Quantitative Analyst

Loomis Sayles Boston , MA 02298

Posted 6 days ago

The Quantitative Research and Risk Analysis (QRRA) group is an integral part of the investment process at Loomis Sayles. The group provides quantitative tools and analysis across four dimensions:

Risk Awareness, Relative Value, Portfolio Construction and Product & Process. Reporting to and working closely with the Associate Director of Quantitative Research, the quantitative analyst should bring a strong background in quantitative and fundamental research in order to gain immediate credibility with the portfolio management teams. Primary Responsibilities:
Ability to engage fundamental investors with the goal of stimulating productive investment strategies based on systematic fundamental research and behavioral insights.Partner with key analysts/strategists to develop quantitative tools/models to support Corporate Credit investing.Own, maintain and enhance tools for Fixed Income portfolio construction and risk management

Participate in developing investment strategies, working closely with the Fixed Income investment and business development teams.Review relevant financial and accounting journals for new investment approaches.Publish white papers to support Fixed Income investment strategies.

Qualifications

An MS or a PhD in a quantitative field, with at least 5 years of investment experience in a quantitative equity/credit role.Experience in investing in Fixed Income markets; preferably the Corporate Credit market.Understanding of financial analysis necessary to support Credit investing.Experience using datasets from vendors like Capital IQ, Factset, Bloomberg and Barra a plus.Strong programming skills demonstrated through successful design, construction and delivery of models. Preferred tools include Python and Matlab.Strong verbal and written communication skills.Confident - able to take a stand, debate a position.Action-oriented - focused on conducting research that leads to actionable outcomes

Strong intellectual capacity and curiosity.Loomis Sayles Benefit Overview

We are an Equal Opportunity Employer and do not discriminate against any employee or applicant for employment because of race, color, sex, age, national origin, religion, sexual orientation, gender identity, status as a veteran, and basis of disability or any other federal, state or local protected class.



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Quantitative Analyst

Loomis Sayles