Structured Credit Quant Analyst - AI-Driven Alpha

Two Sigma

New York (NY)

Hybrid

USD 165,000 - 270,000

Full time

5 days ago

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Benefits offered by this job

Medical & dental coverage

401k match

Life & disability insurance

Onsite gym

Laundry service

Wellness activities

Casual dress

Snacks

Game rooms

Tuition reimbursement

Conference sponsorship

Generous vacation and sick days

Caregiver leaves

Hybrid in-office days

Job summary

Two Sigma is a leading quantitative investment management and trading firm that applies a scientific approach to investing. We seek an exceptional analyst with a strong background in structured products to join our structured credit investment team.

You will work closely with the portfolio manager and the senior analyst on new-issue and secondary investing, asset analysis, and portfolio construction. The role involves asset analytics, credit and relative-value analysis, building quantitative

Qualifications

Bachelor's or advanced degree in a quantitative discipline.
Strong Python programming skills.
Experience working with large data sets.
Ability to tackle in-depth research projects and communicate complex ideas clearly.
2–8 years of direct experience in structured finance: CLOs, CMBS, ABS, or RMBS.
Experience with vendor models or platforms such as Intex, Valitana, Bloomberg.

Responsibilities

Analyze the underlying assets in depth.
Perform credit and relative-value analysis on new-issue and secondary opportunities.
Build quantitative alpha strategies, including AI-assisted tools where they add value.
Identify and pursue research topics that are not already well covered.
Interface with the market and trade structured credits under supervision.