Risk-Neutral MBS Quant Strategist

Wellington Management Company; Boston (MA); Hybrid; USD 120,000 - 225,000; Full time

Job summary

Wellington Management seeks a Quantitative Strategist in Boston to advance risk-neutral valuation for fixed income, agency MBS, and structured products. You will build models, perform empirical research, and collaborate with investors to embed analytics into decision workflows.

The role requires deep quantitative skills, experience with mortgage modeling, and proficiency in Python, Java, SQL, and C++. Hybrid work is available with a strong focus on collaboration across risk, analytics, and

Qualifications

• 5-15 years of experience in fixed income and mortgage modeling; strong understanding of mortgage market dynamics, TBAs, pools, and agency CMOs.
• Strong understanding of asset pricing theory
• Advanced degree in finance, econometrics, or quantitative discipline; CFA/CAIA may be relevant though not required
• 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 security valuation and risk premia.
• Serve as a subject matter expert on risk-neutral valuation for investors and risk teams.
• Partner with investors and technology to embed analytics into investment workflows.

Skills

Fixed income modeling

Mortgage modeling

Python

C++

Quantitative research

Education

Advanced degree in finance or quantitative discipline

Tools

Python

Java

SQL

C++

Job description

Wellington Management seeks a Quantitative Strategist in Boston to advance risk-neutral valuation for fixed income, agency MBS, and structured products. You will build models, perform empirical research, and collaborate with investors to embed analytics into decision workflows.

The role requires deep quantitative skills, experience with mortgage modeling, and proficiency in Python, Java, SQL, and C++. Hybrid work is available with a strong focus on collaboration across risk, analytics, and