Senior Quantitative Strategist - Multi-Asset Risk Modeling

wellington; Boston (MA); On-site; USD 170,000 - 260,000; Full time

Job summary

Wellington Management seeks a Quantitative Strategist to lead the modeling of a proprietary multi-asset risk model across equity, fixed income, fx, commodities and derivatives. The role requires conducting empirical research on return dynamics, risk premia, factor exposures and cross-asset risk relationships, and serving as a subject matter expert for Investment Risk and product teams.

The candidate should have strong technical background in model development and statistics, with

Qualifications

• Advanced degree in finance, econometrics, or quantitative field.
• Strong understanding of factor-based risk model framework.
• 5-15 years' experience with empirical risk modeling on fixed income, equity, fx and derivatives.

Responsibilities

• Lead modeling efforts for Wellington's multi-asset risk model.
• Conduct empirical research on asset return dynamics and risk premia.
• Partner with risk professionals, investors, and product teams to apply models in portfolio construction and risk management.
• Build production infrastructure for risk model building and invocation.

Skills

Factor-based risk models

Quantitative research

Education

Advanced degree in finance/econometrics/quantitative field

Tools

Python

Java

SQL

C++

Job description

Wellington Management seeks a Quantitative Strategist to lead the modeling of a proprietary multi-asset risk model across equity, fixed income, fx, commodities and derivatives. The role requires conducting empirical research on return dynamics, risk premia, factor exposures and cross-asset risk relationships, and serving as a subject matter expert for Investment Risk and product teams.

The candidate should have strong technical background in model development and statistics, with