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Senior Quant Strategist: Multi-Asset Risk Modeling
Job in
Boston, Suffolk County, Massachusetts, 02298, USA
Listed on 2026-09-07
Listing for:
Wellington Management Company
Full Time
position Listed on 2026-09-07
Job specializations:
-
Finance & Banking
Data Scientist
Job Description & How to Apply Below
Wellington Management seeks a multi-asset empirical risk modeling specialist to join the Risk and Analytics Research team within Wellington Investment Risk.
The Quantitative Strategist will lead modeling for Wellington’s proprietary multi-asset risk model across equity, fixed income, FX, commodities and derivatives, conducting empirical research and collaborating with risk professionals to integrate models into portfolio construction and risk management.
#J-18808-LjbffrPosition Requirements
10+ Years
work experience
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