Quantitative Strategist: Fixed Income & MBS (Remote)

Mmbba; Boston (MA); Hybrid; USD 120,000 - 225,000; Full time

Benefits offered by this job

Health benefits

Retirement plan

Dental & Vision

Flexible spending accounts

Commuter program

Job summary

Wellington Management seeks a Quantitative Strategist in Fixed Income and MBS to develop models for agency MBS and structured products, conduct empirical valuation research, and advance risk-neutral methodologies across investment workflows.

Based in Boston, the role partners with investors, risk professionals, and technology teams to deliver scalable analytics and production-ready solutions, driving informed portfolio decisions and risk insights.

Qualifications

• 5–15 years of experience in fixed income and mortgage modeling.
• Strong understanding of mortgage market dynamics and agency CMOs.
• Deep knowledge of risk-neutral valuation and asset pricing theory.
• Proven ability to mentor teams and work with technology partners.

Responsibilities

• Develop models for fixed income, agency MBS, and structured products.
• Conduct empirical research on security valuation and risk premia.
• Serve as subject matter expert on risk-neutral valuation.
• Collaborate with investors, product management, risk professionals, and tech teams.

Skills

Python

Java

SQL

C++

Education

Advanced degree in finance, econometrics, or quantitative discipline

Tools

Yield Book

Bloomberg OAS models

eMBS dataset

Job description

Wellington Management seeks a Quantitative Strategist in Fixed Income and MBS to develop models for agency MBS and structured products, conduct empirical valuation research, and advance risk-neutral methodologies across investment workflows.

Based in Boston, the role partners with investors, risk professionals, and technology teams to deliver scalable analytics and production-ready solutions, driving informed portfolio decisions and risk insights.