Quantitative Strategist, Mortgage-Backed Securities (MBS)

About the role

Wellington Management offers comprehensive investment management capabilities that span nearly all segments of the global capital markets. Our investment solutions, tailored to the unique return and risk objectives of institutional clients in more than 60 countries, draw on a robust body of proprietary research and a collaborative culture that encourages independent thought and healthy debate. As a private partnership, we believe our ownership structure fosters a long-term view that aligns our perspectives with those of our clients. THE POSITION Wellington is seeking a quantitative risk-neutral valuation specialist in fixed income, MBS, and structured products modeling to join the Risk and Analytics Research team within Wellington Investment Risk. The team is responsible for investment analytics and risk modeling, partnering closely with investors and risk professionals to embed analytics and models into investment decision workflows, and working with technology teams to deliver scalable, enterprise-level solutions. The Quantitative Strategist will develop models for fixed income, agency MBS, and structured product instruments; conduct empirical research on security valuation and risk premia; and serve as a subject matter expert on risk-neutral valuation for investors, product management, and the Investment Risk team. The strategist will work closely with Wellington investors to facilitate the use of quantitative models in investment decisions and portfolio construction. This is a high-impact, high-leverage role with broad responsibilities spanning quantitative research, investment analytics, investor engagement, and production implementation. Success in this role requires rigorous quantitative research skills, deep knowledge of risk-neutral valuation, mortgage modeling, and derivatives valuation, as well as the ability to partner with technology teams to build scalable production infrastructure for security analytics. The successful candidate will also enjoy collaborating directly with investors and integrating quantitative models into real-world investment processes. The candidate should be able to work independently and thrive in a team-oriented environment. Strong communication skills are essential, as the role involves leading research initiatives while interacting closely with investment teams, product management, risk professionals, and technology partners.