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2023-05-10

Quant Risk Developer

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AllianceBernstein
Quant Risk Developer
New York, US
185,000 - 235,000
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Job Description

Who You 'll Work With

The developer will report to the Arya Head of Risk and work alongside an established team of developers, quantitative analysts, and portfolio managers to continue to build out the multi-manager platform encompassing quantitative modeling, portfolio construction, performance attribution, data consolidation and quality control. You will help to transform investment process to integrate quantitative research by supporting tools for a front-office investment platform, including modules for simulation, alpha models, and portfolio construction.

The candidate will be responsible for development items required to support the daily risk functions with the ability to incorporate abstract requirements while operating in a dynamic, multi-tasking environment to produce high- quality, scalable software.

What You 'll Do

  • Design and develop next generation risk platform for multi-manager and quant strategies

  • Develop front-end tools to aid portfolio optimization, monitoring and trade building

  • Build a consolidated multi-asset data repository and knowledge base

  • Develop systems for downloading data from various internal and external sources

  • Develop robust quality control processing, monitoring and workflow tools

  • Implement of risk and return models

  • Simplify and automate existing manual processes

  • Troubleshoot day-to-day issues

  • Be available to rotate with team members to monitor off-hour automated jobs

What We 're Looking For

  • A degree in Computer Science/Engineering, Master’s degree preferred

  • Effective communication skills with technical and non-technical members of the organization

  • 3+ years’ experience in application development using Python

  • 2+ years’ experience in experience with equity financial data.

  • 2+ years’ experience supporting quantitative research

  • 2+ years of SQL development

  • Ideally 2+ years’ experience with .NET technology (C# preferred)

  • 2 years' experience in a scripting language (PowerShell preferred)

  • Development experience in MATLAB/R, a plus

  • Experience with branch/version control in GIT

Who We Are

We are a leading global investment management firm offering high-quality research and diversified investment services to institutional clients, retail investors, and private-wealth clients in major markets around the globe. With over 4,000 employees across 57 locations operating in 26 countries and jurisdictions, our ambition is simple: to be the most trusted investment firm in the world. We realize that it's our people who give us a competitive advantage and drive success in the market, and our goal is to create an inclusive culture that rewards hard work.

Our culture of intellectual curiosity and collaboration creates an environment where you can thrive and do your best work. Whether you're producing thought- provoking research, identifying compelling investment opportunities, infusing new technologies into our business or providing thoughtful advice to our clients, we are fully invested in you. If you're ready to challenge your limits and empower your career, join us!

In accordance with Section 8-107(32) as set forth in the New York City Human Rights Law, the minimum and maximum base annual salary for this role is as follows:

Base Salary Range: $185,000-$235,000

Actual base salaries may vary based on factors including but not limited to education, training, experience, past performance, and other job-related factors. Base salary is just one component of total compensation at AB, which may include, depending on eligibility, commissions, year-end incentive compensation, short- and long-term incentives and Department-specific awards. In addition AB provides a variety of benefits to employees, including health insurance coverage, an employee wellness program, life and disability insurance, a retirement savings plan, paid holidays, sick and vacation time off.

People of color, women, and those who identify as LGBTQ people are encouraged to apply. AB does not discriminate against any employee or applicant for employment on the basis of race, color, religion, creed, ancestry, national origin, sex, age, disability, marital status, citizenship status, sexual orientation, gender identity, military or veteran status or any other basis that is prohibited by applicable law. AB’s policies, as well as practices, seek to ensure that employment opportunities are available to all employees and applicants, based solely on job-related criteria.

New York City, New York

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