Fixed Income Quant Analyst - Risk, Modeling & Markets

Constellation; New York (NY); On-site; USD 118,000 - 157,000; Full time

Job summary

Constellation Insurance, Inc. in New York seeks a Quantitative Investment Analyst to assist senior Portfolio Managers with pre-trade and risk analysis across fixed income assets.

You will build models for pricing, risk, and performance, conduct research, and contribute to risk frameworks while collaborating with research, trading, and tech teams. This is a full-time onsite role requiring a Master’s in Financial Mathematics and strong Python/SQL/R skills.

Qualifications

• Master's degree in Financial Mathematics with 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.
• Strong programming skills in Python, SQL and R.

Responsibilities

• Assist senior Portfolio Managers with pre-trade and risk analysis.
• Support investment process across various asset classes including fixed income, structured products, private credit and equity.
• Develop models for asset pricing, risk management and performance evaluation.
• Contribute to risk reporting, stress testing and performance attribution.
• Collaborate with research, trading and technology teams to improve processes.

Skills

Analytical skills

Attention to detail

Education

Master's in Financial Mathematics

Tools

Python

SQL

R

Job description

Constellation Insurance, Inc. in New York seeks a Quantitative Investment Analyst to assist senior Portfolio Managers with pre-trade and risk analysis across fixed income assets.

You will build models for pricing, risk, and performance, conduct research, and contribute to risk frameworks while collaborating with research, trading, and tech teams. This is a full-time onsite role requiring a Master’s in Financial Mathematics and strong Python/SQL/R skills.