Quantitative Investment Analyst
Required skills
- Financial Mathematics
- Derivative Pricing
- Monte Carlo Simulation
- Stochastic Calculus
- Fixed Income Products
- quantitative risk
- analytic role
- Python
- SQL
- detail oriented
Nice to have
- Corporate Bonds
- Mortgages
- Structured Products
- CLO
- RMBS
- ABS
Role summary
Constellation Insurance, Inc. is seeking a Quantitative Investment Analyst in New York City. This role involves assisting senior Portfolio Managers with pre-trade and risk analysis, quantitative research, model development for asset pricing and risk management, and supporting investment strategies across various asset classes, including fixed income and credit markets. The ideal candidate will have a Masters degree in Financial Mathematics with coursework in Derivative Pricing, Monte Carlo Simulation, Stochastic Calculus, and Fixed Income Products, along with 1 year of experience in a quantitative risk or analytic role. Strong Python, SQL, and R programming skills are essential.
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.
Salary: $117,686-$156,825
Apply online at https://myjobs.adp.com/constellationinsurancecareers/cx.
Qualifications.
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