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.
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.
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.
Massachusetts Financial Services (aka MFS Investment Management) offers more than 50 mutual funds, as well as annuities, separately managed...