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Quantitative Investment Analyst

Constellation Insurance

NEW YORK, NYJob$118–157K/yrSeen 5 days agoSeen in employer's feed 5 days ago

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At a glance

Compensation
$118–157K/yr
Location
NEW YORK, NY
Work Authorization
Not specified

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Requirements

Credentials this posting asks for.

Master's degree

Job overview

The Quantitative Investment Analyst assists senior Portfolio Managers with pre-trade and risk analysis and supports the investment process across fixed income and other asset classes. The role conducts quantitative research, develops pricing and risk models, analyzes financial data and market trends, and contributes to portfolio construction, performance evaluation, and investment strategy development. It collaborates with research, trading, and technology teams.

Skills & qualifications

RequiredNice to have

Skills

Fixed Income InvestingCredit MarketsDerivative PricingMonte Carlo SimulationStochastic CalculusPythonSQLRAttention to DetailCuriosity

Qualifications

Master's in Financial Mathematics1 Year Quantitative Risk or Analytics Experience

Full job description

Duties: Assist the senior Portfolio Managers with various pre-trade and risk analysis. Work closely with senior investing team members and be an integral part of the investment process while learning about all aspects of fixed income investing. Exposed to various asset classes including Corporate Bonds, Mortgages, Structured Products (CLO, RMBS, ABS, CMBS), Private Credit and Private Equity. Support senior Portfolio Managers in pre-trade analysis, including risk analysis, portfolio construction, and trade optimization. Conduct quantitative research and develop models for asset pricing, risk management, and portfolio performance evaluation. Analyze financial data and market trends to provide actionable insights for investment decisions. Assist in the construction and maintenance of risk management frameworks, tools, and models. Collaborate with internal teams, including research, trading, and technology, to improve investment processes and methodologies. Contribute to the development and enhancement of investment strategies across a wide range of asset classes. Participate in performance attribution, risk reporting, and stress testing. Continuously monitor and evaluate portfolio risk, performance, and market conditions. Assist in ad-hoc analysis and projects to support the senior investment team. Wage: $117,686-$156,825/year.Requirements: Masters degree in Financial Mathematics including coursework in Derivative Pricing, Monte Carlo Simulation, Stochastic Calculus and Fixed Income Products. 1 year of prior work experience in a quantitative risk or analytic role. Advanced knowledge of major asset classes with focus on fixed income and credit markets demonstrated through either prior work experience or course work in Derivative Pricing, Monte Carlo Simulation, Stochastic Calculus and Fixed Income Products. Strong Python, SQL, and R programming skills. Exceptionally detail oriented and curious.Apply online at https://myjobs.adp.com/constellationinsurancecareers/cx.

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