Quantitative Solutions – Liberty Mutual Investments

Benefits

Parental leave

8 weeks From the posting source checked Jun 20, 2026

Non-birth-parent leave

8 weeks From the posting source checked Jun 20, 2026

Family-building benefits

• Fertility benefits: Not verified
• Adoption assistance: Not verified
• Surrogacy assistance: Not verified

Mental health support

Not verified

Relocation assistance

Not verified

Childcare support

Not verified

Learning budget

Not verified

Verification

Source-linked checked Jun 7, 2026

Salary

Not verified

401(k) match

Reported from DOL Form 5500 industry filing (not employer-specific)

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Market context

U.S. role benchmark (BLS OEWS)

$106,409 U.S. median for this role

Projected growth (BLS Employment Projections)

+7.7% - Faster than average

Matched to SOC 13-2011 - Finance aggregate by role bucket.

Source: U.S. Bureau of Labor Statistics, OEWS, May 2024 and Employment Projections, 2024-2034.

Role

Role function

Finance From the posting source checked Jun 20, 2026

Seniority

Mid From the posting source checked Jun 20, 2026

Schedule

Shift type

Not verified

Weekend work

Not verified

Company

Equity

Offered From the posting source checked Jun 20, 2026

Application

Cover letter

Not verified

Assessment

Not verified

Deadline

Not stated

Where they hire

State eligibility is not yet verified.

About this role

Quantitative Solutions – Liberty Mutual Investments Boston, Massachusetts, United States Develop new and maintain existing quantitative models and analytical tools that support asset allocation and portfolio construction decisions under insurance, regulatory, and rating agency constraints Produce scenario analysis, stress testing, and portfolio analytics to inform long-term, annual, and tactical allocation decisions Contribute to the enhancements of existing and new quantitative models for public and private asset classes - including private equity, private credit, real assets, and infrastructure Develop analytics that further enhance GSCA's capabilities to monitor asset allocation execution through internal mandates Support the development and integration of commitment pacing, cash flows, and NAV forecasting models that integrate private markets into the total portfolio construction and glidepath allocation modeling Source, evaluate, and integrate private markets data from providers such as PitchBook, Preqin, Burgiss, and internal systems, building clean and reliable data pipelines and analytics Participate in GSCA cross-team research projects across portfolio strategy and total portfolio management contributing to the team's collective knowledge base and decision-making process Partner with LMI Investment Business Units to institutionalize analytics and data The position requires a Master's degree in Financial Engineering, Statistics, Mathematics, Economics, Operations Research, or a related field plus 2+ years of experience in a quantitative research or relate

Read the full description at searchjobs.libertymutualgroup.com. FewerJobs shows a preview and links to the original posting.