Quantitative Investment Analyst

AuguStar Financial; New York (NY); Híbrido; USD 118.000 - 157.000; Jornada completa

Descripción de la vacante

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, and related asset classes.

You will help build models for pricing, risk management and performance evaluation, while learning all aspects of the investment process. You will work closely with the investing team, collaborate with research, trading and tech, and contribute to risk frameworks and performance analysis across

Formación

• 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 Python, SQL, and R programming skills.

Responsabilidades

• Assist senior Portfolio Managers with pre-trade analysis, 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 investment insights.
• Support the development and maintenance of risk management frameworks, tools and models.
• Collaborate with research, trading and technology teams to improve investment processes and methodologies.

Conocimientos

Python

SQL

R

Educación

Master's degree in Financial Mathematics

Descripción del empleo

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.

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.

Work Arrangement

Onsite

Position Type

Full-time

Applications must be submitted by

undefined

Family and Medical Leave Act (FMLA)

Employee Polygraph Protection Act (EPPA)

Applicant Employee Privacy Policy

Employer Privacy Policy

EEO is the Law

ADP Privacy Statement Artificial Intelligence Google Privacy Policy Google Terms of Service