Quantitative Fixed-Income Analyst: Pre-Trade Risk Modeling

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

Job summary

Constellation Insurance, Inc. seeks a Quantitative Investment Analyst to assist senior portfolio managers in pre-trade and risk analysis across fixed income assets.

You will collaborate with the investment team to refine models, assess risk, and support portfolio construction and trade optimization in a fast-paced environment. The role requires a Masters in Financial Mathematics, 1 year of quantitative experience, and strong Python/SQL/R skills.

Qualifications

• Masters 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.
• Advanced knowledge of major asset classes with focus on fixed income and credit markets.

Responsibilities

• Assist senior Portfolio Managers with pre-trade and risk analysis.
• Support portfolio construction and trade optimization for fixed income assets.
• Develop models for asset pricing, risk management, and performance evaluation.
• Analyze financial data and market trends to provide actionable investment insights.
• Contribute to risk management frameworks, tools, and models.

Skills

Python

SQL

R

Education

Masters in Financial Mathematics

Job description

Constellation Insurance, Inc. seeks a Quantitative Investment Analyst to assist senior portfolio managers in pre-trade and risk analysis across fixed income assets.

You will collaborate with the investment team to refine models, assess risk, and support portfolio construction and trade optimization in a fast-paced environment. The role requires a Masters in Financial Mathematics, 1 year of quantitative experience, and strong Python/SQL/R skills.