MassMutual
1 day ago Be among the first 25 applicants
The Opportunity As a strategist, you’ll be responsible for providing quantitative investment insights on MassMutual’s private credit investments, leveraging both third‑party tools and proprietary models. The role will grow over time in shaping MassMutual’s investment allocation, product pricing, and ALM.
Credit Research & Advanced Analytics New York, NY or Boston, MA
The Team The immediate team is composed of quantitative developers and strategists with a proclivity for solving both technical and business problems. The team is part of the larger R&D group within Investment Management overseeing the General Investment Account. It is very hands‑on and proactive about engaging new ideas and challenges.
The Impact You’ll provide analytical and investment insights on the private credit book and other illiquid assets to influence portfolio managers’ allocation decisions. You will drive value‑add thought leadership to asset allocators and corporate stakeholders on quantitative credit and high‑impact projects, enhancing and protecting net investment income. Collaborate closely with portfolio managers on deals, offering a quantitative view on risk and due diligence. Develop statistical models for risk assessment and asset performance forecasting, leverage alternative data for investment insights, quantify cash‑flow uncertainty on deals, develop a security master for private assets, and estimate spread duration and the embedded options value on deals.
The Minimum Qualifications
10+ years working in financial services as a strategist, portfolio manager, or risk manager
Bachelor’s degree in a technical field
Deep knowledge of the private credit markets, including middle‑market loans, portfolio funding, real estate, and ABS
Experience working on private market deals as a stakeholder
Capability in developing and applying statistical and econometric models
Experience with working with imbalanced data
Knowledge of accounting and regulatory regimes
Excellent communication skills explaining complicated quantitative concepts to non‑technical stakeholders and influencing portfolio managers
Experience in providing requirements to developers and managing projects from development to production
Python scripting proficiency and data‑visualization skills
The Ideal Qualifications
Master’s degree in financial engineering, statistics, machine learning, econometrics, or similar disciplines
Experience structuring private ABS deals
Knowledge of CLO, public ABS, middle‑market loans, BSLs, and HY corporates
Relevant certifications: CQF, CFA, ARPM, FRM, PRM, or CAIA
Knowledge of Python’s analytic and statistical modeling package ecosystem
Experience with Intex and/or other cash‑flow engines
Commercial risk models experience
What to Expect as Part of MassMutual and the Team
Regular meetings with team
Focused one‑on‑one meetings with your manager
Networking opportunities including access to Asian, Hispanic/Latinx, African American, women, LGBTQ, 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
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.
California residents: For detailed information about your rights under the California Consumer Privacy Act (CCPA), please visit our California Consumer Privacy Act Disclosures page.
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The Opportunity As a strategist, you’ll be responsible for providing quantitative investment insights on MassMutual’s private credit investments, leveraging both third‑party tools and proprietary models. The role will grow over time in shaping MassMutual’s investment allocation, product pricing, and ALM.
Credit Research & Advanced Analytics New York, NY or Boston, MA
The Team The immediate team is composed of quantitative developers and strategists with a proclivity for solving both technical and business problems. The team is part of the larger R&D group within Investment Management overseeing the General Investment Account. It is very hands‑on and proactive about engaging new ideas and challenges.
The Impact You’ll provide analytical and investment insights on the private credit book and other illiquid assets to influence portfolio managers’ allocation decisions. You will drive value‑add thought leadership to asset allocators and corporate stakeholders on quantitative credit and high‑impact projects, enhancing and protecting net investment income. Collaborate closely with portfolio managers on deals, offering a quantitative view on risk and due diligence. Develop statistical models for risk assessment and asset performance forecasting, leverage alternative data for investment insights, quantify cash‑flow uncertainty on deals, develop a security master for private assets, and estimate spread duration and the embedded options value on deals.
The Minimum Qualifications
10+ years working in financial services as a strategist, portfolio manager, or risk manager
Bachelor’s degree in a technical field
Deep knowledge of the private credit markets, including middle‑market loans, portfolio funding, real estate, and ABS
Experience working on private market deals as a stakeholder
Capability in developing and applying statistical and econometric models
Experience with working with imbalanced data
Knowledge of accounting and regulatory regimes
Excellent communication skills explaining complicated quantitative concepts to non‑technical stakeholders and influencing portfolio managers
Experience in providing requirements to developers and managing projects from development to production
Python scripting proficiency and data‑visualization skills
The Ideal Qualifications
Master’s degree in financial engineering, statistics, machine learning, econometrics, or similar disciplines
Experience structuring private ABS deals
Knowledge of CLO, public ABS, middle‑market loans, BSLs, and HY corporates
Relevant certifications: CQF, CFA, ARPM, FRM, PRM, or CAIA
Knowledge of Python’s analytic and statistical modeling package ecosystem
Experience with Intex and/or other cash‑flow engines
Commercial risk models experience
What to Expect as Part of MassMutual and the Team
Regular meetings with team
Focused one‑on‑one meetings with your manager
Networking opportunities including access to Asian, Hispanic/Latinx, African American, women, LGBTQ, 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
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.
California residents: For detailed information about your rights under the California Consumer Privacy Act (CCPA), please visit our California Consumer Privacy Act Disclosures page.
#J-18808-Ljbffr