Structured Products Quantitative Analyst – New Haven, Connecticut
Location: New Haven, Connecticut
Our client is an SEC registered investment advisor with approximately $30 billion under management and is hiring a structured products quantitative analyst/programmer to join their team in New England.
Work closely with Portfolio Managers through a hands-on Quantitative manager to perform analysis, model assumptions, and develop strategies.
Compensation will be competitive. Relocation assistance is available.
Responsibilities include:
- Utilizing programming skill in C++ to aid portfolio managers
- Maintaining the portfolios, models and data inputs; and their integration with other internal systems and processes.
- Developing other models/spreadsheets to analyze portfolios.
- Recommending actions to achieve portfolio goals.
Candidate must:
- Have 2-4 years of experience in a similar environment
- Demonstrate a dynamic and reasoned thought process; and have the ability to communicate complex concepts and analyses in simple terms.
- Exhibit a strong attention to detail.
- Be proficient in both bond and options mathematics.
- Have experience programming with INTEX, developing sub-routines as well as working with Intex Wrapper.
- Have experience working with Agency RMBS, Non-agency RMBS, CMBS and ABS structures.
- Possess a solid working knowledge of Microsoft Excel and Visual Basic.
MBA, CFA or FRM strongly preferred.
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