Description

A global, multi-billion-dollar investment management firm specializing in private equity is expanding its Boston-based quantitative team. This role offers the opportunity to join a dynamic group of quantitative researchers, software developers, and data engineers who are pioneering the development and application of advanced models and tools to enhance private market investment decisions and portfolio management. The position will primarily support the firm's growing Secondary Strategy team, combining quantitative modeling and analysis of private equity markets and secondary investment opportunities with ad-hoc client-focused projects, providing exposure to both technical and strategic aspects of the investment process.

What You Will Do:

• Apply advanced models to assess market risk, analyze return relationships, and evaluate investment opportunities in the private equity secondaries market
• Communicate research findings and actionable insights across internal teams and with clients
• Leverage AI and machine learning techniques to enhance investment decision-making
• Support fundraising efforts and respond to ad-hoc quantitative analysis requests

What You Will Bring:

• Minimum 3 years of experience in a quantitative role, ideally with equities (private market experience preferred)
• Strong programming skills in Python and SQL
• Proven ability to conduct independent research and deliver data-driven insights
• Expertise in rigorous statistical analysis and handling large, complex datasets