About this role
Quantitative Strategist, Mortgage-Backed Securities (MBS) at Wellington. Location: Boston, Massachusetts, United States. Role: developing models, conducting research, engaging investors Requirements: 5–15 years fixed income and mortgage modeling experience; strong asset pricing and risk-neutral valuation skills; advanced degree in a quantitative discipline preferred; experience with Python, Java, SQL, or C++; familiarity with Yield Book, Bloomberg OAS, and eMBS a plus. Category: Research and Development (R&D) Seniority: Senior Level Tools: Python, Java, SQL, C++, Yield Book, Bloomberg OAS models, eMBS dataset Certifications: cfa, caia Commitment: Full Time Workplace: Hybrid Languages: English