Analyst, Quantitative Research

Obra Capital, Inc. is a specialized alternative asset management firm that provides investment products and solutions across various sectors. They are seeking a Quantitative Research Analyst to develop and implement quantitative models and tools that support investment strategies in the structured credit market.

What you'll do:

• 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

What they're looking for:

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

Benefits:

• Cash bonuses based on individual and fund performance