Quantitative Solutions

Company

Liberty Mutual Investments (LMI) is the investment firm for Liberty Mutual Group. With deep expertise in fixed income, equity, and alternative strategies, LMI invests more than $100B of long‑term capital globally, and has a team of nearly 300 investment, finance, and operations professionals located in Boston, MA, and New York, NY. LMI’s purpose is to drive economic growth, build enduring businesses side‑by‑side with partners, and generate superior risk‑adjusted returns to secure Liberty’s promises.

LMI offers the look and feel of a boutique firm with the reputation and financial strength of a global leader, focusing on public and private investments across diverse asset classes.

The Quantitative Solutions team, part of the Global Strategy & Capital Allocation business unit, seeks a highly motivated, entrepreneurial individual. The role focuses on building and advancing the team's quantitative modeling and research capabilities across public and private asset classes, working at the intersection of top‑down asset allocation and bottom‑up mandate execution. This research‑oriented role suits someone with intellectual curiosity, strong quantitative foundations, and comfort working with diverse, often incomplete data.

• Develop new and maintain existing quantitative models and analytical tools that support asset allocation and portfolio construction decisions under insurance, regulatory, and rating agency constraints.
• Produce scenario analysis, stress testing, and portfolio analytics to inform long‑term, annual, and tactical allocation decisions.
• Contribute to the enhancements of existing and new quantitative models for public and private asset classes, including private equity, private credit, real assets, and infrastructure.
• Develop analytics to monitor asset allocation execution through internal mandates.
• Support development and integration of commitment pacing, cash flow, and NAV forecasting models that integrate private markets into total portfolio construction and glide‑path allocation modeling.
• Source, evaluate, and integrate private markets data from providers such as Pitch Book, Preqin, and Burgiss, building clean and reliable data pipelines and analytics.
• Participate in GSCA cross‑team research projects across portfolio strategy and total portfolio management, contributing to the team’s knowledge base and decision‑making process.
• Partner with LMI Investment Business Units to institutionalize analytics and data.

• Master’s degree in Financial Engineering, Statistics, Mathematics, Economics, Operations Research, or related field and 2+ years of experience in a quantitative research or related role.
• Working knowledge of fixed income assets, public equities, and private markets, with exposure to private asset classes such as private credit, real assets, infrastructure, or private equity.
• Strong applied quantitative skills, including simulation techniques, statistical modeling, time series analysis, and optimization; ability to build and maintain production‑ready research tools.
• Demonstrated knowledge of private asset classes, including understanding of fund structures, cash flow mechanics, performance metrics (IRR, MOIC, DPI, TVPI), and challenges of working with private markets data.
• Understanding of how private assets integrate into a total portfolio context, including illiquidity, commitment pacing, vintage diversification, and portfolio‑level risk and return.
• Advanced programming and data skills in Python and SQL, experience with version control (Git), and comfort working with large, messy, and non‑standardized datasets typical of private markets.

Typical starting salary range for this role is determined by skills, experience, education, certifications, and location. The full salary range reflects competitive labor market value and provides opportunities for progression. Some roles at Liberty Mutual may include commission and/or bonus earnings.

Liberty Mutual offers comprehensive benefits, workplace flexibility, professional development opportunities, and employee resource groups to support inclusion and well‑being.

Liberty Mutual is an equal opportunity employer. We will not tolerate discrimination on the basis of race, color, national origin, sex, sexual orientation, gender identity, religion, age, disability, veteran’s status, pregnancy, genetic information or on any basis prohibited by federal, state or local law.

• California
• Los Angeles Incorporated
• Los Angeles Unincorporated
• Philadelphia
• San Francisco