Quantitative Investment Analyst

Coda Search│Staffing; New York (NY); In loco; USD 120.000 - 190.000; Tempo pieno

Descrizione del lavoro

Global Asset Manager is seeking a Quantitative Investment Analyst to design and implement portfolio optimization tools across multi-asset classes. You will build models that account for illiquidity, capital flow timing, and leverage, working closely with portfolio managers, analysts, and risk teams.

You will refine quantitative models for expected returns, risk, cash flow forecasting, and correlations, leveraging data from leading providers and internal sources to drive insights and risk

Competenze

• Bachelor's or Master's in a quantitative field such as Math, Stats, Physics, CS.
• 4+ years in private markets or asset management.
• Strong SQL and Python proficiency; experience with portfolio optimization software.
• Familiarity with data visualization and risk tools.

Mansioni

• Design and implement portfolio optimization tools across multi-asset classes.
• Develop models for illiquidity, capital flow timing, and leverage.
• Collaborate with PMs, analysts, and risk teams to produce insights.
• Contribute to research and thought leadership on private market construction.

Conoscenze

SQL

Python

Gurobi

Mosek

Factor models

Risk management tools

Tableau

R

Formazione

Bachelor's or Master's in a quantitative field

Strumenti

Bloomberg

Barra

Axioma

Descrizione del lavoro

Global Asset Manager is in search of a Quantitative Investment Analyst supporting its multi-asset portfolio solutions platform.

In this role, you will develop and implement advanced portfolio optimization frameworks to enhance private market portfolios, considering complexities such as illiquidity, capital calls, distributions, and sector/geographic constraints. Your work will include building and refining quantitative models for expected returns, risk, cash flow forecasting, and correlations, enabling smarter decision-making. You will leverage data from leading providers and internal sources to conduct insightful research, contribute to risk measurement innovations, and support the creation of thought leadership on private portfolio construction and risk management.

Responsibilities

• Design and implement portfolio optimization tools across multiple asset classes.
• Develop models that incorporate illiquidity, capital flow timing, and leverage.
• Work closely with portfolio managers, analysts, and risk teams to deliver actionable insights.
• Contribute to whitepapers on private market risk, construction, and design.

Qualifications

• Must-Have Skills & Qualifications
• Bachelor’s or Master’s degree in Mathematics, Statistics, Physics, Computer Science, or a similarly quantitative field.
• 4+ years of experience in private markets investment, pension funds, sovereign funds, or asset management
• Strong understanding of private market cash flow dynamics—capital calls, distributions, NAV.
• Proficiency in SQL and Python, with experience in portfolio optimization software (e.g., Gurobi, Mosek).
• Familiarity with factor models and risk management tools (Bloomberg, Barra, Axioma).
• Experience working with large datasets and data visualization tools (Tableau, R, Python).