Senior Associate, Quantitative Research

1 day ago

New York, New York, United States Obra Capital Full time

Company Overview
Obra Capital, Inc. is a specialized alternative asset management firm that provides investment products and solutions across insurance special situations, structured credit, asset-based finance, and longevity. The firm aims to generate long-term value and attractive returns for investors through a variety of vertically integrated commingled funds and separate accounts. With capabilities in investing, originating, structuring, and servicing, Obra provides differentiated investment opportunities and capital solutions for investors globally. For more information about Obra, please visit .

Position Overview
This person will work with the Leveraged Credit teams.

Obra Capital is seeking a Senior Associate, Quantitative Research to join our growing Leveraged Finance team. This position will play a crucial role in developing and implementing quantitative models and tools to support the Obra's investment strategies in leveraged loans/CLO management and high yield bonds. The team is seeking someone to help develop key analytical infrastructure and portfolio tools that would be combined with fundamental analysis to help improve portfolio management.

Responsibilities

  • Develop and implement mathematical models to analyze and value credit products.
  • Develop key credit portfolio analysis tools, such as an optimization engine that takes into account CLO test requirements and fundamental ratings, an investment recommendation / relative value generator, tools that bring big data into the credit evaluation process and analysis tools that utilize macroeconomic and company specific data to help project future earnings.
  • Collaborate with credit research team to develop and improve upon models.
  • 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 portfolio risk measurement.
  • Providing quantitative support in decision making processes and contribute to the overall investment strategy.
  • Working with Portfolio Managers to rebalance portfolios based on risk tolerance, market conditions, and investment objectives.
  • Test and validate quantitative models to ensure their accuracy and reliability.

Qualifications

  • 6-10 years of prior work experience in a quantitative risk or analytic role at a sell-side or buy-side firm.
  • A bachelor's degree with a strong academic background.
  • Master's or PhD degree in financial mathematics, computer science, engineering, operations research, mathematics, physics or other quantitative disciplines preferred.
  • Advanced knowledge high yield and leverage loans markets
  • Experience with CLOs strongly preferred
  • Strong programming skills in Python, R, C++ or Java.
  • Experience with Intex, Bloomberg and rating agency models.
  • Exceptionally detail oriented and curious.
  • Resourceful team player with positive attitude and a strong work ethic.
  • Ability to deliver on short timelines when needed.

In accordance with New York State Pay Transparency Law the listed base salary for this position is $150,000 to $200,000 per year. Base salary does not include additional compensation such as cash bonuses based on individual and fund performance. Salary offers are determined by a variety of factors including candidate experience and geographic location.

  • Senior Associate, Quantitative Research

    5 days ago

    New York, New York, United States Obra Capital, Inc Full time

    Company Overview Obra Capital, Inc. is a specialized alternative asset management firm that provides investment products and solutions across insurance special situations, structured credit, asset-based finance, and longevity. The firm aims to generate long-term value and attractive returns for investors through a variety of vertically integrated commingled...

  • Quantitative Researcher, Volatility

    2 weeks ago

    New York, New York, United States Squarepoint Capital Full time $270,000 - $340,000

    Squarepoint Services US LLC seeks a Quantitative Researcher - Volatility - Medium Frequency for its New York, New York location.Duties: On behalf of an investment management firm, formulate mathematical and simulation models of investment strategies, relating constants and variables, restrictions, alternatives, conflicting objectives, and numerical...

  • Senior Quantitative Researcher

    2 weeks ago

    New York, New York, United States Selby Jennings Full time

    We're partnering with a leading crypto market-making and HFT firm to hire aSeniorQuantitative Researcherwith 5+ years of experience in building and deploying high-frequency trading strategies across centralized or decentralized exchanges (futures, spot, perpetuals). This role is ideal for someone who thrives in low-latency environments and wants to work at...

  • Quantitative Researcher Intern

    2 weeks ago

    New York, New York, United States Tower Research Capital Full time

    Tower Research Capital is a leading quantitative trading firm founded in 1998. Tower has built its business on a high-performance platform and independent trading teams. We have a 25+ year track record of innovation and a reputation for discovering unique market opportunities.Tower is home to some of the world's best systematic trading and engineering...

  • Quantitative Research – Markets Treasury – Associate

    2 weeks ago

    New York, New York, United States JPMorganChase Full time

    DescriptionQuantitative Research (QR) is an expert quantitative modelling group in J.P. Morgan, as well as a leader in financial engineering, data analytics, statistical modelling and portfolio management. As a global team, QR partners with traders, marketers and risk managers across all products and regions.Job summary:As a Vice President in the...

  • Quantitative Researcher

    1 week ago

    New York, New York, United States SalesWizards Full time

    Our Systematic Credit group develops data-driven investment strategies across corporate credit and multi-asset relative-value markets. We combine advanced quantitative research with deep market expertise to design, test, and scale models that support our market-making, trading, and risk-management activities. The team operates at the intersection of...

  • Cubist Quantitative Researcher

    5 days ago

    New York, New York, United States Point72 Full time

    ABOUT CUBISTCubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly...

  • Quantitative Research

    1 week ago

    New York, New York, United States JPMorgan Chase Full time

    The JP Morgan Quantitative Research team is focused on Interest Rates. Our team has a shared balanced mixture of responsibilities, including model research and development, pricing and risk investigation, time series analysis, relative value/product-specific analysis, software development and discussions with the trading desk.Job Summary As an Analyst in...

  • Global Quantitative Research Summer Associate Program-2026

    2 weeks ago

    New York, New York, United States Bank of America Full time

    Job Description & Program OverviewSummer associates in our Cross-Asset Quantitative Research program will have the opportunity for up to three rotations during the program within quantitative equity and credit strategy, rates and rate derivatives strategy, equity derivatives research and the quantitative systematic investment strategies team.During the...

  • Quantitative Research Intern

    1 week ago

    New York, New York, United States AXQ Full time

    About Us AXQ Capital is an investment management firm that employs systematic strategies and aims to generate consistent alpha in global markets. We are a team of passionate quants and technologists dedicated to applying scientific approaches and cutting-edge technologies to the field of quantitative research.We maintain offices in New York, Beijing,...