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.

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

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

Benefits

• Medical, dental, and supplemental health plans
• Retirement Savings
• Paid Time Off
• Company-Provided Leave Benefits
• Life and Disability Insurance
• Work/Life and Wellness Resources
• Locally Relevant Perks and Programs