Senior Quantitative Analyst

Liberty Mutual Insurance•Boston, MA

6d•$100,000 - $185,000•Onsite

About The Position

The Company Liberty Mutual Investments (LMI) manages Liberty Mutual Insurance Group’s (LMIG) global financial assets across public and private markets to build capital and generate income. With over $100 billion in assets under management and a team of more than 300 investment, finance, and operations professionals based in Boston, MA, LMI offers the best of both worlds: the entrepreneurial spirit of a boutique investment firm backed by the reputation and financial strength of a global leader. LMI is on a transformational journey to foster innovation, build on our deep expertise, and further scale returns on our long-term capital through a “one firm, one portfolio, one team” approach. Our operating model is built on three pillars: centralized portfolio construction, asset management, and investment-enabling services. Teams are organized into Investment Business Units (IBUs): Strategy & Asset Allocation, Risk Management, Global Fixed Income, Global Private Investments, and Global Investment Solutions. Our portfolio spans a wide range of asset classes, and we are committed to expanding our capabilities and toolkit to deliver on our mission. We are seeking a Senior Quantitative Analyst to join the Investment Innovation, Integration & Trading (I3T) team within the Global Liquid Markets (GLM) unit. In this role, you will apply advanced quantitative methods, data modeling, and emerging technologies to enhance investment decision-making across various fixed-income strategies. You will collaborate with team members, Portfolio Managers, and Traders to tackle high-profile projects involving portfolio construction, performance assessment, and the development of new investment strategies. This position is pivotal in advancing our team’s expertise and helping LMI thrive in the constantly evolving global financial landscape. #LMI

Requirements

Numerate self-starter with a bachelor’s degree in finance, Economics, Mathematics, Computer Science, Engineering, or a related field (Master’s degree a plus)
3+ years of experience in portfolio analysis or investment management, with a strong preference for quantitative fixed-income experience.
Must have hands-on experience with Python, SQL and familiarity with BI/visualization tools (Dash, Power BI, Jupyter Notebooks).
Tenacious problem-solving abilities with a focus on efficiency and effectiveness.
Strong attention to detail and passion for learning.
Excellent communication skills and the ability to work collaboratively in a fast-paced environment.
Demonstrated interest in investments and a desire to delve into the intricacies of fixed-income markets.

Nice To Haves

Practical knowledge of machine learning and AI (including GPT-based models) and their applications in financial analysis.
Preferred experience with BlackRock’s Aladdin, Bloomberg, and Macrobond for data extraction, portfolio monitoring, and analytics.

Responsibilities

Design and implement quantitative methods and tools for portfolio construction, performance & attribution, and investment strategies in collaboration with Portfolio Managers, Traders, and Risk Managers.
Build and refine analytic models, develop robust data pipelines and interactive dashboards, leveraging advanced Python, SQL, Dash and Power BI to translate complex data sets into actionable insights.
Employ statistical techniques, machine learning algorithms, and GPT-based solutions to improve market analysis, develop investment strategies, and enhance decision-making processes.
Proactively identify opportunities to upgrade capabilities and stay at the forefront of fixed-income analytics. Monitor industry trends, market developments, and new analytical tools to maintain a competitive edge.
Oversee multiple projects simultaneously, ensuring timely delivery of high-quality results. Maintain meticulous attention to detail and effective communication throughout all stages of project execution.