Allspring is a leading asset management firm with close to $600 billion of assets under management, 24 offices globally, and specialized investment teams supported by more than 480 investment professionals. Allspring and our investment teams provide a broad range of differentiated products and solutions to help our diverse range of clients meet their investment objectives. We leverage the diversity of people, ideas, and skills to help our clients pursue their financial goals.

With a rich and established history in the asset management industry, Allspring is now a “start-up at scale” having spun off from Wells Fargo and acquired by GTCR and Reverence Capital Partners in November 2021. The new name, Allspring Global Investments, reflects our commitment to renewal, growth, and meaningful client outcomes. With decades of trusted expertise propelling us forward, we’re a company staying true to our core investment roots while reinventing ourselves to offer today’s investors a fresh perspective.

For more information, please visit www.allspringglobal.com.

Allspring is seeking curious, self-driven individuals interested in working on a systematic investment team alongside experience quantitative researchers and portfolio managers in a collaborative, team focused environment and being part of the Allspring growth story.

As a member of the Systematic Edge investment team, you will create and implement data driven models, develop models and frameworks to assess systematic risks, create customized client portfolios, share portfolio insights with clients and be exposed to the important challenges, ideas and solutions that matter to investors.

(The Systematic Edge will invest in you to become proficient in the tools, techniques and know how required to engage and grow in this fast-paced industry.)

RESPONSIBILITIES

Work with portfolio management team to build custom created portfolios to meet the objectives of large institutional clients and funds.
Analyze and implement research driven ideas using quantitative methods.
Assist with quantitative research on potential improvements to return forecasting and portfolio construction.
Coordinate with trading and operations teams to facilitate successful strategy implementation.
Perform attribution and assist marketing and client service teams with understanding client performance.

REQUIRED SKILLS

BA/BS or Graduate degree in finance, mathematics, statistics, economics, computer science or engineering.
A demonstrable interest in the financial markets.
At ease with data processing, aggregation, and visualization in at least one coding language (R, Python, SAS, MATLAB).
Self-driven, able to comfortably work in teams, work on multiple projects and shift priorities as needed.
Great listener and communicator, unafraid to ask questions and able to take instructions.
Natural curiosity, strong reasoning and problem-solving skills and a keen attention to detail.

DESIRED SKILLS

Proficiency in the use of common coding languages for data science such as R, Python, SAS, SQL.
Familiarity with investment management tools (e.g., Axioma, Barra, Charles River, FactSet, Bloomberg).
Experience with visualization software such as Tableau.
CFA designation or candidacy.

Quantitative Portfolio Analyst