Tactical Asset Allocation Analyst
MFS Investment Management 36 reviews - Boston, MA

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Job Summary
MFS Investment Management is looking for a quantitative research analyst to join a team of portfolio managers and other quantitative research analysts within the area of multi-asset investment. The multi-asset team uses quantitative models to manage a variety of global tactical, absolute return and commodity-related investment strategies. The candidate would spend the majority of his/her time conducting research related to alpha generation, portfolio construction and risk management.

Principle Responsibilities
  • Conduct independent quantitative research to identify potential sources of alpha within and across stock, bond, currency, and commodity markets.
  • Develop trading and investment strategies to capture different alpha sources. Backtest the performance of these strategies, test for robustness, and compare to our existing alpha strategies.
  • Conduct research related to variable selection, factor construction, factor timing/weighting.
  • Analyze and implement a variety of portfolio construction techniques using optimization and simulation analysis in order to determine optimal methods of portfolio construction factor allocation and risk budgeting.
  • Document research, and present results to the rest of the Multi Asset Team.

  • Job Requirements
  • Candidate with a CFA, MBA or Masters or higher in finance or statistics/mathematics or related area.
  • At least 3-5 years of experience in a tactical asset allocation research role or other role building macro level alpha models for stock, bond, currency, or commodity markets.
  • Well-developed quantitative skills and knowledge of statistical methods. Multivariate Regression, Hypothesis Testing, Experimentation, Linear Algebra, Numerical Techniques.
  • Significant experience with Portfolio theory and portfolio construction techniques, simulation and optimization.
  • Understanding of derivative trading strategies.
  • Excellent communication skills, a strong work ethic, and the ability to work in a team environment.

  • About this company
    36 reviews
    Massachusetts Financial Services (aka MFS Investment Management) offers more than 50 mutual funds, as well as annuities, separately managed...