| WELLINGTON MANAGEMENT |
Wellington Management offers comprehensive investment management capabilities that span nearly all segments of the global capital markets. Our investment solutions, tailored to the unique return and risk objectives of institutional clients in more than 50 countries, draw on a robust body of proprietary research and a collaborative culture that encourages independent thought and healthy debate. As a private partnership, we believe our ownership structure fosters a long-term view that aligns our perspectives with those of our clients.
Wellington Management Company, LLP is seeking a Fixed Income Quantitative Research Analyst to join the Fixed Income Risk Analytics group. The primary responsibility for the position will be to work as a research analyst building Wellington's internal fixed income risk models and stress testing capabilities. The position entails conducting research and implementation of algorithms to estimate econometric models for risk and return dynamics and building relationships with Wellington investors to facilitate their use of quantitative models in portfolio construction and risk mitigation.
Success in this role requires the ability to conduct rigorous quantitative research into return dynamics for a variety of asset classes, work with internal IT support to build a data infrastructure to manage a production process for risk estimation, and building relationships with investors to integrate quantitative models into their investment process.
The ideal candidate will have both a strong quantitative background coupled with an understanding of finance/economics.
- Advanced degree in finance, econometrics, quantitative field (math, statistics, physics, electrical engineering, operations research)
- Strong understanding of statistics and asset pricing theory
- Java programming skills ideal, a background or familiarity with other languages would be a plus -- C++, Python, SQL
- Experience with one of the following fields
- Ex ante risk modeling and measurement
- OAS modeling for corporate bonds and CDS modeling
- Rates of FX derivatives modeling
- Structured finance modeling
The ability to work independently and within a team environment and good communication skills are critical as the successful candidate will individually manage projects and will also interact closely with investment teams, product management and business professionals.
Fixed Income Quantitative Strategist
Investment Management (IM)
As an equal opportunity employer, Wellington Management considers all qualified applicants will receive consideration for employment without regard to race, color, sex, sexual orientation, gender identity, religion, national origin, age, ancestry, disability, citizenship, marital status, veteran status, genetic information or any other characteristic protected by law. If you are a candidate with a disability, or are assisting a candidate with a disability, and require an accommodation to apply for one of our jobs, please email us at Wellington@icareerhelp.com .