About Us

Allspring Global Investments™ is a leading independent asset management firm that offers a broad range of investment products and solutions designed to help meet clients’ goals. At Allspring, our vision is to inspire a new era of investing that pursues both financial returns and positive outcomes. With decades of trusted experience propelling us forward, we strive to build portfolios aimed at generating successful outcomes for our clients. We do this through the independence of thought that powers our investment strategies and by bringing a renewed approach to look around the corner to unlock what’s possible. Allspring is a global company committed to thoughtful investing, purposeful planning, and the desire to deliver outcomes that expand above and beyond financial gains.

At Allspring, we leverage the diversity of people, ideas, and skills to help our clients pursue their financial goals. Promoting diversity, equity, and inclusion in all aspects of our business is vital to our success. We drive creativity and innovation by bringing together multiple perspectives – diversity and inclusion are key to understanding our clients more fully and seeing business opportunities in new ways. Making differences, our difference.

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

Job Description

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 QUALIFICATIONS:
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).
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 Qualifications
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.

Disclaimer

The firm invites all interested and qualified candidates to apply for employment opportunities.

We are an Equal Opportunity/Affirmative Action Employer. We consider all qualified applicants for employment regardless of age, race, color, national origin, sex, religion, veteran status, disability, sexual orientation, gender identity, or any other protected status.