Analyst, Quantitative Research

Obra Capital; New York (NY); On-site; USD 100,000 - 130,000; Full time

Job summary

A financial asset management firm based in New York is seeking an Entry-level Quantitative Research Analyst. This role involves developing and implementing quantitative models, analyzing large financial data sets, and collaborating with portfolio managers. Candidates should have a quantitative degree, experience in risk analysis, and strong programming skills in Python, R, or C++. The position offers a salary range of $100,000 to $130,000 with opportunities for growth in the asset management field.

Qualifications

• Strong academic background in a quantitative field.
• 1-4 years of experience in a quantitative risk or analytic role.
• Advanced knowledge of fixed income and credit markets.

Responsibilities

• Develop and implement mathematical models for structured credit products.
• Analyze financial data to inform investment decisions.
• Test and validate quantitative models for accuracy.

Skills

Python

R

C++

Java

Quantitative analysis

Credit market knowledge

Education

Bachelor's degree in quantitative discipline

Master’s or PhD in financial mathematics or related fields

Job description

This range is provided by Obra Capital. Your actual pay will be based on your skills and experience — talk with your recruiter to learn more.

Base pay range

$100,000.00/yr - $130,000.00/yr

Company Overview

Obra Capital, Inc. is a specialized alternative asset management firm that provides investment products and solutions across insurance special situations, structured credit, asset‑based finance, and longevity. The firm aims to generate long‑term value and attractive returns for investors through a variety of pooled investment funds and separate accounts. With capabilities in investing, originating, structuring, and servicing, Obra provides differentiated investment opportunities and capital solutions for investors globally. For more information about Obra, please visit www.obra.com.

Position Overview

Obra Capital is seeking a Quantitative Research Analyst to join our growing Leveraged Finance team. This position will play a crucial role in developing and implementing quantitative models and tools to support Obra’s investment strategies in the structured credit market. The instruments will include structured credit instruments such as ABS, CMBS, RMBS securities in addition to being instrumental in building our CLO platform.

Responsibilities

• Develop and implement mathematical models to analyze and value structured credit products.
• Develop key credit portfolio analysis tools, such as an optimization engine that takes into account CLO test requirements, an investment recommendation / relative value generator, and data‑scraping processes that would be utilized for purposes of identifying changes in credit quality and portfolio construction, among many other projects.
• Implement dynamic asset‑liability models that can simulate various asset and liability scenarios and take into account insurance risk ratings and accounting.
• Analyze large sets of financial data to identify patterns, trends and insights in order to inform investment decisions. This includes working with market data, credit ratings and other proprietary datasets.
• Develop and run financial models using Python, R, C++ or other programming languages to ensure portfolio testing compliance.
• Leverage quantitative tools, financial models and technology to enhance risk capabilities.
• Provide quantitative support in decision‑making processes and contribute to the overall investment strategy.
• Work with Portfolio Managers to rebalance portfolios based on risk tolerance, market conditions, and investment objectives.
• Test and validate quantitative models to ensure their accuracy and reliability.

Qualifications

• What: A bachelor's degree with a strong academic background.
• What: Master’s or PhD degree in financial mathematics, computer science, engineering, operations research, mathematics, physics or other quantitative disciplines preferred.
• What: 1-4 years of prior work experience in a quantitative risk or analytic role.
• What: Advanced knowledge of major asset classes with focus on fixed income and credit markets.
• What: Strong programming skills in Python, R, C++ or Java.
• What: Strong interest in asset management and investing and a desire to learn, contribute and grow with the businesses.
• What: Exceptionally detail oriented and curious.
• What: Resourceful team player with positive attitude and a strong work ethic.
• What: Ability to deliver on short timelines when needed.

In accordance with New York State Pay Transparency Law the listed base salary for this position is $100,000-$130,000 per year. Base salary does not include additional compensation such as cash bonuses based on individual and fund performance. Salary offers are determined by a variety of factors including candidate experience and geographic location.

Seniority level

Entry level

Employment type

Full‑time

Job function

Research, Analyst, and Information Technology