Quantitative Analyst

San Francisco, CA (Hybrid) 4 days per week in office Position Overview A highly regarded private investment advisory firm is seeking a Quantitative Analyst to support the investment process through rigorous quantitative analysis, programming, and tool development. This role will focus on extending existing analytical tools and building new capabilities that enhance investment decision‑making, portfolio construction, risk management, and client reporting. The ideal candidate is technically strong, intellectually curious, and excited to apply quantitative methods to real-world investment challenges. This is an excellent opportunity to work closely with senior investment professionals in a collaborative, high‑performing environment. Key Responsibilities Quantitative Research & Analysis Program, implement, and maintain quantitative models supporting outcomes modeling, portfolio construction, and risk analysis Translate quantitative insights into practical tools and frameworks used by internal stakeholders and clients Conduct rigorous investment analysis, clearly articulating assumptions, methodologies, and results (including an after-tax context) Programming & Tool Development Build, extend, and maintain analytical tools using Python and SQL Support proprietary technologies related to asset allocation, tax‑aware portfolio strategy, cash flow planning, and integrated wealth analytics Build and maintain databases and data pipelines to support internal analytics infrastructure Ensure code quality through documentation, testing, and adherence to best practices Provide quantitative support to investment professionals across the platform Assist in converting unstructured data into usable formats for private investment due diligence Communicate quantitative findings clearly to both technical and non‑technical audiences Partner closely with senior professionals and peers to meet shared objectives Stay current on financial markets, quantitative techniques, and analytical tools Contribute positively to team culture by demonstrating strong integrity, professionalism, and ethical standards Qualifications Technical & Quantitative Skills Strong Python and SQL experience (ideally at a software engineering level) Demonstrated ability to apply statistical and financial theory to real‑world investment problems Strong understanding of financial markets, asset classes, and investment products Ability to structure, analyze, and interpret large datasets with a high degree of accuracy Strong attention to detail and commitment to producing high‑quality work Strong organizational skills with the ability to manage competing priorities and deadlines Professionalism, integrity, and strong judgment when working with confidential information Experience & Education 0–5 years of relevant experience in quantitative analysis, software development, investment research, financial engineering, or related roles Education Expectations For candidates with 0–2 years of experience: Master’s degree preferred in Financial Engineering, Quantitative Finance, Applied Mathematics, Statistics, or related discipline (with software development experience) For more experienced candidates: strong quantitative undergraduate or postgraduate degree combined with relevant applied experience Compensation & Benefits Competitive compensation with discretionary bonus potential Full health benefits including medical, dental, and vision Life insurance coverage Hybrid work structure Compensation: $100,000 – $125,000 base + discretionary bonus + full benefits #J-18808-Ljbffr