities across portfolio management and research.
• Proficiency with portfolio management, operations, and third‑party market data systems including Aladdin, portfolio optimization tools, Eagle, and Bloomberg.
• Strong understanding of equity factor models, portfolio optimization, risk models and trade cost modeling, performance attribution and signal evaluation.
• Strong Python skills; ability to work with large datasets (SQL preferred) and production research code.
• CFA designation preferred but not required.
• Innovative, intellectually driven, with an intense curiosity about financial markets and human behavior.
• Knowledge of ESG and sustainable investing issues and best practices is preferred.
• Strong analytical, communication, and interpersonal skills.
• Strong verbal and written communication skills.

Reasonable Accommodation

Northern Trust is committed to working with and providing reasonable accommodations to individuals with disabilities. If you need a reasonable accommodation for any part of the employment process, please email our HR Service Center at