Quantitative Investment Analyst - Private Markets Portfolios

Coda Search│Staffing; New York (NY); On-site; USD 120,000 - 190,000; Full time

Job summary

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

Qualifications

• 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.

Responsibilities

• 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.

Skills

SQL

Python

Gurobi

Mosek

Factor models

Risk management tools

Tableau

R

Education

Bachelor's or Master's in a quantitative field

Tools

Bloomberg

Barra

Axioma

Job description

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