About the RoleLoomis Sayles is seeking a Quantitative Analyst to join our Investment Advisory Group (IAG). The ideal candidate will have experience working with pension and/or insurance clients with a specific expertise in modeling assets and liabilities and developing custom investment solutions. This individual would be expected to utilize a range of proprietary and third party tools to produce custom analytics for pension and insurance clients. We seek an individual with significant programming expertise (e.g. python, MATLAB, etc.) and willingness to build new tools where needed and refine existing tools. An individual with actuarial credentials (or progress toward them), a deep understanding of liability modeling and experience working with security-level data is preferred. About the TeamThe firm’s Investment Advisory Group works with clients and consultants to deliver customized solutions to pensions, insurers and other liability-aware clients. The team offers advisory services on a range of topics, including asset allocation, asset-liability modeling, hedging structures, benchmark design, capital charge optimization, regulatory support and many other areas. The team also assists with the implementation of customized accounts, which include yield oriented, buy & maintain, completion overlays, cash flow matching strategies, liability benchmarks and STRIPS. The team utilizes several proprietary tools to assist clients and consultants in meeting their objectives. The team is based in Boston, Massachusetts. Job ResponsibilitiesConduct custom analytics as needed for IAG clients utilizing a variety of toolsAssist with day-to-day management of custom LDI and insurance accountsDevelop and refine existing infrastructure via python or MATLAB programmingLiaise with technology developers where needed to implement new toolsCollaborate with other parts of the firm on refinement of Capital Market Assumptions process and forward-looking modelingContribute to team's objective of delivering high quality work in a collegial work environment Qualification & Education Requirements3 years of experience with asset-liability modeling and fixed income marketsStrong technical skills and ability to build tools using python and/or MATLABActuarial credential or progress toward is a plus (e.g. Society of Actuaries, Casualty Actuarial Society, etc.)Highly motivated, detail-oriented, and able to effectively communicate across different audiencesLoomis Sayles Benefit Overview