Quantitative Associate

Loomis Sayles is a performance-driven active asset management company that seeks to identify exceptional investment opportunities on behalf of institutional and retail clients worldwide. We believe active management fueled by proprietary, best-in-class research helps us achieve financial success for our clients. Founded in 1926, Loomis Sayles currently oversees approximately $310 billion in assets under management for global clients spanning more than 50 countries.  
 
We foster a culture of entrepreneurialism, where all employees are empowered and encouraged to develop themselves and their ideas. Our culture centers on our shared IDEALS, the core characteristics of who we aspire to be as employees and an organization. 
 

Loomis Sayles is committed to the continual improvement of our performance, processes and people. As part of this commitment, we are looking to hire an enthusiastic and passionate candidate, eager to contribute to our continued success through the following employment opportunity: 

• Partner with investment teams to integrate quantitative tools into their investment processes
• Improve, maintain, run and distribute results of various credit valuation models.
• Contribute to the development of economic regime forecasts, default risk forecasts, risk premium forecast, expected credit returns.
• Contribute to back testing relative value models.
• Contribute to various research projects in risk modeling
• Work with senior quantitative analysts to support their research efforts
• Follow newly published academic papers and industry trends to explore new product ideas
• Maintain code, database and documentation for relevant production processes
•  Practical approach to problem solving and ability to blend quantitative models with fundamental ideas

Qualifications & Education Requirements

• BS in Computer Science, Engineering, or degree in a quantitatively driven and technical field
• 1–2 years of work experience in related fields desirable but not required; but will strongly consider relevant  internship experience
• A broad knowledge on general capital markets theory and practice and knowledge of fixed income instruments helpful, but not required
•  Ability to understand and conduct research on fundamental investment approaches. 
• Strong technical, problem solving and programming skills are required. Strong command of Python, SQL, VBA, Excel required; MATLAB (desirable but not required)
• Excellent communication skills
• Self-driven, highly accountable, resourceful and independent thinker; ability to take initiative to conduct independent research with limited or no guidance.  
• Strong ability to effectively communicate quantitative topics and concepts in common language and ability to distill complex problems
• Curious and entrepreneurial mindset
• Ability to “think outside the box” and to approach quantitative problems from a unique perspective
• Team orientation and the ability to build widespread credibility with a proactive and open-minded attitude

Loomis Sayles Benefit Overview

EEOC and Diversity Statement  
 
Loomis Sayles is deeply committed to building a diverse and inclusive workforce in which talented individuals can realize their full potential and contribute to our growth and success. Please consider applying for this role even if your work history and skillset doesn’t completely match the job description. We believe creativity, tenacity and humility are as valuable as specific skills that can be practiced and perfected on the job.  
 
We are an Equal Opportunity Employer and do not discriminate against any employee or applicant for employment because of race, creed, color, gender, age, national origin, religion, sexual orientation, gender identity, status as a veteran, and basis of disability or any other federal, state or local protected class.