Lead Quantitative Strategist — Multi-Asset Risk & Research

Wellington Management; Massachusetts; Hybrid; USD 120,000 - 225,000; Full time

Benefits offered by this job

Discretionary bonus

Comprehensive benefits package

Flexible working

CFA reimbursement

401(k) plan

Job summary

Wellington Management seeks a Quantitative Strategist to join the Risk and Analytics Research team within Wellington Investment Risk. You will lead modeling for a proprietary multi-asset risk model spanning equity, fixed income, FX, commodities, and derivatives, while conducting empirical studies on asset dynamics and risk premia.

You will partner with risk professionals, investors, and product management to ensure models are properly applied in portfolio construction and risk management,

Qualifications

• 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.
• Experience with Python, Java, SQL, and/or C++.
• Experience with MSCI/Barra Equity models is a plus
• Experience with Fixed income valuation models is a plus

Responsibilities

• Lead modeling efforts for Wellington’s multi-asset risk model.
• Conduct empirical research on asset return dynamics and risk premia.
• Collaborate with risk professionals, investors, and product management.
• Serve as SME on risk modeling and measurement for Investment Risk.
• Interact with risk managers to integrate models into portfolio construction.
• Work with technology teams to build production infrastructure for risk model building.

Skills

Python

Java

SQL

C++

Statistical analysis

Empirical research

Education

Advanced degree in finance, econometrics, quantitative field

Tools

MSCI/Barra Equity models

Job description

Wellington Management seeks a Quantitative Strategist to join the Risk and Analytics Research team within Wellington Investment Risk. You will lead modeling for a proprietary multi-asset risk model spanning equity, fixed income, FX, commodities, and derivatives, while conducting empirical studies on asset dynamics and risk premia.

You will partner with risk professionals, investors, and product management to ensure models are properly applied in portfolio construction and risk management,