Associate Quantitative Derivative Portfolio Manager
2 days ago
Role: Associate Quantitative Derivative Portfolio Manager
Department: Investment Management
Team: Quantitative Portfolio Management
Location: Boston - Hybrid
Position: Full-Time (3+ days in office per week)
The Opportunity:
The Associate Quantitative Derivative Portfolio Manager will be supporting the management of derivative portfolios in one or more segments of the general or corporate investment accounts. This includes performing daily portfolio management activities, such as rebalancing risk and evaluating tactical relative-value tradeoffs, while also contributing to the research of alternative hedging strategies employing simulation and back-testing techniques. The Associate Quantitative Derivative Portfolio Manager will work closely with teams across Investment Management, Barings, and Enterprise Risk. Multiple opportunities available with a focus on Rate, Credit, or FX derivative management.
The Team:
The Quantitative Portfolio Management (QPM) team has primary focus in asset-liability management (ALM), product pricing, and the formulation and execution of quantitative strategies that enhance policyholder surplus and mitigate unwanted risks in the portfolio. The team oversees all derivative-related aspects of MassMutual’s portfolio management process, managing exposure to interest-rates, foreign exchange rates, credit spreads, volatility, and equity. A small and highly collaborative team, QPM works with other groups across Investment Management to manage MassMutual's product portfolios and the approximately $250 billion General Investment Account (GIA). In addition, this high-profile group works with our other internal stakeholders including product, actuarial, treasury, accounting, risk, compliance, and external partners, including our primary asset management subsidiary Barings and the major Wall Street derivative broker/dealer counterparties.
The Impact:
The Associate Quantitative Derivative Portfolio Manager will be accountable for the following:
- Support of daily portfolio management activities like review of current risk, recent activity, trade input, attribution, profit and loss, and lifecycle of portfolios
- Identify market opportunities, analyze alternative hedging strategies, and suggest transactions, to increase hedge effectiveness for portfolio management
- Develop bespoke simulation, back-testing and/or other research projects
- Collaborate with colleagues in other areas of MassMutual as needed – enterprise risk, corporate actuarial, finance and accounting, etc.
The Minimum Qualifications
- 5+ years of derivative market experience in at least one of the following: listed and OTC equity options, TRS, futures/forwards, CDX, interest rate swaps/swaptions, and cross-currency swaps
- Bachelors in Math, Financial Engineering, Computer Science or related field
The Ideal Qualifications
- 7+ years of derivative market experience
- Strong background/understanding of capital markets and financial instruments
- Strong quantitative expertise: statistics, mathematics, and computer science (python / SQL required)
- Ability to develop market views
- Deep knowledge of derivatives in all dimensions – risk, economics, tax, accounting
- Advanced quantitative degree (MFE, PhD)
- Strong understanding of portfolio management and ALM in a life insurance company
- Strong communication skills and ability to discuss technical topics to non-experts
What to Expect as Part of MassMutual and the Team
- Regular team meetings
- Focused one-on-one meetings with your manager
- Access to mentorship opportunities
- Networking opportunities including access to Asian, Hispanic/Latinx, African American, women, LGBTQIA+, veteran and disability-focused Business Resource Groups
- Access to learning content on Degreed and other informational platforms
- Your ethics and integrity will be valued by a company with a strong and stable ethical business with industry leading pay and benefits
#LI-FT1
MassMutual is an Equal Employment Opportunity employer Minority/Female/Sexual Orientation/Gender Identity/Individual with Disability/Protected Veteran. We welcome all persons to apply. Note: Veterans are welcome to apply, regardless of their discharge status.If you need an accommodation to complete the application process, please contact us and share the specifics of the assistance you need.
-
Equity Derivative Portfolio Manager
1 month ago
Boston, United States MassMutual Full timeRole: Equity Derivative Portfolio Manager Team: Quantitative Portfolio Management Department: Investment Management Employment Type: Full-Time Location: Boston, MA Hybrid (3+ days in office per week) The Opportunity TheEquity Derivative Portfolio Managerwill be responsible for managing equity derivative portfolios in one or more segments of the general...
-
Derivatives Quantitative Researcher
1 week ago
Boston, United States Selby Jennings Full timeDerivatives Quantitative Researcher (PHD) Selby Jennings Boston, United States Posted 8 days ago Hybrid Job Permanent USD200000 - USD250000 per year + Bonus I'm partnered with the Head of Quantitative Research at a premier systematic asset management firm in Boston in our search for a Senior Derivatives Quant Researcher to add to his team. The position...
-
Derivatives Quantitative Researcher
2 months ago
Boston, Massachusetts, United States Selby Jennings Full timeAn ideal candidate will possess the following qualifications > PHD in a quantitative discipline from an esteemed university > 5+ years of experience working on systematic derivative strategies at an asset management firm, hedge fund, or investment bank. > Proficiency in Python and ML (deep/reinforcement/casual learning)
-
Derivatives Quantitative Researcher
2 months ago
Boston, United States Selby Jennings Full timeAn ideal candidate will possess the following qualifications --> PHD in a quantitative discipline from an esteemed university --> 5+ years of experience working on systematic derivative strategies at an asset management firm, hedge fund, or investment bank. --> Proficiency in Python and ML (deep/reinforcement/casual learning)
-
Derivatives Quantitative Researcher
1 month ago
Boston, United States Selby Jennings Full timeAn ideal candidate will possess the following qualifications --> PHD in a quantitative discipline from an esteemed university --> 5+ years of experience working on systematic derivative strategies at an asset management firm, hedge fund, or investment bank. --> Proficiency in Python and ML (deep/reinforcement/casual learning)
-
Quantitative Investment Analyst
5 days ago
Boston, United States MassMutual Full timeRole: Quantitative Investment Analyst Department: Investment Management Team: Quantitative Portfolio Management Location: Boston - Hybrid Position: Full-Time (3+ days in office per week) The Opportunity: The Quantitative Investment Analyst will be supporting the management of derivative portfolios in one or more segments of the general or corporate...
