Associate/Senior Associate, Quantitative Investment Analyst, Portfolio Solutions
Core
Design and implement portfolio optimization frameworks and quantitative models for private market portfolios across multiple asset classes to support income generation, inflation protection, and long-term capital appreciation.
Role type
Senior IC quantitative investment analyst (private markets)
Builds
Customized investment strategies, portfolio optimization frameworks, and risk measurement tools for institutional clients
Domain
Private markets (real estate, infrastructure, renewable power, private equity, credit) + Quantitative Finance
Deliverable
production ML models | product features
Required skills
Portfolio optimization, Monte Carlo simulation, factor models, cash flow forecasting, risk measurement, SQL, Python, data visualization
Preferred skills
Gurobi, Mosek, Bloomberg, Barra, Axioma, Tableau, R
Technologies
SQL, Python, Gurobi, Mosek, Bloomberg, Barra, Axioma, Tableau, R
Responsibilities
Design portfolio optimization frameworks incorporating illiquidity and capital calls; Develop quantitative models for expected returns, risk, and cash flow forecasting; Build simulation engines using Monte Carlo and scenario analysis; Work with private market data providers to provide asset class level insight; Contribute to private market risk measurements including factor models and stress testing; Collaborate with Portfolio Managers and fundamental analysts; Author thought leadership pieces on portfolio construction
Seniority
Senior, hands-on IC