Hybrid Quantitative Risk Strategist - Multi-Asset Modeling

CFA Institute; Boston (MA); On-site; USD 120,000 - 225,000; Full time

Benefits offered by this job

Corporate Bonus

Benefits package

Flexible work options

Job summary

Wellington Management, based in Boston, seeks a Quantitative Strategist to lead modeling for a multi-asset risk model, covering equity, fixed income, FX, and derivatives. You will conduct empirical research on return dynamics and risk premia, and serve as a subject-matter expert collaborating with risk professionals and investors.

The role emphasizes producing robust production-ready infrastructure for risk model development, invocation, and integration into portfolio decisions, with strong

Qualifications

• Advanced degree in finance, econometrics, or quantitative field (math, statistics, physics, OR).
• Strong understanding of factor-based risk model framework.
• 5-15 years' experience with empirical risk modeling on fixed income, equity, fx and derivatives.
• Strong technical background in model development, statistical analysis, and prototyping with Python/Java/SQL/C++.
• Experience with MSCI/Barra Equity models is a plus; Fixed income valuation models are a plus.

Responsibilities

• Lead modeling efforts for a proprietary multi-asset risk model across equity, fixed income, fx, commodities and derivatives.
• Conduct empirical research on asset return dynamics, risk premia, factor exposures, and cross-asset relationships.
• Partner with risk professionals and investors to apply quantitative models in portfolio construction and risk management.
• Build production infrastructure for risk model building, invocation, and integration with risk management workflows.
• Communicate findings and collaborate with risk managers, investors, and product management.

Skills

Factor-based risk modeling

Quantitative research

Statistical modeling

Team collaboration

Education

Advanced degree in finance / econometrics / quantitative field

Tools

Python

Java

SQL

C++

MSCI/Barra Equity models

Fixed income valuation models

Job description

Wellington Management, based in Boston, seeks a Quantitative Strategist to lead modeling for a multi-asset risk model, covering equity, fixed income, FX, and derivatives. You will conduct empirical research on return dynamics and risk premia, and serve as a subject-matter expert collaborating with risk professionals and investors.

The role emphasizes producing robust production-ready infrastructure for risk model development, invocation, and integration into portfolio decisions, with strong