Junior Quantitative Analyst

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 is a global alternative asset management firm with approximately $17 billion in assets under management that seeks to protect and grow capital for our investors through a multi-portfolio manager approach. Founded in 1999, the Lighthouse Group has been focused on delivering competitive risk-adjusted returns and innovative investment solutions to investors for over 25 years.

Lighthouse’s collaborative, transparent, and entrepreneurial approach has enabled it to continually improve, innovate, and evolve the investor experience since its inception. The firm’s efforts have produced a culture that can attract what we believe is top-notch talent who share its vision and appreciate a focus on exceptional client service. Headquartered in Palm Beach Gardens, Florida with additional offices in Chicago, Dubai, Hong Kong, London, and New York, our global reach aids our portfolio solutions and research efforts as we partner with portfolio management teams worldwide. Lighthouse’s global investor base include pension plans, corporations, insurance companies, university and college endowments, public and private foundations, family offices and individual investors. For more information, visit www.lighthousepartners.com.

Lighthouse is currently seeking a Junior Quantitative Analyst in its New York, NY office. The position will report to the Chief Investment Officer and Chief Executive Officer of LH Pamli Partners LLC. Please see below for a description of responsibilities 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.

Qualifications:

• Deep understanding of fixed income products and bond math. CFA candidates would be ideal;
• Proficiency in programming (must be able to code in SQL and VBA, and Python);
• Experience on the trading floor, ideally with credit/equity derivatives trading desks is preferred;
• 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.