Job Description Summary
For over forty years, HarbourVest has been home to a committed team of professionals with an entrepreneurial spirit and the drive to deliver impactful solutions to our clients and investing partners. As our global firm grows, we continue to add talented individuals who seek a collaborative, open-door culture that values diversity and innovative thinking.
In our collegial environment that’s marked by low turnover and high energy, you’ll be inspired to grow and thrive. Here, you will be encouraged to build on your strengths and acquire new skills and experiences.
We are committed to fostering an environment of inclusion that promotes mutual respect among all employees. Understanding and valuing these differences maximizes the potential of both the individual and the firm
HarbourVest is an equal opportunity employer.
As a member of the Quantitative Investment Sciences (QIS) team, this associate will work with a team of researchers and application developers to conduct quantitative analyses of investment opportunities in the private equity secondary market. This talented and motivated individual will leverage large proprietary datasets and models to generate insights to enhance a fundamental research-based investment process, utilizing innovative models for pricing private portfolios, forecasting cash flows, and evaluating complex deal structures.
This is an opportunity to join a highly diverse and growing team focused on pioneering and innovative quantitative research and data science for private markets investing and risk management.
This position will be a hybrid work arrangement.
The ideal candidate is someone who is/has:
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Proven ability to clearly and effectively communicate complex quantitative insights.
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Passion for financial markets, technology and investing and demonstrated intellectual curiosity.
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Willingness to work in a position with uneven and high priority project work.
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Results and detail oriented. Innovative mind set. Comfortable taking initiative.
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Strives in a collegial and collaborative team-oriented environment.
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Willingness to work in a position with uneven and high priority project work.
What you will do:
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You will play a lead role in leveraging proprietary private markets datasets and models to characterize market risk/return relationships, evaluate investment opportunities in the private equity secondary market to inform investment selection and due diligence.
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Diligently perform data exploration and visualization to test investment team hypotheses.
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Accountable for communicating analysis results and actionable insights to the investment team.
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Support and drive adoption and integration of QIS models with fundamental analysis conducted by deal teams.
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Identify opportunities for new models and techniques (AI/ML) to advance the use of quantitative methods in the investment process.
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Supporting client facing teams in conducting ad-hoc analysis and responding to client requests.
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And other responsibilities as required.
What you bring:
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Experience in financial industry is required, however private markets experience is not required.
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Experience in quantitative equity, structured finance or derivatives is preferred.
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Demonstrated rigorous statistical analysis and experience analyzing large datasets.
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Strong programming skills, preferably in Python (including statistical modeling, visualization libraries) and SQL.
Education Preferred:
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B.A. or B.S., prefer graduate degree in a quantitative discipline.
Experience:
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3-5 years of experience in a quantitative finance role
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