Quantitative Analyst 0226

The Role

Position Summary:

• We are seeking an Analyst/Associate level Quantitative Strategist with strong analytical and quantitative skills to join the Portfolio Strategies team, which is responsible for managing the firm’s public securitized credit mandates. You will work closely with the Head of Portfolio Strategies, the Investment Committee, and Sector Specialist teams to support portfolio management through quantitative analytics. You will build, enhance and automate analytics supporting portfolio construction, portfolio management, P&L (profit and loss), risk, performance attribution, and relative‑value screens.

Responsibilities:

1. Portfolio Data Automation

• Design and develop analytics for portfolio construction, optimization, scenario analysis, and constraint monitoring.

2. Quantitative Analytics & Research:

• • Apply data analysis tools and quantitative models to analyze real estate, consumer, and corporate debt market fundamentals and valuations.

• • Utilize automation techniques to streamline analysis processes and develop models that offer insights into portfolio composition, risk, and performance.

3. P&L and Risk Management Analytics

• • Build P&L and risk attribution automation tools for securitized credit and fixed income portfolios.

• • Automate portfolio data and presentation workflows between portfolio management and investor relations.

Qualifications:

• • Minimum 2-3 years of work experience in quantitative finance, structured products, fixed income analytics, or related fields.

• • Bachelor’s or Master’s degree in an analytical field preferred, such as computer science, engineering, quantitative finance, or other analytical discipline.

• • Strong Python programming skills with experience delivering production-quality code.

• • Experience with financial market data, time-series datasets and knowledge of portfolio construction, risk concepts, and P&L decomposition.

• 400 Capital Management LLC 2

• Strong analytical, quantitative, and problem-solving skills, with a keen attention to detail.

• Strong team player, and a collaborative approach to tasks

• Ability to organize, prioritize, and take proactive measures to manage workload and/or issues with appropriate urgency, timeliness, and responsiveness to meet deadlines and organizational needs.

Hybrid Work Model:

• Employees are currently required to work at least 4 days in the office per week, from Monday to Thursday, with the flexibility to work from home on Friday.