Quantitative Research Analyst

Harbor Capital Advisors, Inc.•New York, NY

1d•$170,000 - $200,000

About The Position

The Multi-Asset Solutions Team (MAST) manages a suite of active investment ETFs and delivers standard and customized multi-asset portfolio solutions across approximately $5 billion in AUM. Portfolios span U.S. and international equities, fixed income, and commodities. MAST’s investment process combines systematic quantitative models with a qualitative investment overlay. The Quantitative Research function is central to this process, designing, maintaining, and enhancing the models that translate market and macroeconomic information into portfolio allocations. These include: Market regime and business-cycle detection models State-space and signal-aggregation frameworks Bespoke portfolio optimization engines Scenario analysis and Monte Carlo simulations for outcome evaluation The Quantitative Research Analyst plays a hands-on role in both portfolio production and model development, working closely with portfolio managers and the trade operations to ensure research insights are translated into robust, implementable portfolios.

Requirements

Bachelor’s degree in a quantitative discipline (e.g., data science, finance, economics, mathematics, statistics, physics); advanced degree preferred
Strong proficiency in Python; experience with databases and data pipelines preferred
The ideal candidate would have a solid understanding of financial markets as well as strong quantitative (data science) background. However, a candidate with either skill will be considered if they have a desire to learn the other
3–5 years of relevant investment or quantitative research experience preferred
Strong analytical and quantitative reasoning skills
Experience with advanced statistical, machine learning or data science methods preferred
Ability to translate quantitative output into investment-relevant insights
Comfortable working independently and collaboratively in a fast-paced investment environment

Nice To Haves

Progress toward the CFA designation is a plus
Experience with large, complex financial or macroeconomic datasets
Familiarity with portfolio analytics, factor models, and back-testing frameworks
Experience with relational databases (e.g., SQL Server, Postgres)
Interest in building production-quality research tools and APIs

Responsibilities

Own the day-to-day operation of MAST’s systematic portfolio process
Produce optimized and implementation-ready portfolios for PM review
Apply and document investment overrides, translating model output into tradeable portfolios
Conduct independent research to improve signals, models, and portfolio construction
Run and maintain the systematic portfolio construction process
Generate optimized and implementation portfolios and explain key drivers of allocations
Partner with PMs to assess model output, apply overrides, and prepare portfolios for execution
Ensure consistency, accuracy, and robustness of production outputs
Research and develop quantitative methods for asset allocation, regime modeling, and portfolio optimization
Enhance existing models and analytics through data, methodology, or implementation improvements
Perform back-testing, scenario analysis, and sensitivity studies
Conduct ad hoc quantitative analyses to support investment decisions