Quantitative Investment Analyst
coda searchstaffingGlens Falls (NY)
Quantitative Investment Analyst
Posted 3 days ago
coda searchstaffingGlens Falls (NY)
SENIORITY
Senior
About the role
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.
Build simulation engines (Monte Carlo, scenario analysis) to evaluate portfolio outcomes.
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).
Before you apply
Applying takes about a minute. These four things decide how fast it moves after that.
Your profile is current
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Two examples you can talk through
Not a portfolio — just two pieces of work where you can explain the decisions and what you'd change.
A number in mind
What you're on now and what would make you move. We negotiate better when we know both.
Your notice period
Employers plan around it, and it's the question that stalls offers most often.
Once you apply, someone reads it and calls you before anything reaches the employer — usually within two working days.