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Obra Capital · 1 month ago

Analyst, Quantitative Research

New York, NY

Full-time

Onsite

Entry, Mid Level

$100K/yr - $130K/yr

1+ years exp

Obra Capital is a specialized alternative asset management firm focused on generating long-term value for investors. They are seeking a Quantitative Research Analyst to develop and implement quantitative models and tools to support investment strategies in the structured credit market.

Asset ManagementCreditFinancial ServicesInsurance

Responsibilities

Develop and implement mathematical models to analyze and value structured credit products

Develop key credit portfolio analysis tools, such as an optimization engine that takes into account CLO test requirements, an investment recommendation / relative value generator, and data scraping processes that would be utilized for purposes of identifying changes in credit quality and portfolio construction, among many other projects

Implement dynamic asset-liability models that can simulate various asset and liability scenarios and take into account insurance risk ratings and accounting

Analyze large sets of financial data to identify patterns trends and insights in order to inform investment decisions. This includes working with market data, credit ratings and other proprietary datasets

Develop and run financial models using Python, R, C++ or other programming languages to ensure portfolio testing compliance

Leveraging quantitative tools, financial models and technology to enhance risk capabilities

Providing quantitative support in decision making processes and contribute to the overall investment strategy

Working with Portfolio Mangers to rebalance portfolios based on risk tolerance, market conditions, and investment objectives

Test and validate quantitative models to ensure their accuracy and reliability

Qualification

Quantitative modelingPythonRC++Financial mathematicsFixed income knowledgeTeam playerDetail orientedPositive attitudeWork ethic

Required

A bachelor's degree with a strong academic background

1-4 years 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

Strong programming skills in Python, R, C++ or Java

Strong interest in asset management and investing and a desire to learn, contribute and grow with the businesses

Exceptionally detail oriented and curious

Resourceful team player with positive attitude and a strong work ethic

Ability to deliver on short timelines when needed

Preferred

Master's or PhD degree in financial mathematics, computer science, engineering, operations research, mathematics, physics or other quantitative disciplines