×
Register Here to Apply for Jobs or Post Jobs. X

Senior Associate, Quantitative Researcher

Job in Milton Keynes, Buckinghamshire, MK10 0BX, England, UK
Listing for: Harbourvest Partners, Llc
Full Time position
Listed on 2026-10-29
Job specializations:
  • Finance & Banking
    Data Scientist, Financial Analyst
Salary/Wage Range or Industry Benchmark: 135000 - 158000 GBP Yearly GBP 135000.00 158000.00 YEAR
Job Description & How to Apply Below
Description
Summary

For over forty years, Harbour Vest has been home to a committed team of professionals with an entrepreneurial spirit and a desire to deliver impactful solutions to our clients and investing partners. As our global firm grows, we continue to add 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 optimizes the potential of both the individual and the firm.

Harbour Vest is an equal opportunity employer.

This position will be a hybrid work arrangement. You will receive 18 remote workdays per quarter to use at your discretion, subject to manager approval. For example, you may choose to work in the office 4 days per week and take one remote day weekly (typically 13 weeks per quarter), leaving 5 additional remote days to be used as needed.

As a member of the Quantitative Investment Sciences (QIS) team, this Senior Associate, Quantitative Researcher will work with a team of experienced researchers to develop and conduct quantitative modeling and analysis of investment opportunities. This motivated individual will be dedicated to supporting Harbour Vest investment strategy teams on active investment diligence, pipeline monitoring, portfolio construction, and generating quantitative insights for client engagements and fundraising.

Our projects harness large proprietary private market datasets and statistical models to produce insights that enhance a historically fundamental research-based investment process.

This is an opportunity to join a highly diverse and growing team passionate about pioneering the application of quantitative research, ML/AI and data science to private markets investing and risk management.

The ideal candidate is someone with:
  • Passion for financial markets and investing, quantitative research with complex datasets, and demonstrated intellectual curiosity.
  • Innovative and entrepreneurial attitude. Comfortable taking initiative.
  • Excels at clearly and effectively communicating quantitative insights.
  • Strives in a collegial and collaborative team-oriented environment.
  • Results and detail oriented.
  • Willing to work in a position with uneven and high priority project work.
What you will do:

Conducting quantitative/statistical analysis of private markets and investment opportunities (80%)

  • You will play a lead role in analyzing proprietary private markets datasets and models to characterize market risk/return relationships, evaluate investment opportunities in the private equity co-investment market to inform investment selection and due diligence.
  • Diligently perform data exploration and visualization to test investment team hypotheses.
  • Accountable for communicating analysis results and actionable insights to the investment team.
  • Support and drive adoption and integration of QIS models with fundamental analysis conducted by deal teams.
  • Seek to apply new models and techniques (AI/ML) to advance the use of quantitative methods in the investment process.
Responding to ad-hoc quantitative analysis requests (20%)
  • Supporting client facing teams in conducting ad-hoc analysis and responding to client requests.
What you bring:
  • Experience in quantitative equity is required; prior experience with bottoms-up financial modeling is preferred
  • Prior private markets experience is not required
  • Demonstrate rigorous statistical analysis and experience analyzing large datasets
  • Strong programming skills, preferably in Python (including numerical, statistical modeling and visualization libraries) and SQL
  • Prefer prior independent research experience (academic thesis or industry research)
Education:
  • Bachelor of Arts (B.A) or Bachelor of Science (B.S.) required
  • Master's degree or Ph.D. in a technical field preferred
Experience:
  • 5-7+ years
    of relevant experience in quantitative research, quantitative investing, systematic investing, or related quantitative finance roles

#LI-Hybrid

Base Salary Range

$ - $

This USD base salary range represents only one component of total compensation for this role and is provided in accordance with local requirements. This role is eligible for a discretionary annual bonus, which is determined based on individual and…

Position Requirements
10+ Years work experience
To View & Apply for jobs on this site that accept applications from your location or country, tap the button below to make a Search.
(If this job is in fact in your jurisdiction, then you may be using a Proxy or VPN to access this site, and to progress further, you should change your connectivity to another mobile device or PC).
 
 
 
Search for further Jobs Here:
(Try combinations for better Results! Or enter less keywords for broader Results)
Location
Increase/decrease your Search Radius (miles)
0
200
Filters
Education Level
Experience Level (years)
Posted in last:
Salary