Hiring: Vice President or Principal, Quantitative Research Specialist Company: Adams Street Partners Location: Chicago, IL Job Posted Time: 2026-09-10 12:29:03 Target Skills & Keywords : C++, CFA, Machine Learning, Python, R, Risk Management, SQL About the job Experience: •50 years ago, and clients include leading public and corporate pension plans, foundations, endowments, insurance companies, registered investment advisors, and high net worth individuals worldwide. •10 years of relevant experience in a quantitative role within asset management. •2 years of experience involving private markets investment processes and portfolios, such as private equity or private debt. Required Skills: •Design and build statistical models to evaluate alternative datasets, assess portfolio risk, and optimize investment strategies for illiquid assets, including private equity and private debt. •Translate complex private markets data into actionable, client-ready insights for internal stakeholders and external clients. •Integrate, clean, and analyze large and complex datasets, including alternative investment datasets that may be unstructured or imperfect. •Identify value drivers, market behaviors, and trends that can inform investment decision-making. •Develop advanced analytic models, scenario analyses, and simulation-based frameworks, including Monte Carlo simulations, to support risk-aware portfolio construction and investment processes across subclasses, strategies, and products. •Generate original, proprietary research and develop clear, concise white papers, presentations, and other materials for internal stakeholders and external clients. •Partner with software developers, Data Management, IT, and model validation teams to deploy quantitative code and analytics. •Maintain and enhance existing analytic applications and support the use of analytic models for marketing, client service, and investment-related use cases. Qualifications: •Advanced degree in Mathematics, Statistics, Computer Science, Finance, Economics, or a similar quantitative field. •CFA® charterholder preferred but not required. •Background in quantitative finance, financial engineering, or quantitative modeling strongly preferred. •5–10 years of relevant experience in a quantitative role within asset management. •Minimum of 2 years of experience involving private markets investment processes and portfolios, such as private equity or private debt. •Strong quantitative, analytical, critical thinking, and problem-solving skills, with the ability to apply robust statistical techniques to large, complex, and imperfect datasets. •Exposure to quantitative or statistical modeling techniques used in portfolio analytics, forecasting, and risk management. •Strong programming capabilities, including proficiency in Python, R, SQL, and/or C++. •Operational familiarity with machine learning and AI workflows preferred. •In-depth knowledge of investment management concepts, including accounting principles, portfolio theory, equity valuation, factor models, asset allocation, portfolio optimization, liquidity risk management, and performance measurement. Compensation: •$175,000 - $250,000 / year Interested candidates, please apply directly through the job posting on company's career page or try via AI auto apply on this platform. Don't miss this opportunity to join a forward-thinking team!