Senior Associate, Quantitative Research

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. With a heavy focus on AI 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

• Build and deploy AI solutions to enhance the diligence, selection and monitoring process for the leveraged finance investment team.
• Design and implement AI co-pilot and agentic workflows that automate complex business processes and enhance decision-making.
• Prototype, test, and iterate on AI-powered products with high impact.
• Collaborate cross-functionally with multi-disciplinary teams to translate business needs into technical solutions.
• Leverage large language models, retrieval-augmented generation (RAG), and other modern AI architectures to solve real-world enterprise problems.
• Drive adoption of AI tools by engaging stakeholders, demonstrating value, and supporting change management.
• 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.
• Technical background in AI/ML with hands-on experience building and deploying models in production environments.
• Proficiency in Python and modern AI frameworks (e.g., LangChain, LlamaIndex, Hugging Face, OpenAI APIs).
• Experience with enterprise solution deployment, including integration with existing data infrastructure and business systems.
• Strong cross-functional communication skills and a product-builder mindset — comfortable translating ambiguous business problems into working software.
• Proven ability to operate autonomously, manage multiple workstreams, and deliver under tight timelines.
• Readiness to own stakeholder relationships end-to-end.
• Deep passion for tinkering, thinking, problem solving and working on the cutting edge of AI developments.
• Strength in math required and experience in finance, especially credit markets, preferred.
  
  

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.