Bachelor's or advanced degree in a quantitative discipline with an excellent academic record
Strong programming skills in Python
Experience with large data sets
Ability to conduct in-depth research and communicate complex ideas clearly
Innate curiosity and attention to detail
2-8 years of direct experience in structured finance (CLOs, CMBS, ABS, RMBS)
Familiarity with vendor models or platforms like Intex, Valitana, Bloomberg
Responsibilities
Analyze underlying assets in depth
Perform credit and relative-value analysis on investment opportunities
Build quantitative alpha strategies, leveraging AI tools
Identify and pursue under-researched topics
Interface with the market and trade structured credits under supervision
Benefits
Fully paid medical and dental insurance for employees and dependents
Competitive 401k match and employer-paid life & disability insurance
Onsite gyms with laundry service and wellness activities
Tuition reimbursement and sponsorship for conferences and training
Generous vacation, unlimited sick days, and competitive paid caregiver leaves
Flexible hybrid work policy with budget for home office setup
Full Job Description
Position Summary
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.
About Two Sigma Investments, LLC
Two Sigma Investments is a quantitative investment management firm that uses data science and technology to identify investment opportunities. The company's solutions are designed to help investors make better decisions and generate higher returns. Two Sigma Investments offers a range of products, including hedge funds, private equity, and venture capital. The company was founded in 2001 and is headquartered in New York City.
