Quantitative Researcher – Private Credit Secondaries
| Company | HarbourVest |
|---|---|
| Location | Boston, MA, USA |
| Salary | $Not Provided – $Not Provided |
| Type | Full-Time |
| Degrees | Bachelor’s |
| Experience Level | Mid Level, Senior |
Requirements
- Experience in quantitative equity and fixed income is required; prior experience in credit markets preferred.
- Demonstrate rigorous statistical analysis and experience analyzing large datasets.
- Strong programming skills, preferably in Python (including numerical, statistical modeling and visualization libraries) and SQL.
- Bachelor of Arts (B.A) or Bachelor of Science (B.S.) required.
- 3+ years of experience in a quantitative finance role.
Responsibilities
- Conducting quantitative/statistical analysis of private credit markets and secondary investment opportunities (80%)
- Play a lead role in analyzing proprietary private markets datasets and models to characterize market risk/return relationships, evaluate investment opportunities in the private credit market to inform investment selection and due diligence.
- Diligently perform data exploration and visualization to test investment team hypotheses.
- Accountable for communicating analysis results and actionable insights to the investment team.
- Support and drive adoption and integration of QIS models with fundamental analysis conducted by deal teams.
- Seek to apply new models and techniques (AI/ML) to advance the use of quantitative methods in the investment process.
- Responding to ad-hoc quantitative analysis requests (20%)
- Supporting client facing teams in conducting ad-hoc analysis and responding to client requests.
Preferred Qualifications
- Prior private markets experience is not required.
- Prefer prior independent research experience (academic thesis or industry research).
- Prefer master’s degree or Ph.D. in a technical field.