Quant Analyst - Marquee Credit and Asset Team - NYC
Mondrian Alpha, New York, NY, United States
We are working with a highly regarded investment platform focused on long-term capital deployment across a broad range of credit and real asset strategies. The firm operates at the intersection of asset origination, quantitative analysis, and risk management, with a mandate to take a fundamental, research-driven approach to investing across both liquid and illiquid markets.
The team is looking to bring on a Quant Analyst interested in learning the trading side. This role offers broad exposure across asset classes and close interaction with investment, trading, and origination teams globally.
The Role
This position sits within a hybrid investment and risk function, combining quantitative analysis with commercial decision-making. The successful candidate will contribute to the evaluation, structuring, and ongoing management of a diverse portfolio of credit and real asset investments. Key areas of focus include: Supporting the underwriting and analysis of individual investments, particularly across structured and asset-backed opportunities Contributing to portfolio construction and strategic asset allocation decisions across multiple credit sectors Developing and applying quantitative frameworks to assess risk, pricing, and relative value Assisting in the design and evaluation of hedging and risk management strategies across interest rate, credit, and inflation exposures Working closely with senior stakeholders across trading, asset origination, and risk functions on both new opportunities and existing positions Qualifications
2–5 years of experience in a quantitative or analytical role within financial markets Background in areas such as structured credit, rates/derivatives, fixed income, or broader quantitative investing Strong academic track record in a quantitative discipline (e.g. Mathematics, Physics, Engineering, Economics, Computer Science) Strong communication skills and the ability to collaborate in a small, high-performing team
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This position sits within a hybrid investment and risk function, combining quantitative analysis with commercial decision-making. The successful candidate will contribute to the evaluation, structuring, and ongoing management of a diverse portfolio of credit and real asset investments. Key areas of focus include: Supporting the underwriting and analysis of individual investments, particularly across structured and asset-backed opportunities Contributing to portfolio construction and strategic asset allocation decisions across multiple credit sectors Developing and applying quantitative frameworks to assess risk, pricing, and relative value Assisting in the design and evaluation of hedging and risk management strategies across interest rate, credit, and inflation exposures Working closely with senior stakeholders across trading, asset origination, and risk functions on both new opportunities and existing positions Qualifications
2–5 years of experience in a quantitative or analytical role within financial markets Background in areas such as structured credit, rates/derivatives, fixed income, or broader quantitative investing Strong academic track record in a quantitative discipline (e.g. Mathematics, Physics, Engineering, Economics, Computer Science) Strong communication skills and the ability to collaborate in a small, high-performing team
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