Vice President or Principal Quantitative Research Specialist
Adams Street Partners is a global private markets investment manager founded in 1972. It manages investments across primary, secondary, growth equity, private credit, and co-investment strategies for institutional investors, wealth advisors, and qualified investors.
About Adams Street Partners
Adams Street Partners provides customized access to private markets investment strategies and solutions. The employee-owned firm manages approximately $73 billion in assets for institutional investors, including corporate and public pensions, foundations, family offices, and endowments, as well as wealth managers and financial advisors. Its offerings include co-investments, growth equity, primary investments, private credit, secondary investments, evergreen funds, insurance solutions, custom solutions, private wealth solutions, and growth capital solutions. The firm operates globally across offices in the United States, Canada, Europe, and Asia.
Skills
About the Role
You will design and build statistical, analytic, and simulation-based models for private equity, private debt, and other illiquid assets. You will integrate and analyze complex datasets, produce proprietary research and client-ready materials, deploy analytics with technical partners, and manage multiple projects through delivery.
Requirements
- Advanced degree in Mathematics, Statistics, Computer Science, Finance, Economics, or a similar quantitative field
- Background in quantitative finance, financial engineering, or quantitative modeling
- 5–10 years of relevant quantitative experience within asset management
- At least 2 years of experience with private markets investment processes and portfolios
- Quantitative analysis, critical thinking, and problem-solving skills
- Experience with portfolio analytics, forecasting, and risk-management modeling techniques
- Proficiency in Python, R, SQL, and/or C++
- Experience with database and software platforms
- Understanding of accounting principles, portfolio theory, equity valuation, factor models, asset allocation, portfolio optimization, liquidity risk management, and performance measurement
- Ability to communicate technical methodologies as commercial, client-oriented insights
- Experience collaborating with technical and non-technical stakeholders
- Ability to manage priorities and drive projects from concept through execution
Responsibilities
- Design and build statistical models to evaluate alternative datasets, assess portfolio risk, and optimize investment strategies for illiquid assets
- Translate private markets data into actionable, client-ready insights
- Integrate, clean, and analyze large and complex datasets
- Identify value drivers, market behaviors, and trends that inform investment decisions
- Develop analytic models, scenario analyses, and Monte Carlo simulation frameworks for portfolio construction and investment processes
- Generate proprietary research, white papers, presentations, and other materials
- Partner with software developers, Data Management, IT, and model validation teams to deploy quantitative code and analytics
- Maintain and enhance analytic applications for marketing, client service, and investment-related use cases
- Develop solutions with technical and non-technical stakeholders
- Optimize data storage, access, and end-user use of data and analytics
- Manage workflows and projects, including dependencies, dates, milestones, and stakeholder inputs
- Prioritize and execute work independently while maintaining quality and timeliness
Benefits
- Medical, dental, and vision coverage
- 401(k) with immediate vesting and employer match
- Profit sharing
- Flexible spending accounts
- Paid parental leave, including adoption
- Paid time off
- Commuter benefits
- Employer-paid short- and long-term disability insurance
- Employer-paid life insurance
- Additional voluntary benefits