Fixed-Income Quant Analyst: Risk, Modeling & Trade Prep

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

Job summary

Constellation Insurance, Inc. in New York is seeking a Quantitative Investment Analyst to assist senior Portfolio Managers with pre-trade analysis, risk assessment, and portfolio optimization.

You will build models for asset pricing, risk management, and performance evaluation, while supporting cross-functional teams in research, trading, and technology. Ideal candidates hold a Masters in Financial Mathematics with coursework in derivatives pricing, Monte Carlo simulation, and fixed income.

Qualifications

• Master's degree in Financial Mathematics with derivatives pricing, Monte Carlo, stochastic calculus, and fixed income.
• At least 1 year of experience in quantitative risk or analytics roles.
• Strong Python, SQL, and R programming skills.

Responsibilities

• Assist senior Portfolio Managers with pre-trade risk analysis and portfolio construction.
• Develop models for asset pricing, risk management, and performance evaluation.
• Support risk reporting, stress testing, and performance attribution.
• Collaborate with research, trading, and technology teams to improve processes.
• Monitor portfolio risk and market conditions to inform investment decisions.

Skills

Python

SQL

R

Education

Masters degree in Financial Mathematics

Job description

Constellation Insurance, Inc. in New York is seeking a Quantitative Investment Analyst to assist senior Portfolio Managers with pre-trade analysis, risk assessment, and portfolio optimization.

You will build models for asset pricing, risk management, and performance evaluation, while supporting cross-functional teams in research, trading, and technology. Ideal candidates hold a Masters in Financial Mathematics with coursework in derivatives pricing, Monte Carlo simulation, and fixed income.