Quantitative Strategist, Risk Modeling & Research

Wellington Management is seeking an empirical risk modeling specialist to join their Risk and Analytics Research team. This role involves leading quantitative model development for multi-asset risk, conducting empirical research on asset dynamics, and serving as a subject matter expert. The position requires strong quantitative research skills, knowledge of statistical modeling, and the ability to collaborate with investment and technology teams.

• Lead multi-asset empirical risk modeling efforts
• Conduct empirical research on asset return dynamics and risk premia
• Partner with investors and risk professionals on model integration
• Develop and implement quantitative models for portfolio construction
• Strong quantitative background with finance and economics understanding
• Experience with Python, Java, SQL, and/or C++