Investment Analyst (RelVal)

New York, New York, United States

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Not SpecifiedCompensation

Entry Level & New Grad, Junior (1 to 2 years), Mid-level (3 to 4 years)Experience Level

Full TimeJob Type

UnknownVisa

Investment Management, Asset Management, Financial ServicesIndustries

Requirements

Candidates should possess a Bachelor's degree or higher in Finance, Economics, Engineering, Mathematics, or a related discipline from a top-tier university, with 0-3 years of experience in structured finance, credit derivatives, or a related field. A strong understanding of finance, business operations, and mathematical/statistical modeling is required, along with proficiency in Excel and familiarity with databases or programming languages like Python or SQL. Excellent analytical, problem-solving, organizational, and communication skills are essential, as is a demonstrated interest in markets, trading, and relative value strategies. Preferred skills include experience with Intex, Bloomberg, or other fixed income analytics platforms and familiarity with CDS mechanics and credit derivatives.

Responsibilities

The Investment Analyst will conduct in-depth portfolio risk analysis and performance attribution, evaluate and model new investment opportunities in structured credit and derivatives markets, and monitor and manage existing investment positions. They will assist Portfolio Managers with trade execution, booking, and reconciling daily P&L and position reports, develop and maintain relationships with trading counterparties, and research new trading strategies. The role also involves generating and maintaining daily risk and exposure reports and collaborating with internal teams to ensure data accuracy and process efficiency.

Skills

Structured Finance

Credit Derivatives

Portfolio Risk Analysis

Performance Attribution

Financial Modeling

Excel

Python

SQL

Derivatives Markets

Trade Execution

P&L Reporting

Risk Management

AQR Capital Management

Global investment management firm offering diversified strategies

About AQR Capital Management

AQR Capital Management provides investment management services with a focus on technology, data, and behavioral finance. The firm offers a variety of investment strategies that are based on a consistent set of principles, aiming to achieve long-term and repeatable results. AQR works primarily with institutional investors such as pension funds, insurance companies, and sovereign wealth funds, as well as financial advisors and their clients. Their investment approach combines both qualitative and quantitative methods to carefully design and test investment models. AQR differentiates itself by applying systematic and well-thought-out investment solutions that enhance portfolio construction, risk management, and trading. The company's goal is to deliver value through effective asset management while generating revenue from management and performance fees on the assets they oversee.

Greenwich, ConnecticutHeadquarters

1998Year Founded

VENTURE_UNKNOWNCompany Stage

Quantitative Finance, Financial ServicesIndustries

501-1,000Employees

Benefits

Health Insurance

Dental Insurance

Vision Insurance

401(k) Retirement Plan

Paid Vacation

Risks

Increased competition from quantitative firms may erode AQR's market share.

The rise of passive strategies like ETFs could impact demand for AQR's services.

Regulatory scrutiny on quantitative trading could increase compliance costs for AQR.

Differentiation

AQR integrates financial theory with practical application for superior investment results.

The firm uses quantitative tools to process fundamental information and manage risk.

AQR's systematic approach aligns with the growing trend of factor investing.

Upsides

AQR can leverage ESG factors in their quantitative models to meet rising demand.

Machine learning advancements enhance AQR's data analysis and predictive modeling capabilities.

AQR can capitalize on personalized investment solutions with their quantitative tools.

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