Multi-Asset Portfolio Manager

Summary

Harbor’s internal Multi Asset Solutions Team (MAST) provides asset management and advisory services to clients through OCIO, allocation models, multi-manager investing, macro/total return investing, quantitative equity and derivative/structured-outcome based strategies. Moreover, we are seeking the very best individuals that share our passion for delivering outstanding investment results, putting shareholders first, and contributing positively to the culture of the team and organization. We are currently looking to grow our firm with talented, intellectually diverse people with excellent work ethic.

Key Responsibilities

The Portfolio Manager will be a member of the Multi Asset Solutions Team (MAST) located in New York City. MAST is a fast-growing business within Harbor Capital that delivers investment solutions using Harbor Funds, ETFs, individual securities and derivatives. Portfolios may include equities, rates/fixed income, commodities, currencies, and alternative asset classes. The MAST team is responsible for cross-asset investment insights and multi asset strategy, including portfolio construction, implementation, risk management, client service, and stakeholder communication. The role will support a 70% quantitative / 30% discretionary investment process by providing research, trade ideas, and portfolio insights across equities, rates, commodities, and currencies, and by contributing to the team's quantitative framework.

• Generate cross-asset research, trade ideas, implementation views, and portfolio insights across equities, rates, commodities, and currencies

• Contribute investment recommendations during strategy discussions and portfolio management meetings, balancing quantitative evidence with discretionary judgment

• Leverage and enhance MAST's quantitative framework, including signal research, data analysis and portfolio construction tools

• Build, maintain, and document code, models, and signal research for portfolio management and trade ideas

• Use coding and quantitative methods to manage large data sets, test hypotheses, automate repeatable tasks, and translate results into actionable insights

• Apply AI/LLMs thoughtfully to support investment research, knowledge synthesis, coding, workflow automation, and task execution with appropriate oversight

• Communicate clearly and articulately positioning and the team’s investment process to Harbor’s sales force and clients

Minimum Qualifications

• 7+ years of direct experience in buy side research including equities, FICC, multi-asset, asset allocation, capital markets research, macro strategy, or on a buy-side / sell-side trading desk; open to different levels of experience as we are willing to tailor the role to the right candidate

• Strong technical and quantitative skills; background in macroeconomics, capital markets, statistics, econometrics, data science, engineering, or other technical disciplines desired

• Coding proficiency, ideally in Python and/or R, with experience using SQL/APIs, notebooks, data visualization, or workflow automation tools

• Demonstrated ability to use quantitative research to evaluate signals, build models, manage data, and generate repeatable investment insights

• Familiarity with AI/LLMs and workflow design to support research, synthesize information, create tools, and automate tasks

• Excellent understanding of financial markets and drivers of returns across equities, rates, commodities and currencies

• Strong written communication skills with experience writing about markets and investment related topics

• Ability to create unique investment research, synthesize insights, and generate investment views that balance quantitative evidence with qualitative/discretionary judgment

• Demonstrated ability to work both independently and as part of a team, drive results, collaborate across departments, and remain steady in times of adversity

Knowledge, Skills & Abilities Required

• Strong academic record - Bachelor's/University degree required; Master's degree and/or CFA, CAIA, or FRM preferred but not required

• Knowledge of capital markets and how to make credible and thoughtful cross-asset investment recommendations

• Strong programming, data-analysis, and AI/LLM skills; Python preferred; familiarity with R, SQL, APIs, data visualization, and version control a plus

Compensation Pay Range: $200,000 - $300,000

This position is a hybrid opportunity based in our New York office. #LI-Hybrid