Senior Associate Quant, Multi-Asset Portfolio Management

Our client, a leading institutional investment platform, is seeking a Senior Associate Quant to join its Multi-Asset Group. This team constructs bespoke, multi-asset portfolios for institutional clients spanning private equity, private credit, credit, real estate, infrastructure, and hedge funds. The Senior Associate will work directly with Portfolio Managers to build the quantitative tools and frameworks that drive portfolio construction, asset allocation, and risk management decisions across these portfolios.

This is an opportunity to sit at the intersection of quantitative research and portfolio management within a multi-asset platform focused on private markets. The Senior Associate will collaborate closely with Portfolio Managers overseeing institutional client portfolios, translating investment views into rigorous, data-driven models and tools that inform real capital allocation decisions across public and private asset classes.

Key Responsibilities:

• Develop and enhance quantitative models and tools supporting portfolio construction, strategic and tactical asset allocation, and portfolio optimization across a multi-asset, private-markets-oriented platform
• Partner directly with Portfolio Managers to translate investment ideas into actionable analytical frameworks
• Support risk management efforts, including exposure analysis, scenario testing, and portfolio-level risk monitoring across illiquid and liquid asset classes
• Conduct research on asset allocation methodologies as applied to private equity, private credit, real estate, infrastructure, and hedge fund strategies
• Build and maintain tools to analyze portfolio construction trade-offs across liquidity, risk, and return objectives
• Collaborate cross-functionally with investment, risk, and technology teams to improve data infrastructure and modeling capabilities
• Present findings and recommendations clearly to Portfolio Managers and senior stakeholders

Qualifications:

• 3-6 years of relevant experience in quantitative portfolio management, asset allocation, or investment research, ideally with exposure to private markets asset classes (private equity, private credit, real estate, infrastructure, or hedge funds)
• Advanced degree (Master's or PhD) in a STEM field such as Mathematics, Statistics, Physics, Engineering, Computer Science, Financial Engineering, or a related quantitative discipline
• Strong programming skills (Python, R, or similar) and experience building analytical models and tools
• Solid grounding in portfolio theory, asset allocation frameworks, and quantitative risk management concepts
• Experience working with multi-asset or private markets portfolios strongly preferred
• Excellent communication skills, with the ability to work directly and effectively with Portfolio Managers and translate quantitative work into investment-relevant insights
• Strong attention to detail and ability to manage multiple analytical projects simultaneously