Junior Quant Analyst: Fixed Income & Derivatives (NYC)

Lighthouse Investment Partners, LLC; New York (NY); On-site; USD 75,000 - 125,000; Full time

Job summary

The Lighthouse Group in New York, NY is seeking a Junior Quantitative Analyst to support quantitative portfolio construction and risk management.

You will build and run back-tests, model valuation tools for derivatives, and assist in pre- and post-trade executions.

Ideal candidates have 1–2 years of experience, deep fixed income knowledge, and programming in SQL, VBA, and Python; CFA candidates preferred.

Qualifications

• Deep understanding of fixed income products and bond math.
• Proficiency in programming (SQL, VBA, Python).
• Experience on the trading floor, ideally with credit/equity derivatives trading desks.
• 1-2 years of work experience.
• Work Location: New York City office (near Rockefeller Center).
• Compensation: Base salary range of $75,000 to $125,000 per annum, depending on experience and qualifications.

Responsibilities

• Building and maintaining quantitative portfolio and risk management tools.
• Building and running back-tests and scenario analysis for trading strategies.
• Modeling valuation tools for equity and credit derivatives (including CDS, equity options, etc.); Assisting in pre- and post-trade executions and other trading/portfolio functions related to operations.
• Other projects assigned by the Chief Investment Officer and Chief Executive Officer of LH Pamli Partners LLC.

Skills

SQL

Python

VBA

Fixed income knowledge

Education

CFA candidate

Tools

Trading floor experience

Job description

The Lighthouse Group in New York, NY is seeking a Junior Quantitative Analyst to support quantitative portfolio construction and risk management.

You will build and run back-tests, model valuation tools for derivatives, and assist in pre- and post-trade executions.

Ideal candidates have 1–2 years of experience, deep fixed income knowledge, and programming in SQL, VBA, and Python; CFA candidates preferred.