Quantitative Investment Analyst

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

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

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

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: $117,686-$156,825