Quantitative Analyst

Beneficient is hiring a Quantitative Analyst to build, validate, and maintain pricing and risk models for private-market assets, primarily for its ValueAlt and AltLens platforms. The role combines financial engineering with production software development across models, data pipelines, APIs, and client-facing web applications.

What you'll do:

• Build and maintain cash-flow projection models for private fund interests, including lifecycle event modeling (capital calls, distributions, NAV evolution) and Monte Carlo simulation
• Implement and calibrate discount-rate and fair-value methodology against observed secondary-market transaction data
• Extend coverage to new vehicle types, including evergreen and interval funds with gated or periodic liquidity
• Produce scenario analysis (high / base / low), advance rates, and audit-ready valuation output
• Build and maintain the private-market risk factor model: segment-level historical return series, volatility, beta, correlation, value-at-risk, and concentration analytics
• Implement historical and hypothetical stress scenarios and portfolio what-if analysis
• Develop allocation-versus-limit monitoring and portfolio risk reporting
• Build and maintain the front-end and API layers of the platforms, alongside the models behind them
• Run and improve the quarterly production cycle: data pipelines from public filings and commercial providers, model runs, and the reporting that goes to the board and to clients
• Validate models through champion–challenger testing, backtesting against realized outcomes, and documented methodology reviews
• Document methodology, design decisions, and code so that any team member can pick up any component
• Contribute across the other platforms and internal applications as the team’s priorities require

What they're looking for:

• Bachelor's degree in financial engineering, quantitative finance, mathematics, statistics, physics, computer science, or a related quantitative field
• Working command of the core toolkit: time value of money, discounted cash flow, NPV and IRR, volatility and correlation estimation, value-at-risk, Monte Carlo simulation
• Solid statistical foundation: regression, time-series analysis, probability distributions, parameter estimation
• Ability to read a methodology paper or a fund document and turn it into a working model
• 1–3 years of professional experience writing production Python, including the scientific stack (NumPy, pandas, SciPy)
• 1–3 years of SQL experience
• Sound object-oriented design and the discipline to write tested, maintainable code
• Comfortable in Git-based workflows
• Docker containerization and AWS cloud
• Detail-oriented: checks the numbers, tests the edge cases, and doesn't ship something that hasn't been verified
• Dependable: can be handed a piece of work and trusted to deliver it well independently — and raises a flag early when something is at risk. In a small team, everyone has to be someone the rest can count on
• Collaborative and quick to learn: asks good questions, shares knowledge, reviews others' work, and picks up whatever the team needs

Benefits:

• Medical, Dental and Vision Insurance
• Company-paid Life and AD&D Insurance
• Disability Insurance
• 401k Program with Employer Matching