Specialty Financial Services Investment Fund

Leveraging your quantitative skills and expertise in structured finance, you will contribute to portfolio construction, risk management, and investment strategy formulation to drive performance and achieve our investment objectives.. Utilize quantitative techniques to analyze structured credit products, including mortgage-backed securities (MBS), collateralized loan obligations (CLOs), asset-backed securities (ABS), and other complex financial instruments.. Identify and quantify various sources of risk, such as credit risk, interest rate risk, and liquidity risk, and develop strategies to mitigate these risks.. Advanced degree in quantitative finance, financial engineering, mathematics, statistics, or a related field.. Proficiency in quantitative analysis techniques, statistical modeling, and programming languages such as Python, R, or MATLAB.

quantitative analyst

Our client is a specialist financial services firm that provides insurance-based capital optimization and risk management solutions to the world’s largest banks, asset managers and corporates. The firm operates as a principal risk taking entity (as opposed to a broker, consultant, advisor, MGA, or any other form of non-principal market participant), and is supported by a diverse panel of leading global P&C (re)insurance carriers. The company has a broad mandate, and focuses on complex, non-flow, financial and economic risk classes. The firm operates out of offices in the US, Bermuda, London and Singapore with the majority of the team located in its Greenwich, Connecticut office. The team is seeking a Quantitative Analyst - Structured Credit will play a pivotal role in analyzing and managing structured credit investments. Leveraging your quantitative skills and expertise in structured finance, you will contribute to portfolio construction, risk management, and investment strategy formulation to drive performance and achieve our investment objectives.  Your responsibilities will include: <ol><li>Data Analysis and Modeling:</li></ol><ul><li>Utilize quantitative techniques to analyze structured credit products, including mortgage-backed securities (MBS), collateralized loan obligations (CLOs), asset-backed securities (ABS), and other complex financial instruments.</li><li>Develop and implement sophisticated quantitative models to assess credit risk, prepayment risk, and other relevant factors affecting structured credit securities.</li><li>Conduct rigorous data analysis to identify trends, patterns, and opportunities within structured credit markets.</li></ul><ol><li>Portfolio Management:</li></ol><ul><li>Assist in the construction and optimization of structured credit portfolios, considering risk-return objectives, regulatory constraints, and market conditions.</li><li>Monitor portfolio performance and conduct ongoing analysis to identify potential risks and opportunities for optimization.</li><li>Collaborate with portfolio managers and other team members to execute trading strategies and manage portfolio exposures effectively.</li></ul><ol><li>Risk Management:</li></ol><ul><li>Conduct thorough risk assessments of structured credit investments, including stress testing, scenario analysis, and sensitivity analysis.</li><li>Identify and quantify various sources of risk, such as credit risk, interest rate risk, and liquidity risk, and develop strategies to mitigate these risks.</li><li>Stay abreast of regulatory requirements and industry best practices related to structured credit risk management.</li></ul><ol><li>Research and Strategy Development:</li></ol><ul><li>Stay informed about developments in structured credit markets, including regulatory changes, market trends, and macroeconomic factors.</li><li>Contribute to the development of investment strategies and tactical asset allocation decisions based on quantitative analysis and research findings.</li><li>Generate research reports, presentations, and other materials to communicate investment ideas and insights to senior management and stakeholders.</li></ul><ol><li>Collaboration and Communication:</li></ol><ul><li>Work closely with colleagues across various teams, including investment management, risk management, and research, to achieve common objectives.</li><li>Communicate effectively with internal stakeholders to provide analysis, insights, and recommendations regarding structured credit investments.</li><li>Participate in meetings, presentations, and discussions to share findings, discuss investment strategies, and contribute to decision-making processes.</li></ul> You are: <ul><li>Advanced degree in quantitative finance, financial engineering, mathematics, statistics, or a related field.</li><li>Strong understanding of structured credit products and financial markets, with a focus on mortgage-backed securities, collateralized loan obligations, and asset-backed securities.</li><li>Proficiency in quantitative analysis techniques, statistical modeling, and programming languages such as Python, R, or MATLAB.</li><li>Experience with financial modeling, risk management, and portfolio optimization techniques.</li><li>Excellent analytical and problem-solving skills, with the ability to interpret complex data and draw meaningful conclusions.</li><li>Effective communication skills, with the ability to present complex concepts and analysis to non-technical stakeholders.</li><li>Ability to work independently as well as collaboratively in a fast-paced, dynamic environment.</li><li>Prior experience in quantitative analysis or portfolio management within the insurance or asset management industry is preferred.</li></ul> Finally, our client is a boutique firm, recently celebrating its 10th anniversary, but has become a market leader in its industry, with over 130 structured transactions closed (notional value of over $13BN).  The environment is collegial, but is intensely focused on results, and a desire to succeed.  The role is in person (Greenwich, CT or London) and for an immediate start. Join us in our mission to deliver superior investment solutions and drive value for our clients through innovative quantitative analysis and disciplined risk management in the structured credit space. Compensation is a base plus bonus determined on individual and firm performance.

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