Quantitative Researcher

1 Financial Center, Boston, MA 02111, USA

Req #30Thursday, February 22, 2024Loomis 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.

I

NCLUSIVE & DIVERSE

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D

EDICATED TO TEAMWORK

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E

XCELLENT

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A

CCOUNTABLE

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L

EADERS

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S

OLUTION-ORIENTEDLoomis 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:About the RoleYou will play a key role in uncovering alpha opportunities across asset classes, leveraging your expertise in machine learning, optimization, and other innovative advanced data-driven techniques. This is a full time role based out of our Boston office. The candidate will be required to follow the firm’s rule on Work from Office (3 days).About the TeamLoomis Sayles' Systematic Investing Strategies (SIS) team seeks a talented and passionate Quantitative Researcher to join our dynamic group. We are a highly collaborative, data-driven, intellectually rigorous team responsible for coming up with investment strategies, programming those hypothesis into signals, simulating a back-test of the signals, and producing alpha, risk and trading cost forecasts based on the signals to drive trading decisions. We maintain a friendly, team-oriented environment and place a high value on professionalism, attitude and entrepreneurship.Job ResponsibilitiesCraft innovative strategies using advanced mathematical techniques, primarily in derivatives markets (futures, forwards, CDX, swaps)Perform exploratory data analysis on structured and unstructured data to identify alpha drivers and build robust signalsPerforming ad-hoc exploratory statistical analysis across multiple large complex data setsExplore and integrate text data into your research to drive alpha generationApply machine learning techniques (deep, reinforcement, causal) to build and refine monetization systems for trading signalsAttend industry events and conferences to stay ahead of the curve and gain local market insights. Contribute to the growth of the Multi-Asset Alpha signal generation teamDevelop and maintain client marketing materials, effectively communicating complex concepts to diverse audiencesQualifications & Education RequirementsPhD in a relevant field (Physics, Math, Engineering, Chemistry, Statistics) Candidates with 2-5 years of buy-side or sell side experience from top-tier universities preferredTechnical expertise: Proficiency in machine learning (deep/reinforcement/causal),linear and non-linear optimization,and Bayesian statisticsProgramming: Strong analytical programming skills,with a preference for MATLAB and PythonPersonal qualities: Highly motivated,detail-oriented,and able to collaborate and communicate effectively across different levelsData-driven mindset: Prior experience in a data-driven analytical research environment is a plusEEOC and Diversity S

tatementLoomis 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 vete

ran, and basis of disability or

any other federal,

state

or local protected class.1 Financial Center, Boston, MA 02111, USA

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