Quantitative Investment Analyst

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

Job summary

Constellation Insurance, Inc. in New York seeks a Quantitative Investment Analyst to assist senior Portfolio Managers with pre-trade and risk analysis across fixed income assets.

You will build models for pricing, risk, and performance, conduct research, and contribute to risk frameworks while collaborating with research, trading, and tech teams. This is a full-time onsite role requiring a Master’s in Financial Mathematics and strong Python/SQL/R skills.

Qualifications

• Master's degree 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.
• Strong programming skills in Python, SQL and R.

Responsibilities

• Assist senior Portfolio Managers with pre-trade and risk analysis.
• Support investment process across various asset classes including fixed income, structured products, private credit and equity.
• Develop models for asset pricing, risk management and performance evaluation.
• Contribute to risk reporting, stress testing and performance attribution.
• Collaborate with research, trading and technology teams to improve processes.

Skills

Analytical skills

Attention to detail

Education

Master's in Financial Mathematics

Tools

Python

SQL

R

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

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.

Work Arrangement

Onsite

Position Type

Full-time

Compensation Statement

Individual compensation packages are based on various factors unique to each candidate, including skill set, experience, qualifications, and other job-related reasons. Roles may also be eligible for additional compensation, including annual incentive programs.

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