Overview
In this role you will join HarbourVest’s Quantitative Investment Sciences team to develop and apply quantitative models for private markets opportunities. You will support investment strategy teams with diligence, pipeline monitoring, portfolio construction and generating data-driven insights for client engagements. You will work with large proprietary datasets and ML/AI methods to complement the fundamental research process and drive better investment decisions. This is a collaborative, fast-paced environment where you shape analytics that inform real-world investments and risk management.
Pay / Benefits
- hybrid work arrangement
- remote workdays
- discretionary annual bonus
- total rewards package
- retirement contributions
- health insurance
Responsibilities
- Lead quantitative/statistical analysis of private markets datasets to characterize risk/return relationships and evaluate opportunities for investment selection
- Perform data exploration and visualization to test investment hypotheses
- Communicate analysis results and actionable insights to the investment team
- Support integration of QIS models with fundamental deal-team analysis
- Apply new models and AI/ML techniques to advance quantitative methods in the investment process
- Handle ad-hoc quantitative requests to support client-facing teams
Key requirements
- Experience in quantitative equity required; bottoms-up financial modeling preferred
- Rigorous statistical analysis with large datasets
- Strong programming skills in Python and SQL
- Prior independent research experience (academic thesis or industry)
- Bachelor in Arts or Science; Master’s/PhD preferred in a technical field
- 5-7+ years of relevant experience in quantitative research or related quantitative finance roles
- Clear and effective communication of quantitative insights
- Collaborative and team-oriented mindset
- Initiative and entrepreneurial attitude
- Python
- SQL
- statistical modeling
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