Quantitative Analyst - Custom Income Strategies (CIS)
About the position The Quantitative Investment Analyst reports to the Director of the Custom Income Strategies (CIS) team and assists portfolio managers on the team in day-to-day portfolio management. CIS is an investment team within Loomis Sayles & Company that is dedicated to managing complex, customized fixed income mandates across insurance, pensions, and retail. The team is based in Boston, MA and is comprised of 9 individuals including the director of CIS, one portfolio manager, two associate portfolio managers, one strategist, one senior analyst, one associate and two investment directors.
Responsibilities
- Work as an integral member of the CIS team on portfolio management tasks
- Employ and enhance existing, proprietary portfolio construction tool to create model portfolios in close collaboration with portfolio managers and strategists across investment teams
- Assist Portfolio Managers in day-to-day management, trade generation, risk monitoring of custom portfolios
- Help to monitor and run risk/attribution analysis on accounts and assist with the preparation of materials for various internal and external meetings
- Carry out special projects on an as-needed basis
- Enhance or customize data reports used in portfolio management process
- Contribute to achieving team’s objective of delivering high quality work in a collegial work environment
Requirements
- BS or MS in Computer Science, Engineering, Quantitative Finance, Financial Engineering or degree in a quantitatively driven and technical field
- 4-6 years of work experience in fixed income with particular focus on portfolio construction via optimization, quantitative relative value, and risk management.
- Strong interest in financial markets and investment management industry
- Strong technical, problem solving and programming skills are required.
- High proficiency in Python, SQL, VBA, Excel required
- Excellent communication skills
- Self driven, highly accountable, resourceful and independent thinker; Curious and entrepreneurial mindset
- Strategic thinker who can prioritize multiple projects
- High integrity, growth mindset, and a team player
Nice-to-haves
- Asset allocation experience, a plus
Benefits
- Medical, dental, and supplemental health plans
- Retirement Savings
- Paid Time Off
- Company-Provided Leave Benefits
- Life and Disability Insurance
- Work/Life and Wellness Resources
- Locally Relevant Perks and Programs