Quantitative Investment Analyst: Fixed Income & Risk Modeling

AuguStar Financial; New York (NY); Hybrid; 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, 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

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 Python, SQL, and R programming skills.

Responsibilities

• 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.

Skills

Python

SQL

R

Education

Master's degree in Financial Mathematics

Job description

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