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Manager, Quantitative Data Analytics and Insights

Job in Boston, Suffolk County, Massachusetts, 02298, USA
Listing for: Soteria Reinsurance Ltd.
Full Time position
Listed on 2026-01-17
Job specializations:
  • IT/Tech
    Data Analyst, Data Scientist
Salary/Wage Range or Industry Benchmark: 131082 - 141000 USD Yearly USD 131082.00 141000.00 YEAR
Job Description & How to Apply Below
Manager, Quantitative Data Analytics and Insights page is loaded## Manager, Quantitative Data Analytics and Insights locations:
Boston, MAtime type:
Full time posted on:
Posted Todaytime left to apply:
End Date:
February 24, 2026 (30+ days left to apply) job requisition :
2122938## ##

Job Description:

** Position Description**:

Performs software development to expand and improve technical and data infrastructure, research platforms, diagnostic tools, and reporting capabilities associated with multi-factor model risk forecasting, quantitative alpha models, big data analytics, and performance attribution. Participates in the continued development and incorporation of non-traditional and unstructured data, as well as data science applications to enhance the research and investment process. Runs capabilities at scale using Quant Platform capabilities (back-testing), computing core statistical measures, and Cloud Technologies.
*
* Primary Responsibilities:

*** Coordinates production data management, model integrity, and end-to-end technical support for portfolio management, risk models, and quant research platforms.
* Provides analytic solutions and reporting frameworks to partners and senior leaders across the organization.
* Delivers innovative data visualization and analytic tools capable of illustrating point-in-time and time series investment themes, portfolio exposures, and factors driving fund performance.
* Provides oversight, maintenance, quality assurance, and operational support of analytic and reporting environments to ensure timely and accurate investment intelligence is delivered for direct use within the portfolio management process.
* Oversees daily, weekly, and monthly production reporting cycles across the analytic environments.
* Ensures all required input data is available, processes run successfully, statistical output is accurate, and reports are generated properly.
* Responds to ad-hoc data analysis requests in support of projects performed by equity, fixed income or multi-asset class Quant Analysts.
* Develops new processes, performs calculations, identifies anomalies, and produces new reporting capabilities.
* Contributes to complex projects within a fast-paced environment.
* Liaises with investment professionals to gather requirements and achieve deliverables of technical development teams.
** Education and Experience**:

Bachelor’s degree in Computer Science, Engineering, Information Technology, Information Systems, Financial Mathematics, or a closely related field (or foreign education equivalent) and three (3) years of experience as a Manager, Quantitative Data Analytics and Insights (or closely related occupation) performing quantitative investment research in a fixed income investment domain.

Or, alternatively, Master’s degree in Computer Science, Engineering, Information Technology, Information Systems, Financial Mathematics, or a closely related field (or foreign education equivalent) and one (1) year of experience as a Manager, Quantitative Data Analytics and Insights (or closely related occupation) performing quantitative investment research in a fixed income investment domain.
** Skills and Knowledge**:

Candidate must also possess:
* Demonstrated Expertise (“DE”) performing advanced data analysis for security-level analytics and fixed income products, using Bloomberg data (price, yield, Option-Adjusted Spread (OAS), Option-Adjusted Duration (OAD), and valuation); and performing  data validation and model enhancements, and providing advisory services for fixed income market data operations, using python packages (Pandas, Sci Py, and Matplotlib).
* DE performing stress test simulation for money market funds (asset backed secured and unsecured bonds) in accordance with Rule 2a-7, using Python (XLWings or OpenPyXL) for data interaction and Excel VBA to generate NAV results under various redemption and liquidity scenarios.
* DE developing performance attribution factor analysis tools for Fixed Income Funds, using R-Shiny, Python-Flask, or Django (as the back-end) and Dash-Plotly, Angular, or Reach (as the front-end); developing Application Programming Interfaces (APIs) for seamless analytics…
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