Quantitative Associate

About the RoleThe Quantitative Associate reports to the Co-Director of the Applied Integrated Quant (Applied IQ) team and assists in providing quantitative support to fundamentally driven investment processes and portfolio management teams within the response to the ever-increasing complexity of capital markets and Loomis investment philosophy to a disciplined investment process the Applied IQ team has taken the initiative to build quantitative investment tools to support and enhance the firms fundamental research capabilities and portfolio management capabilities. The position requires knowledge of the various credit (and some equity) strategies managed at the firm and the underlying investment processes utilized to select stocks/issuers and build portfolios. The Quantitative Associate will act as a key liaison between the Applied IQ team and various fundamental investment product teams conducting research to support bottom-up and some top-down investment processes in a systematic/quantitative Associate will play a key role in early-stage model development and day-to-day operations which entails structuring the core components of the quantitative models building technology infrastructure to facilitate daily production designing various reporting tools for model risk management and performance position requires both strong quantitative/technical skills and effective written and oral communication skills. Although quantitative in nature this individual is also expected to have a pragmatic resourceful and strong problem-solving approach to help solve big picture challenges. The individual will work closely with the Applied IQ team as well as other investment teams across the the TeamThe Applied IQ team is a stand-alone team within Loomis Investment Management department that works consultatively and collaboratively with investment teams throughout the firm to provide support and enhance and refine investment processes. The team is based in Boston MA and is comprised of 9 individuals. Including the Head ofApplied IQ 2 Co-Directors and 6 Quantitative ResponsibilitiesPartner with investment teams to integrate quantitative tools into their investment processesImprove maintain run and distribute results of various credit valuation to the development of economic regime forecasts default risk forecasts risk premium forecast expected credit to backtesting relative value to various research projects in risk modelingWork with senior quantitative analysts to support their research effortsFollow newly published academic papers and industry trends to explore new product ideasMaintain code database and documentation for relevant production processesPractical approach to problem solving and ability to blend quantitative models with fundamental ideasQualifications & Education RequirementsDegree in Computer Science Data Science or Engineering. Graduate degree preferred.2 years of work experience in an analytical capacityHands-on programming skills along with a passion for investing in the financial markets. Proficiency with programming languages and statistical software (e.g. Python MATLAB SQL VBA Tableau)Experience with AI/Machine Learning algorithms and implementation is a ability to conduct data analysis - strong Data Science data visualization communication skillsSelf-driven highly accountable resourceful and independent thinker; ability to take initiative to conduct independent research with limited or no and entrepreneurial mindsetAbility to think outside the box and to approach quantitative problems from a unique perspectiveTeam orientation and the ability to build widespread credibility with a proactive and open-minded attitudeLoomis Sayles is committed to offering competitive and equitable compensation. The salary range for this position is $70000 - $100000 USD. Your starting salary will be based on your experience skills qualifications and local benchmarking. This position is also eligible for a discretionary annual incentive award which is based on individual and company addition to your compensation you will have access to a comprehensive benefits package designed to support your health well-being and financial Overview