AVP/Quantitative Researcher

Responsibilities

• Responsibilities include, but are not limited to:
• Developing and evaluating systematic investment strategies through simulations, backtesting, and strategy analysis.
• Working on portfolio optimization, data science, and quantitative research problems.
• Conducting factor discovery, factor return analysis, and risk attribution.
• Contributing to our quantitative research environment, abAlphaLabs, a Python-based research platform.
• Taking a hands-on role in the management and ongoing enhancement of systematic fixed-income strategies.

Requirements

• The ideal candidate will have:
• An advanced degree in Finance, Financial Engineering, Mathematics, Computer Science, Operations Research, Economics, Electrical Engineering, or a related field.
• Strong Python programming skills and deep familiarity with the Python ecosystem.
• Experience working with SQL databases.
• Excellent attention to detail, a strong focus on quality, and the ability to take ownership of projects.
• Knowledge of fixed-income securities and markets, which is preferred but not required.
• Deep desire to understand and outperform the markets.
• Data science and machine learning skills are a strong plus.
• Exposure to modern development and operations tools, such as Airflow, Kubernetes, or similar technologies, is a plus.
• Prior fixed-income trading or portfolio management experience is not required.
• London, UK

Benefits

Additional Information

Who You'll Work With AllianceBernstein's Systematic Fixed Income team develops and manages cutting-edge, high-performance, fully systematic, factor-driven fixed-income portfolios.

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Company Intel

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