Quantitative Investment Analyst

Constellation Insurance, Inc. • New York, NY

6d • $117,686 - $156,825 • Onsite

About The Position

Constellation Insurance, Inc. is seeking a Quantitative Investment Analyst to assist senior Portfolio Managers with pre-trade and risk analysis. This role is an integral part of the investment process, offering exposure to various asset classes including Corporate Bonds, Mortgages, Structured Products (CLO, RMBS, ABS, CMBS), Private Credit, and Private Equity. The analyst will support portfolio construction, trade optimization, and conduct quantitative research to develop models for asset pricing, risk management, and performance evaluation. The position involves analyzing financial data, supporting risk management frameworks, collaborating with internal teams, contributing to investment strategies, and participating in performance attribution and stress testing.

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.

Responsibilities

• 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.

What This Job Offers

• Job Type: Full-time
• Career Level: Senior