Job: Quantitative Analyst, Asset Allocation

The Company

Wellington Management Company, llp is one of the largest investment management firms. The company is headquartered in Boston with ten affiliate offices in the United States and around the world.  With approximately $575 billion in assets under management, Wellington Management Company, llp manages US, international and global equity, fixed income and multi-asset portfolios for institutional clients and mutual fund sponsors in 43 countries. 

The Position

Wellington Management Company has an opening for a Quantitative Analyst within the Asset Allocation Group.  The individual would build quantitative models to support asset class rotation decisions.  Depending on the level of the individual, the person may also manage multi-asset portfolios.

Responsibilities

As a result of increased assets under management and a growing number of products, the group is looking to add an Asset Allocation Quantitative Analyst.  This person will support the management of multi-asset class portfolios and will support the team’s asset class research.
 

The specific responsibilities of this Quantitative Analyst role include:

   ·       Building quantitative models to support or drive asset class rotation decisions between equities, bonds, and commodities.

   ·       Building quantitative models to support or drive sub-asset class rotation decisions within each asset class.  Specifically, timing decisions between equity sectors and countries, fixed income sectors and countries, and commodity sectors.

   ·       Taking a lead role in the design and development of a backtesting and modeling platform.

Qualifications

A successful candidate should have:

   ·       At least 5 years of quantitative portfolio management and/or research experience.  Strong technical skills, including programming languages.

   ·       High degree of comfort with optimizers and risk models, such as BARRA, quantitative portfolio concepts, and quantitative equity valuation models. 

   ·       Strong interpersonal and communication skills to interact effectively with other team members

   ·         Flexibility and the ability to think creatively

   ·         Bachelors and/or masters degree and a CFA designation would be preferable.

Contact Information

Interested applicants should send their cover letter and resume to: mepower@wellington.com