Overview
On Site
Full Time
Skills
Mergers and Acquisitions
Reporting
Data Staging
Market Risk
Partnership
Portfolio Management
Quantitative Research
FOCUS
Research
Research and Development
BMC Remedy
Collaboration
Investments
Actuarial Science
Risk Management
Workflow
Cash Flow
Testing
Data Cleansing
Financial Statements
Mentorship
Investment Management
Application Lifecycle Management
Securities
Python
VBA
SQL
Computer Science
Mathematics
Control Flow Analysis
FSA
ASA
Fixed Income
Derivatives
Life Insurance
Management
Modeling
Writing
Acceptance Testing
Agile
Finance
Communication
Expect
Analytics
Computer Networking
Job Details
Fixed Income Investment Analyst
Quantitative Research & Development Team, Investment Management
Full-Time
Boston, MA or Springfield, MA
The Opportunity
As an Investment Analyst, you will be part of a team responsible for investment data curation and analytics reporting for MassMutual's general investment account (GIA). In this role you will perform asset curation and data staging for the Market Risk system while continuously improving existing processes. This will require partnership with IT professionals, communication with asset managers, and collaboration with internal stakeholders within Investment Management's portfolio management teams. Your work will inform MassMutual's hedging strategies and influence MassMutual's financial performance.
The Team
This position will be part of the Quantitative Research and Development (R&D) team within Investment Management. The team has a primary focus and responsibility for researching new ideas and strategies and for developing underlying technologies and analytics across MassMutual's hedging programs. As part of R&D, you will have numerous opportunities to learn, develop, and apply new skills using the latest technologies within a continuously evolving business and market landscape. Our collaborative environment and inclusive culture will encourage you to contribute ideas and participate in a wide range of initiatives across the department.
The Impact
The Minimum Qualifications
The Ideal Qualifications
What to Expect as Part of MassMutual and the Team
#LI-FT1
MassMutual is an equal employment opportunity employer. We welcome all persons to apply.
If you need an accommodation to complete the application process, please contact us and share the specifics of the assistance you need.
Quantitative Research & Development Team, Investment Management
Full-Time
Boston, MA or Springfield, MA
The Opportunity
As an Investment Analyst, you will be part of a team responsible for investment data curation and analytics reporting for MassMutual's general investment account (GIA). In this role you will perform asset curation and data staging for the Market Risk system while continuously improving existing processes. This will require partnership with IT professionals, communication with asset managers, and collaboration with internal stakeholders within Investment Management's portfolio management teams. Your work will inform MassMutual's hedging strategies and influence MassMutual's financial performance.
The Team
This position will be part of the Quantitative Research and Development (R&D) team within Investment Management. The team has a primary focus and responsibility for researching new ideas and strategies and for developing underlying technologies and analytics across MassMutual's hedging programs. As part of R&D, you will have numerous opportunities to learn, develop, and apply new skills using the latest technologies within a continuously evolving business and market landscape. Our collaborative environment and inclusive culture will encourage you to contribute ideas and participate in a wide range of initiatives across the department.
The Impact
- Perform fixed income asset data curation and staging process for MassMutual's general investment account asset models, influencing portfolio hedging
- Validate accuracy of asset analytics, such as spread, yield and duration, and remedy any identified data issues
- Collaborate with asset managers to implement a modeling approach for new fixed income investments
- Communicate the monthly model results to internal stakeholders in Investment Management, Corporate Actuarial, Enterprise Risk Management and CFO
- Continuously improving the new data curation system, by defining new requirements and performing user acceptance testing
- Automate existing curation workflows to reduce manual touchpoints, increasing efficiency and accuracy
- Contribute to regular Cash Flow Testing exercise through data cleaning and curation
- Demonstrate GIA asset model completeness through data traceability and reconciliation to financial statements
- Guide and mentor junior team members as a subject matter expert of the data curation system and methodologies
The Minimum Qualifications
- Bachelor's degree in computer science, engineering, math or related degree
- 7+ years relevant work experience in investment management, ALM, or asset modeling
- 5+ years of fixed income securities experience
- 3+ years of programming experience in a language such as Python, VBA, or SQL
The Ideal Qualifications
- Master's degree in computer science, engineering, math or related degree or certification (CFA, FSA, ASA)
- Expertise in fixed income, structured, and derivative instruments used for life insurance company asset and liability management
- Strong modeling and technical skillset
- Comfortable working with large datasets
- Intellectual curiosity to explore new technology and find alternative solutions
- Experience writing requirements, bug reports, and performing user acceptance testing as part of an agile software development cycle
- Ability to prioritize multiple projects simultaneously
- Demonstrated knowledge of financial greeks
- Clear and concise written and verbal communication skills
What to Expect as Part of MassMutual and the Team
- Regular meetings with the Quantitative Credit Analytics Team
- Focused one-on-one meetings with your manager
- Networking opportunities including access to Asian, Hispanic/Latinx, African American, women, LGBTQIA+, veteran and disability-focused Business Resource Groups
- Access to learning content on Degreed and other informational platforms
- Your ethics and integrity will be valued by a company with a strong and stable ethical business with industry leading pay and benefits
#LI-FT1
MassMutual is an equal employment opportunity employer. We welcome all persons to apply.
If you need an accommodation to complete the application process, please contact us and share the specifics of the assistance you need.
Employers have access to artificial intelligence language tools (“AI”) that help generate and enhance job descriptions and AI may have been used to create this description. The position description has been reviewed for accuracy and Dice believes it to correctly reflect the job opportunity.