Quantitative Investment Analyst

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

Position

Quantitative Investment Analyst, Constellation Insurance, Inc., 31 W 52nd Street, Suite 2401, New York, NY 10019.

Duties

Assist the senior Portfolio Managers with various pre-trade and risk analysis. Work closely with senior investing team members and be an integral part of the investment process while learning about all aspects of fixed income investing. Exposed to various asset classes including Corporate Bonds, Mortgages, Structured Products (CLO, RMBS, ABS, CMBS), Private Credit and Private Equity. Support senior Portfolio Managers in pre-trade analysis, including risk analysis, portfolio construction, and trade optimization. Conduct quantitative research and develop models for asset pricing, risk management, and portfolio performance evaluation. Analyze financial data and market trends to provide actionable insights for investment decisions. Assist in the construction and maintenance of risk management frameworks, tools, and models. Collaborate with internal teams, including research, trading, and technology, to improve investment processes and methodologies. Contribute to the development and enhancement of investment strategies across a wide range of asset classes. Participate in performance attribution, risk reporting, and stress testing. Continuously monitor and evaluate portfolio risk, performance, and market conditions. Assist in ad-hoc analysis and projects to support the senior investment team.

Requirements

Masters degree in Financial Mathematics including 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 demonstrated through either prior work experience or course work in Derivative Pricing, Monte Carlo Simulation, Stochastic Calculus and Fixed Income Products. Strong Python, SQL, and R programming skills. Exceptionally detail oriented and curious.

Salary

Wage: $117,686-$156,825/year. Salary: $117,686-$156,825