Quantitative Strategist, Fixed Income & MBS Modeling

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

Benefits offered by this job

Retirement plan

Health and wellbeing

Dental coverage

Vision coverage

Pharmacy coverage

Job summary

Wellington Management seeks a Quantitative Strategist in our Risk and Analytics Research team in Boston, MA. You will build models for fixed income, agency MBS, and structured products, performing empirical valuation and risk premia analyses to inform investment decisions.

Collaborating with investors, product management, and technology teams, you’ll deliver scalable analytics and production-ready models that drive portfolio construction and risk management in a fast-paced, collaborative

Qualifications

• 5-15 years of experience in fixed income and mortgage modeling.
• Strong understanding of asset pricing theory.
• Advanced degree in finance, econometrics, or quantitative discipline.
• Strong technical background in model development, statistical analysis, and prototyping.
• Experience with Python, Java, SQL, and/or C++.
• Experience with Yield Book, Bloomberg OAS models, and the eMBS dataset is a plus.

Responsibilities

• Develop models for fixed income, agency MBS, and structured product instruments.
• Conduct empirical research on valuation and risk premia.
• Serve as subject matter expert on risk-neutral valuation for investors and risk teams.
• Collaborate with investors and technology partners to embed analytics into decision workflows.
• Deliver scalable production infrastructure for security analytics.

Skills

Fixed income modeling

Mortgage modeling

Python

Java

SQL

C++

Asset pricing theory

Statistical analysis

Education

Advanced degree in finance/econometrics/quantitative discipline

CFA/CAIA (optional)

Tools

Yield Book

Bloomberg OAS models

eMBS dataset

Job description

Wellington Management seeks a Quantitative Strategist in our Risk and Analytics Research team in Boston, MA. You will build models for fixed income, agency MBS, and structured products, performing empirical valuation and risk premia analyses to inform investment decisions.

Collaborating with investors, product management, and technology teams, you’ll deliver scalable analytics and production-ready models that drive portfolio construction and risk management in a fast-paced, collaborative