Senior Quant Strategist: Multi-Asset Risk Modeling

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

Benefits offered by this job

Retirement plan

Health & wellbeing

Dental

Vision

Commuter program

Flexible work arrangement

CFA reimbursement

Job summary

Wellington Management seeks a multi-asset empirical risk modeling specialist to join the Risk and Analytics Research team within Wellington Investment Risk.

The Quantitative Strategist will lead modeling for Wellington’s proprietary multi-asset risk model across equity, fixed income, FX, commodities and derivatives, conducting empirical research and collaborating with risk professionals to integrate models into portfolio construction and risk management.

Qualifications

• Advanced degree in finance, econometrics, or quantitative field with strong mathematical foundation.
• Experience with risk modeling frameworks and empirical research methods.
• Proficiency in Python, Java, SQL, and/or C++.
• Experience with MSCI/Barra equity models is a plus.
• Fixed income valuation knowledge is a plus.

Skills

Empirical risk

Econometrics

Python/Java/SQL/C++

Risk modeling

Statistics

MSCI/Barra models

Education

Advanced degree in finance/quantitative field

Job description

Wellington Management seeks a multi-asset empirical risk modeling specialist to join the Risk and Analytics Research team within Wellington Investment Risk.

The Quantitative Strategist will lead modeling for Wellington’s proprietary multi-asset risk model across equity, fixed income, FX, commodities and derivatives, conducting empirical research and collaborating with risk professionals to integrate models into portfolio construction and risk management.