Quantitative MBS Strategist — Fixed Income Valuation & Risk

Wellington Management; Boston (MA); On-site; USD 120,000 - 225,000; Full time

Benefits offered by this job

Corporate Bonus and/or Incentives

Retirement plan

Health and well-being benefits

Flexible work environment

Job summary

Wellington Management is seeking a Quantitative Strategist to join their Risk and Analytics Research team in Boston, MA. The role involves developing models for fixed income and structured products, conducting research, and working closely with investors to integrate quantitative models into investment decisions.

The ideal candidate will have 5-15 years of experience in model development, strong communication skills, and an advanced degree in finance or a related field. The position includes a competitive salary and comprehensive benefits package.

Qualifications

• 5–15 years of experience in fixed income and mortgage modeling.
• Strong understanding of asset pricing theory.
• Experience with structured products is a plus.

Responsibilities

• Develop models for fixed income, agency MBS, and structured products.
• Conduct empirical research on security valuation and risk premia.
• Serve as a subject matter expert on risk-neutral valuation.

Skills

Fixed income modeling

Mortgage modeling

Risk-neutral valuation

Statistical analysis

Communication skills

Education

Advanced degree in finance or quantitative discipline

Tools

Python

Java

SQL

C++

Yield Book

Bloomberg OAS models

eMBS dataset

Job description

Wellington Management is seeking a Quantitative Strategist to join their Risk and Analytics Research team in Boston, MA. The role involves developing models for fixed income and structured products, conducting research, and working closely with investors to integrate quantitative models into investment decisions.

The ideal candidate will have 5-15 years of experience in model development, strong communication skills, and an advanced degree in finance or a related field. The position includes a competitive salary and comprehensive benefits package.