Two Sigma Finance/FinTech

Structured Credit Analyst

New York Hybrid Full-time

Two Sigma is a leading quantitative investment management and trading firm. The company applies a scientific approach to investing, combining cutting-edge technology, artificial intelligence, data science, and quantitative research with rigorous human inquiry to capitalize on market opportunities and deliver alpha for investors.

Our team of engineers, quantitative researchers and data scientists looks beyond the traditional to test hypotheses and develop creative solutions to some of the world’s most complex economic problems.

We are seeking an exceptional analyst with a strong background in structured products to join our structured credit (CLOs and others) investment team. In this role, you will work closely with the portfolio manager and the senior analyst on new-issue and secondary investing, underlying asset analysis, and portfolio construction, among other parts of the business.

You will take on the following responsibilities

  • Analyze the underlying assets in depth
  • Perform credit and relative-value analysis on new-issue and secondary opportunities
  • Build quantitative alpha strategies, including AI-assisted tools where they add value
  • Identify and pursue research topics that are not already well covered
  • Interface with the market and trade structured credits under supervision

You should possess the following qualifications

An excellent academic record with a bachelor’s or advanced degree in a quantitative discipline

Strong programming skills (Python)

Experience working with large data sets

  • Ability to tackle in-depth research projects and communicate complex ideas clearly
  • Innate curiosity, resourcefulness and attention to detail
  • 2-8 years of direct experience in structured finance: CLOs, CMBS, ABS, or RMBS. Single-name corporate credit experience is a plus.
  • Experience with vendor models or platforms such as Intex, Valitana, Bloomberg

You will enjoy the following benefits

Core Benefits: Fully paid medical and dental insurance premiums for employees and dependents, competitive 401k match, employer-paid life & disability insurance

Perks: Onsite gyms with laundry service, wellness activities, casual dress, snacks, game rooms

Learning: Tuition reimbursement, conference and training sponsorship

Time Off: Generous vacation and unlimited sick days, competitive paid caregiver leaves

Hybrid Work Policy: Flexible in-office days with budget for home office setup

The base pay for this role will be between $165,000 and $270,000. This role may also be eligible for other forms of compensation and benefits, such as a discretionary bonus, health, dental and other wellness plans and 401(k) contributions. Discretionary bonus can be a significant portion of total compensation. Actual compensation for successful candidates will be carefully determined based on a number of factors, including their skills, qualifications and experience.

We are proud to be an equal opportunity workplace. We do not discriminate based upon race, religion, color, national origin, sex, sexual orientation, gender identity/expression, age, status as a protected veteran, status as an individual with a disability, or any other applicable legally protected characteristics.

Two Sigma is committed to providing reasonable accommodations to qualified individuals in accordance with applicable federal, state, and local laws.

If you believe you need an accommodation, please visit our website for additional information.

Job description provided by Two Sigma.
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