Senior Quantitative Analyst, Quantitative & Risk Analytics

About the role

Our Quantitative and Risk Analytics group is hiring a Senior Quantitative Analyst to report to the Investment Director of Quantitative and Risk Analytics. The team supports portfolio analytics, simulation-based frameworks, strategic asset allocation, and quantitative research for portfolio managers and investment research teams across asset classes. This role blends quantitative analysis, applied financial modeling, data & model operations, and software development.

Key responsibilities

• Serve as a primary quantitative partner for Portfolio Management and Investment Research—triaging and resolving analytical questions with speed, rigor, and clear communication.
• Maintain, validate, and enhance portfolio and risk analytics (risk decomposition, factor exposures, scenario/stress testing, attribution, and forecasting) used in investment decision-making.
• Analyze portfolio, risk, and market data to identify drivers of performance and risk; interpret results and communicate actionable insights, assumptions, and limitations to portfolio managers and research stakeholders.
• Own and maintain critical data pipelines and data-quality control processes that enable accurate portfolio analysis and quantitative modeling (holdings, exposures, market/fundamental data, reference data). Implement daily, weekly, and monthly data-quality checks, reconciliation, and exception management.
• Design and implement quantitative analytics in Python and SQL—ranging from exploratory analysis and model development to reusable libraries and automated production workflows—that improve insight, reliability, and efficiency.
• Support recurring deliverables such as quarterly investment analysis and reporting, ensuring analytical accuracy, reproducibility, and clear linkage between data, models, and conclusions.
• Contribute to quant research projects, including the annual Strategic Asset Allocation process: data preparation, simulation and backtesting, scenario analysis, and presentation of results.
• Evaluate and integrate AI-enabled capabilities to enhance analytical workflows, with appropriate controls, validation, documentation, and adherence to compliance and data privacy requirements.
• Maintain strong operational documentation, version control, and operational readiness for quantitative models and the supporting analytics software stack.

Qualifications

• Bachelor's degree in a quantitative discipline (finance, economics, mathematics, statistics, engineering, computer science, or related field).
• 6–8 years of relevant experience in investment analytics, quantitative research, risk, portfolio analytics, or a closely related role.
• Strong programming skills in Python and demonstrated ability to translate analysis into production-quality code.
• Strong data skills, including SQL and experience working with large, real-world datasets; ability to build repeatable, well-controlled analytical workflows.
• Strong Excel skills, including experience with complex workbooks and VBA, for analysis, prototyping, and interaction with existing tools and workflows.
• Demonstrated ability to reason quantitatively about financial data, critically assess model outputs, and explain results, assumptions, and limitations clearly.
• Working knowledge of multi-asset investing and risk concepts (e.g., duration and curve risk, equity and credit risk drivers, diversification, scenario analysis).
• Comfort with modern software engineering practices, including Git-based version control, testing, and clear documentation.
• Excellent attention to detail, strong ownership mindset, and the ability to manage multiple priorities in a deadline-driven environment.
• Strong written and verbal communication skills; ability to engage effectively with non-technical stakeholders.
• Ability to work in the United States without sponsorship. We are unable to provide visa sponsorship/transfer for this position, now or in the future.

Preferred qualifications

• Experience with investment and market data platforms such as FactSet and Bloomberg; familiarity with portfolio accounting and holdings data is a plus.
• Experience with cloud or modern analytics tooling (e.g., AWS, Azure, Snowflake).
• Experience building analytical dashboards or reporting layers (e.g., Tableau, Power BI, or Python-based visualization applications).
• Exposure to quantitative or statistical modeling techniques used in portfolio analytics, forecasting, or risk analysis; ability to understand, maintain, and explain existing analytical models.
• Experience using LLM-based tools to support research or development workflows, with an understanding of model risk and responsible AI practices.
• Progress toward or completion of CFA or FRM is a plus.

Pay & benefits

• Annual salary range: $160,000 - $185,000, depending on location and level of relevant experience, plus bonus.
• 401(k) plan with a generous match and recognition rewards.
• Comprehensive benefits package including competitive healthcare options, insurance, and disability benefits.
• Employee stock investment program.
• Learning resources, career development programs, and reimbursement for certain education expenses.
• Paid time off (vacation / holidays / sick / leave / parental & caregiving leave / bereavement / volunteering / floating holidays).
• Wellbeing program.

Schedule & location

Hiring Location Options: Greater Boston Area (Lincoln, MA) or New York City. Hybrid schedule: work onsite 3 days per week.