Developer/Quantitative Research Analyst
MFS Investment Management 36 reviews - Boston, MA

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Job Summary
MFS Investment Management is looking for a developer/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 should have a strong programming background as well as significant experience with portfolio construction techniques, simulation and optimization. The candidate will spend his/her time building and maintaining system applications that support investment decision-making, as well as conducting analysis related to portfolio construction.

Principle Responsibilities
  • Provide maintenance on existing proprietary trading and risk management systems
  • Design and build a platform for conducting research and backtesting models.
  • Design and build new systems for portfolio management and trade generation.
  • 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 your research coding and development, and present results to the rest of the Multi Asset Team.
  • Job Requirements
  • Masters degree in computer science, math, finance or other quantitative discipline,
  • 3-5 years development experience, ideally building systems and handling data from multiple different asset classes. Experience with VBA and Matlab or similar languages.
  • Well developed quantitative skills and knowledge of statistical methods. Multivariate Regression, Hypothesis Testing, Experimentation, Linear Algebra, Numerical Techniques.
  • 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...