Quantitative Analyst

Quantitative Analyst Position

Established nearly two centuries ago, FM is a leading mutual insurance company whose capital, scientific research capability and engineering expertise are solely dedicated to property risk management and the resilience of its policyholder-owners. These owners, who share the belief that the majority of property loss is preventable, represent many of the world's largest organizations, including one of every four Fortune 500 companies. They work with FM to better understand the hazards that can impact their business continuity to make cost-effective risk management decisions, combining property loss prevention with insurance protection.

This is a full time position, office-based, in Waltham, MA and Boston, MA. The Quantitative Analyst will work in a collaborative way with a diverse group within the investments team. The analyst will work directly with senior members of the team including the CIO and will help in building the quantitative framework for a global diversified investment portfolio. The analyst will have a front row seat and firsthand experience in help building a world class investment portfolio, process and team. A significant component of the job would involve writing code and building systems in Python to analyze markets, portfolios and ad-hoc projects to help the investment team in making better decisions for the overall portfolio. The analyst would eventually manage and be responsible for a significant part of the analytics framework that helps in managing the pool of investments.

Responsibilities include :

• Apply quantitative concepts to help in asset allocation, portfolio construction, risk calculation and management across the overall portfolio and individual assets classes
• Develop and maintain an internal suite of analytics which would provide top-down and bottom-up quantitative tools for the investment team
• Build, over time, expertise in analyzing financial time series data, related statistical methods and most recent advancements in this field
• Work closely with investment operations, accounting and other support functions in a collaborative way
• Build, maintain and produce several periodical reports and screeners across different markets and asset classes
• Attend webinars, lectures and conferences focusing on quantitative finance and leverage on our investment and software partners to improve the team's overall skillsets and toolsets
• Research top ideas from financial practitioners and academic journals and implement relevant ones to help the overall portfolio

Qualifications :

The hiring range for this position is $103,040 to $148,100 annually. The final salary offer will vary based on individual education, skills, and experience. The position is eligible to participate in FM's comprehensive Total Rewards program that includes an incentive plan, generous health and well-being programs, a 401(k) and pension plan, career development opportunities, tuition reimbursement, flexible work, time off allowances and much more. FM is an Equal Opportunity Employer and is committed to attracting, developing, and retaining a diverse workforce.