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May 20, 2026For U.S. Positions: While subject to change based on business needs, Leidos reasonably anticipates that this job requisition will remain open for at least 3 days with an anticipated close date of no earlier than 3 days after the original posting date as listed above. If you received an email purporting to be from Leidos that asks for payment-related information or any other personal information (e.g., about you or your previous employer), and you are concerned about its legitimacy, please make us aware immediately by emailing us at LeidosCareersFraud@leidos.com.
The position includes a competitive salary, car allowance, gas card, and company cell phone. A PM here works with ownership, not around them.
Design-build and fast-track projects make up the majority of the work, which is a meaningful distinction.
The Senior Quantitative Portfolio Manager will oversee broad derivatives responsibilities across equity, interest rate, and volatility risk management, leading the strategic construction and evolution of derivatives-based hedging frameworks — with primary ownership of MassMutual's Variable Annuity dynamic hedging platform — and carrying end-to-end accountability for hedge design, governance, risk outcomes, and program-level P&L across market environments.
The Quantitative Portfolio Management (QPM) team is part of Investment Management and focuses on asset-liability management (ALM), product pricing, and the formulation and execution of quantitative strategies that enhance policyholder surplus and mitigate unwanted risks across the enterprise.