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Quantitative Researcher – Private Credit Secondaries

Quantitative Researcher – Private Credit Secondaries

CompanyHarbourVest
LocationBoston, MA, USA
Salary$Not Provided – $Not Provided
TypeFull-Time
DegreesBachelor’s
Experience LevelMid 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.