-
Boston, United States Fidelity TalentSource LLC Full timeJob Description:Senior Quantitative Portfolio AnalystQuantitative Model Management Team, Strategic Advisers, LLCAt Fidelity, we are focused on making our financial expertise broadly accessible and effective in helping people live the financial lives they want\u2014 from the 23 million people investing their life savings, to the 20,000 businesses managing...
-
Boston, United States Fidelity TalentSource LLC Full timeJob Description:Senior Quantitative Portfolio AnalystQuantitative Model Management Team, Strategic Advisers, LLC At Fidelity, we are focused on making our financial expertise broadly accessible and effective in helping people live the financial lives they want\u2014 from the 23 million people investing their life savings, to the 20,000 businesses managing...
-
Quantitative Investment Analyst
2 days ago
Boston, United States MassMutual Full timeRole: Quantitative Investment AnalystDepartment: Investment ManagementTeam: Quantitative Portfolio ManagementLocation: Boston - HybridPosition: Full-Time (3+ days in office per week)The Opportunity:The Quantitative Investment Analyst will be supporting the management of derivative portfolios in one or more segments of the general or corporate investment...
-
Quantitative Investment Analyst
2 weeks ago
Boston, United States MassMutual Full timeRole: Quantitative Investment AnalystDepartment: Investment ManagementTeam: Quantitative Portfolio ManagementLocation: Boston - HybridPosition: Full-Time (3+ days in office per week)The Opportunity:The Quantitative Investment Analyst will be supporting the management of derivative portfolios in one or more segments of the general or corporate investment...
-
Quantitative Investment Analyst
2 weeks ago
Boston, United States MassMutual Full timeRole: Quantitative Investment Analyst Department: Investment Management Team: Quantitative Portfolio Management Location: Boston - Hybrid Position: Full-Time (3+ days in office per week) The Opportunity: The Quantitative Investment Analyst will be supporting the management of derivative portfolios in one or more segments of the general or corporate...
-
Quantitative Investment Analyst
2 weeks ago
BOSTON, United States MassMutual Full timep>Role: Quantitative Investment AnalystDepartment: Investment ManagementTeam: Quantitative Portfolio ManagementLocation: Boston - HybridPosition: Full-Time (3+ days in office per week)The Opportunity:The Quantitative Investment Analyst will be supporting the management of derivative portfolios in one or more segments of the general or corporate investment...
-
Quantitative Investment Analyst
2 weeks ago
Boston, United States MassMutual Full timeRole: Quantitative Investment AnalystDepartment: Investment ManagementTeam: Quantitative Portfolio ManagementLocation: Boston - HybridPosition: Full-Time (3+ days in office per week)The Opportunity:The Quantitative Investment Analyst will be supporting the management of derivative portfolios in one or more segments of the general or corporate investment...
-
Quantitative Investment Analyst
10 hours ago
Boston, United States MassMutual Full timeRole: Quantitative Investment Analyst Department: Investment Management Team: Quantitative Portfolio Management Location: Boston - Hybrid Position: Full-Time (3+ days in office per week) The Opportunity: The Quantitative Investment Analyst will be supporting the management of derivative portfolios in one or more segments of the general or corporate...
-
Boston, United States Fidelity Investments Full timeJob Description : Senior Quantitative Portfolio Analyst Quantitative Model Management Team, Strategic Advisers, LLC At Fidelity, we are focused on making our financial expertise broadly accessible and effective in helping people live the financial lives they want— from the 23 million people investing their life savings, to the 20,000...
-
Quantitative Investment Analyst
1 week ago
Boston, United States The Massachusetts Mutual Life Insurance Company Full timeThe Quantitative Investment Analyst will be supporting the management of derivative portfolios in one or more segments of the general or corporate investment accounts. This includes performing daily portfolio management activities, such as rebalancin Investment, Analyst, Quantitative, Computer Science, Accounting, Management, Banking, Insurance
-
Quantitative Analyst
5 days ago
Boston, United States Capstone Corporation Full timeOVERVIEW: We are looking for a Quantitative Analyst to join our Boston-based investment team. In this role, you will work closely with portfolio managers to develop and enhance technology infrastructures and quantitative processes for the team. RESPONSIBILITIES: Develop new quantitative tools and processes in the areas of data management, back-testing...
-
Quantitative Analyst
1 week ago
United States, Boston Capstone Investment Advisors Full timeOVERVIEW: We are looking for a Quantitative Analyst to join our Boston-based investment team. In this role, you will work closely with portfolio managers to develop and enhance technology infrastructures and quantitative processes for the team. RESPONSIBILITIES: Develop new quantitative tools and processes in the areas of data management,...
-
Boston, United States Analytic Recruiting Inc. Full timeTop Investment Manager in Boston -specializing in global multi-asset strategies is seeking a Quantitative Portfolio Construction Engineer with experience across all asset categories to join the Asset Management Quantitative Research team.Responsibilities:Research and Develop Asset Allocation and Portfolio Construction models (Cross Asset Momentum and Value...
-
Boston, United States Analytic Recruiting Inc. Full timeTop Investment Manager in Boston -specializing in global multi-asset strategies is seeking a Quantitative Portfolio Construction Engineer with experience across all asset categories to join the Asset Management Quantitative Research team.Responsibilities:Research and Develop Asset Allocation and Portfolio Construction models (Cross Asset Momentum and Value...