Principal Quantitative Developer, Investments Technology (Asset Allocation) MA
Company: Liberty Mutual
Location: Boston
Posted on: May 6, 2024
|
|
Job Description:
Pay PhilosophyThe typical starting salary range for this role is
determined by a number of factors including skills, experience,
education, certifications and location. The full salary range for
this role reflects the competitive labor market value for all
employees in these positions across the national market and
provides an opportunity to progress as employees grow and develop
within the role. Some roles at Liberty Mutual have a corresponding
compensation plan which may include commission and/or bonus
earnings at rates that vary based on multiple factors set forth in
the compensation plan for the role.
Description
We are seeking a highly skilled and motivated Principal
Quantitative Engineer with expertise in asset allocation to join
our prestigious Investment firm. As a Quantitative Engineer, you
will work closely with portfolio managers, traders, and other
members of the investment team to develop, implement, and deploy to
production quantitative models that support research, portfolio
management and asset allocation decisions.
Note: This Boston-based role has a hybrid work arrangement (2 days
per week in office).
Responsibilities:
Develop and enhance quantitative models and tools to support the
asset allocation process, utilizing statistical and econometric
techniques.
Contribute to the development and implementation of the quant
library, supporting both existing and new models and analytics.
Develop expertise in the LMI data ecosystem and create and automate
data pipelines for portfolio and market data across public and
private markets.
Support existing applications/dashboards in production and actively
contribute to the design and implementation of new ones.
Collaborate with the Macro and Cross Asset Research team to conduct
rigorous analysis of financial data, including historical market
trends, macroeconomic indicators, and other relevant factors, to
identify and exploit investment opportunities.
Collaborate with the Quantitative Solutions team to research,
evaluate, and implement advanced portfolio optimization
techniques.
Stay up to date with the latest industry trends, developments, and
best practices, actively contributing to the continuous improvement
of investment processes and methodologies.
Collaborate with other team members on various quantitative
research projects, fostering a culture of learning and innovation
by sharing insights and contributing to the collective knowledge
base.
QualificationsExpertise in statistics, econometrics, and
quantitative analysis, with a solid understanding of financial
markets, investment instruments, and portfolio theory.
5 to 8 years of experience working with analytical models and
partnering with investment professionals
Demonstrated experience in developing and implementing quantitative
in an asset management or similar environment.
Proficiency in programming languages such as Python with the
ability to write efficient and robust code to process and analyze
large financial datasets.
Strong knowledge of optimization techniques for portfolio
optimization.
Familiarity with market data platforms, financial databases, and
data manipulation techniques.
Excellent problem-solving skills, with the ability to think
critically, independently, and act with minimal handholding.
Effective communication skills, with the ability to clearly
articulate complex ideas and analysis to both technical and
non-technical stakeholders.
Strong attention to detail, organization, and the ability to manage
multiple tasks and priorities in a fast-paced environment.
Master's or Ph.D. (or equivalent experience) in a quantitative
field such as Mathematics, Statistics, Econometrics, Financial
Engineering, or a related discipline.
At Liberty Mutual Investments Technology, we offer a stimulating
and collaborative work environment that fosters professional growth
and encourages innovative thinking. Join our team of exceptional
professionals as a Quant Engineer, and contribute to our continued
success in delivering outstanding results for our clients through
cutting-edge asset allocation strategies.
If you are a self-driven, analytical thinker with a passion for
quantitative finance and asset allocation, we invite you to apply
for this exciting opportunity.
About UsAt Liberty Mutual, our purpose is to help people embrace
today and confidently pursue tomorrow. That's why we provide an
environment focused on openness, inclusion, trust and respect.
Here, you'll discover our expansive range of roles, and a workplace
where we aim to help turn your passion into a rewarding
profession.
Liberty Mutual has proudly been recognized as a "Great Place to
Work" by Great Place to Work - US for the past several years. We
were also selected as one of the "100 Best Places to Work in IT" on
IDG's Insider Pro and Computerworld's 2020 list. For many years
running, we have been named by Forbes as one of America's Best
Employers for Women and one of America's Best Employers for New
Graduates as well as one of America's Best Employers for Diversity.
To learn more about our commitment to diversity and inclusion
please visit:
https://jobs.libertymutualgroup.com/diversity-inclusion
We value your hard work, integrity and commitment to make things
better, and we put people first by offering you benefits that
support your life and well-being. To learn more about our benefit
offerings please visit: https://LMI.co/Benefits
Liberty Mutual is an equal opportunity employer. We will not
tolerate discrimination on the basis of race, color, national
origin, sex, sexual orientation, gender identity, religion, age,
disability, veteran's status, pregnancy, genetic information or on
any basis prohibited by federal, state or local law.
Fair Chance Notices
California
San Francisco
Los Angeles
Philadelphia
Keywords: Liberty Mutual, Haverhill , Principal Quantitative Developer, Investments Technology (Asset Allocation) MA, IT / Software / Systems , Boston, Massachusetts
Click
here to apply!
|