HarbourVest is looking to solve the problem of enhancing its Secondary Credit strategy team through quantitative modeling and analysis of private credit opportunities.
Requirements
- Experience in quantitative equity and fixed income is required; prior experience in credit markets preferred
- Demonstrate rigorous statistical analysis and experience analyzing large datasets
- Strong programming skills, preferably in Python (including numerical, statistical modeling and visualization libraries) and SQL
- Prior independent research experience (academic thesis or industry research) is preferred
- Experience with data exploration and visualization tools
- Knowledge of machine learning and artificial intelligence techniques
- Familiarity with private markets datasets and models
Responsibilities
- Conducting quantitative/statistical analysis of private credit markets and secondary investment opportunities
- Analyzing proprietary private markets datasets and models to characterize market risk/return relationships
- Evaluating investment opportunities in the private credit market to inform investment selection and due diligence
- Performing data exploration and visualization to test investment team hypotheses
- Communicating analysis results and actionable insights to the investment team
- Supporting and driving adoption and integration of QIS models with fundamental analysis conducted by deal teams
- Applying new models and techniques (AI/ML) to advance the use of quantitative methods in the investment process
Other
- Bachelor of Arts (B.A) or Bachelor of Science (B.S.) required
- Prefer master's degree or Ph.D. in a technical field
- 3+ years of experience in a quantitative finance role
- Passion for financial markets and investing, quantitative research with complex datasets, and demonstrated intellectual curiosity
- Innovative and entrepreneurial attitude, comfortable taking initiative
