Principal Quantitative Engineer, Investments Technology - Now Hiring

Liberty Mutual Investments manages Liberty Mutual Insurance Group's global financial assets across global and private domains, to create capital and generate income. With over $80 billion in AUM and staffed with 270 investment, finance and operations professionals located in Boston, MA., Liberty Mutual Investments offers the best of both worlds; the look and feel of a boutique investment firm, and the reputation and financial strength of a Fortune 100 company.  This role supports Strategy and Asset Allocation (SAA).  SAA is the nerve center of Liberty Mutual Investments (LMI), accountable for helping the Chief Investment Officer (CIO) set a portfolio strategy and asset allocation that delivers on LMI’s total return goals in service of its Liberty Mutual Insurance Group (LMIG) partners.

Under general direction, acts as a technical expert who consultants on highly complex projects. Responsible for crafting and developing complex applications, integration of disparate data sources, modeling frameworks, forecasting tools, and analytical infrastructure that supports investment decision making, risk reporting, trading, and portfolio management. Designs, develops, and supports business processes and software from general requirements and specifications. Analyzes complex system problems. Devises or modifies procedures to solve technical problems. Leads and directs the work of team members. May mentor junior team members.

Note:  The offered job title and grade will be determined by the candidate's skills and experiences.

Responsibilities

Applies complex analytical and quantitative modeling techniques to support the investment research process. Leads the implementation of a complex research project through close collaboration with a business partner through the entire lifecycle. Approaches research solution design with an architectural attitude that emphasizes transparency, maintainability and extensibility. Develops complex models, strategies and analytics tools used to drive trading decisions and develops valuation and risk models and tools for a variety of asset classes. Monitors and analyze the effectiveness of valuation and risk models and enacts new developments as needed. Collaborates with traders, quantitative analysts, risk modelers, and solutions engineers. Ability to operate within a matrixed environment and influence senior leadership to achieve results.

Qualifications

• Bachelor's or Master's degree in mathematical finance, mathematics, physics, statistics, engineering, computer science, informatics or similar quantitative area
• 5 to 8 years of experience working with analytical models and partnering with investment professionals
• Strong understanding of advanced quantitative finance techniques and methods, statistics and econometrics including probability, linear regression and time series data analysis
• Strong oral and written communication skills; presentation skills, proficient in negotiation, facilitation and consensus building skills
• Highly proficient in new and emerging technologies, Full Stack development knowledge and technical programming skills using Python, Matlab, R, C#, Java, SQL, AWS (Snowflake a plus)
• Demonstrated ability to work effectively with business and technical partners, to build trust, and to interact successfully with peers and superiors
• Strong ability to translate business needs into requirements and to interpret effectively for technical partners
• CFA (or progress toward) a plus

At Liberty Mutual, our purpose is to help people embrace today and confidently pursue tomorrow. That’s why we provide an environment focused on openness, inclusion, trust and respect. Here, you’ll discover our expansive range of roles, and a workplace where we aim to help turn your passion into a rewarding profession.   

Liberty Mutual has proudly been recognized as a “Great Place to Work” by Great Place to Work® US for the past several years. We were also selected as one of the “100 Best Places to Work in IT” on IDG’s Insider Pro and Computerworld’s 2020 list. For many years running, we have been named by Forbes as one of America’s Best Employers for Women and one of America’s Best Employers for New Graduates—as well as one of America’s Best Employers for Diversity. To learn more about our commitment to diversity and inclusion please visit:  

We value your hard work, integrity and commitment to make things better, and we put people first by offering you benefits that support your life and well-being. To learn more about our benefit offerings please visit:   

Liberty Mutual is an equal opportunity employer. We will not tolerate discrimination on the basis of race, color, national origin, sex, sexual orientation, gender identity, religion, age, disability, veteran’s status, pregnancy, genetic information or on any basis prohibited by federal, state or local law.