Principal Quantitative Engineer

• Develop and enhance quantitative models and tools to support the asset allocation process, utilizing statistical and econometric techniques.
• Contribute to the development and implementation of the quant library, supporting both existing and new models and analytics.
• Develop expertise in the LMI data ecosystem and create and automate data pipelines for portfolio and market data across public and private markets.
• Support existing applications/dashboards in production and actively contribute to the design and implementation of new ones.
• Collaborate with the Macro and Cross Asset Research team to conduct rigorous analysis of financial data, including historical market trends, macroeconomic indicators, and other relevant factors, to identify and exploit investment opportunities.
• Collaborate with the Quantitative Solutions team to research, evaluate, and implement advanced portfolio optimization techniques.
• Stay up to date with the latest industry trends, developments, and best practices, actively contributing to the continuous improvement of investment processes and methodologies.
• Collaborate with other team members on various quantitative research projects, fostering a culture of learning and innovation by sharing insights and contributing to the collective knowledge.
• Telecommuting permitted up to 60%.

Employer will accept a Master's degree (or foreign equivalent) in Mathematics, Statistics, Econometrics, Financial Engineering, or a related field and 5 years of experience in a Quantitative-related role.
Position requires 3 years of professional experience programming in Python with the ability to write efficient and robust code to process and analyze large financial datasets.

Position also requires demonstrable experience in the following:

• Key Python Libraries, including Pandas and NumPy.
• Using Version Control (Git).
• Structured Query Language (SQL) Skills with a demonstrated knowledge of market data platforms including Bloomberg, FactSet, Markit EDM, financial databases, and data manipulation techniques.
• Building quantitative models that leverage statistics, econometrics, and quantitative analysis.
• Optimization algorithms, including linear, quadratic, and mixed-integer programming
• Time-series data analysis of financial instruments
• Building and deploying machine learning models for financial datasets using pythonic libraries including Scikit-Learn, SciPy, and cvxpy.
• Demonstrating in-depth knowledge of financial markets, investment instruments, with experience in Fixed income, Equities or Alternatives.
• Demonstrated solid understanding of asset allocation; modern portfolio theory; factor-based models; portfolio construction; and multi-asset-class optimization.
• Telecommuting permitted up to 60%

REFER TO: To apply, please visit https://jobs.libertymutualgroup.com/, select “Search Jobs,” enter job requisition #2025-73244 in the “Job ID or Keywords” field, and submit resume. Alternatively, you may apply by submitting a resume via e-mail to RecruitLM@LibertyMutual.com. Reference requisition number in subject of e-mail.

Pay Philosophy: The typical starting salary range for this role is determined by a number of factors including skills, experience, education, certifications and location. The full salary range for this role reflects the competitive labor market value for all employees in these positions across the national market and provides an opportunity to progress as employees grow and develop within the role. Some roles at Liberty Mutual have a corresponding compensation plan which may include commission and/or bonus earnings at rates that vary based on multiple factors set forth in the compensation plan for the role. 

At Liberty Mutual, our goal is to create a workplace where everyone feels valued, supported, and can thrive. We build an environment that welcomes a wide range of perspectives and experiences, with inclusion embedded in every aspect of our culture and reflected in everyday interactions. This comes to life through comprehensive benefits, workplace flexibility, professional development opportunities, and a host of opportunities provided through our Employee Resource Groups. Each employee plays a role in creating our inclusive culture, which supports every individual to do their best work. Together, we cultivate a community where everyone can make a meaningful impact for our business, our customers, and the communities we serve.

We value your hard work, integrity and commitment to make things better, and we put people first by offering you benefits that support your life and well-being. To learn more about our benefit offerings please visit: https://LMI.co/Benefits  
  
Liberty Mutual is an equal opportunity employer. We will not tolerate discrimination on the basis of race, color, national origin, sex, sexual orientation, gender identity, religion, age, disability, veteran's status, pregnancy, genetic information or on any basis prohibited by federal, state or local law.  
  
Fair Chance Notices  

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