Structured Products Research Analyst – MBS/CLOs, NYC

InforCapital, partnership; New York (NY); Hybrid; USD 150,000 - 175,000; Full time

Job summary

Soros Fund Management LLC in New York City is seeking a Research Analyst for its Structured Products team. You will work directly with portfolio managers to support the investment process through portfolio analytics, risk scenarios, and market signals.

The role requires 2–4 years in Agency or Non-Agency MBS, with a solid grasp of DV01, convexity, and spread risk, plus experience with Intex, Yield Book, and Bloomberg. Python programming is a plus.

Qualifications

• 2–4 years direct experience in Agency or Non-Agency MBS.
• Strong grasp of fixed income risk concepts (DV01, convexity, volatility).
• Familiarity with Intex, Yield Book, and Bloomberg is expected.

Responsibilities

• Run daily portfolio analytics and stress scenarios.
• Monitor spreads and relative-value signals in real time.
• Maintain portfolio positioning, carry, and trade activity with risk/ops teams.
• Track new-issue calendar and pipeline; follow sell-side research.
• Monitor default trends, prepayment behavior, and collateral performance.
• Identify automation opportunities, potentially with AI tools.

Skills

Python

DV01

Convexity

Spread risk

Tools

Intex

Yield Book

Bloomberg

Job description

Soros Fund Management LLC in New York City is seeking a Research Analyst for its Structured Products team. You will work directly with portfolio managers to support the investment process through portfolio analytics, risk scenarios, and market signals.

The role requires 2–4 years in Agency or Non-Agency MBS, with a solid grasp of DV01, convexity, and spread risk, plus experience with Intex, Yield Book, and Bloomberg. Python programming is a plus.