Research Analyst Job at Ellington Management Group
Job location:
711 Third Avenue, Suite 501, New York, NY 10017
Job Title:
Research Analyst
Job duties:
Conduct financial data modelling. Provide analytical, mathematical, and problem-solving expertise in data science and model-building. Develop new and existing strategies by innovating and testing the signals, models, and systems that are our engines of alpha generation, portfolio construction, and risk management. Collaborate closely with portfolio managers and the full quant team to research and develop pre-trade analysis tools and risk analytics, and integrate them into in-house signal and pricing libraries. The primary emphasis will be on cash and synthetic credit products, including corporate bonds and CDS, structured products like synthetic tranches, and related volatility markets. Conduct data-driven research that involves novel use of data sources, alongside unique and cutting-edge models.
Requirements:
Must have a Master’s degree, or foreign equivalent, in Finance, Mathematics, Statistics, or a related field. Must have 2 years of post-baccalaureate quantitative financial analysis experience. The 2 years of experience must include experience with financial data modelling; analyzing large data sets; data ingestion process; building trading strategies involving complex credit and equity instruments; risk neutral derivative modelling; stochastic finance; statistical inference corporate credit analytics including advanced corporate bond, CDS, CDX, synthetic tranche, credit volatility modeling, and risk analysis and pricing; credit ETF market including flow, redemption/subscription and ETF versus basket basis trade; Python; R; SQL; and C++.
Compensation:
$175,000 - $200,000 per year
Ellington Management Group is an Equal Opportunity Employer. Ellington's policy is to extend opportunities to qualified applicants and employees on an equal basis regardless of an individual's sex, gender identity, sexual orientation, race, color, religion, national origin, disability, protected Veteran status, age or any other characteristic protected by applicable law.
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