Director of Quantitative AnalyticsAccounting/Finance - Other Job ID 2022-12389 Primary Location: Waltham, Massachusetts 09/23/2022
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FM Global is a leading property insurer of the world's largest businesses, providing more than one-third of FORTUNE 1000-size companies with engineering-based risk management and property insurance solutions. FM Global helps clients maintain continuity in their business operations by drawing upon state-of-the-art loss-prevention engineering and research; risk management skills and support services; tailored risk transfer capabilities; and superior financial strength. To do so, we rely on a dynamic, culturally diverse group of employees, working in more than 100 countries, in a variety of challenging roles
The director of quantitative analytics will work in a collaborative way with a diverse group within the investments team. The role will require working directly with senior members of the team including the CIO and will help in building the quantitative framework for a global diversified investment portfolio. The role requires significant experience in building quantitative analytics with an investments focus. A significant component of the job would involve writing code in Python and building systems to analyze markets, portfolios, performance/risk analytics, ESG analytics, and ad-hoc projects to help the investment team in making better decisions for the overall portfolio. This is a very exciting and intellectually challenging role for an expert who work would at the intersection of quantitative finance, investments, capital markets and technology.
Apply quantitative concepts to help in asset allocation, portfolio construction, risk calculation and management across the overall portfolio and individual assets classes.
Collaboratively work with the team on enhancing performance analytics and attributions for better reporting and understanding of portfolio returns.
Build out the risk attribution framework for explaining key risks in the portfolio as well as understanding historical and forward-looking sensitivities to key factors.
Identify areas within the investment process that can be improved with the right analytics framework and build it out, by collaboratively working with investment operations, accounting, and other support functions.
Incorporate best practices and techniques in time series analysis, statistical methods and develop/maintain an internal suite of analytics which would provide top-down and bottom-up quantitative tools for the investment team.
Incorporate analytics in strategic investment initiatives like ESG research, new ventures and collaboratively work with the corporate data analytics teams.
Attend webinars, lectures and conferences focusing on quantitative finance and leverage on our investment and software partners to improve the team’s overall abilities and toolsets.
Research top ideas from financial practitioners and academic journals and implement relevant ones to help the overall portfolio.
Perform other duties as assigned.
- 8+ year of investment experience, ideally as a portfolio manager, risk manager or quantitative researcher
- Four year college degree required, Graduate degree preferred
- Significant experience in programming, proficient in Python and databases
- Knowledge of BI tools, cloud infrastructure (like AWS) and experience in using/building application over the cloud would be preferred!
- Excellent analytical and problem-solving skills
- Experience with Bloomberg and/or FactSet required
- Keen interest in learning aspects of investment management and quantitative finance
- Strong work ethic, positive demeanor and great teammate, strong sense of ownership
We offer our employees a wide range of benefits including career long learning opportunities, tuition reimbursement, 401 (k), pension, flexible schedules, rich health and well-being programs, generous time off allowances, volunteer days and so much more!
FM Global is an Equal Opportunity Employer and is committed to attracting, developing and retaining a diverse workforce.
Please note that all FM Global visitors, including external candidates interviewing for open positions will be required to be vaccinated and should be prepared to provide proof of vaccination.
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