Quantitative Analyst - Custom Income Strategies (CIS)

Loomis Sayles•Boston, MA

1d•$100,000 - $160,000•Hybrid

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.

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

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