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2023-12-19

Senior Quantitative Research Analyst

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AllianceBernstein
Senior Quantitative Research Analyst
New York, US
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Job Description

Who You 'll Work With:

We are seeking an experienced Quantitative Analyst with a demonstrated track record and deep expertise in building and implementing systematic models to drive directional exposure across liquid macro assets, including but not limited to equity and credit indices, rates, currencies, credit, commodities, real assets, and inflation-linked bonds. These models help drive our short- term dynamic asset allocation decisions. You will conduct alpha research to improve existing factors, add new differentiated alphas, and be accountable for the strategy's performance. You will work as part of the investment team to determine how these recommendations would be incorporated in various portfolios that target different outcomes and have specific client constraints.

What You 'll Do:

  • Build and own directional quantitative models that deliver returns and risk mitigation outcomes through asset class tactical asset allocation across a broad range of liquid markets

  • Perform tactical analysis around current market trends to identify unintended exposures to macro risks and determine if and how to mitigate them

  • Present recommendations to Portfolio Managers and Portfolio Investment Groups

  • Collaborate with other quantitative and fundamental analysts and asset class experts to improve existing factors or develop ideas for new factors

  • Generate and deliver innovative methods and ideas to help differentiate AB MAS strategies in the marketplace

  • Help integrate strategies to deliver different outcomes like return generation, risk mitigation, income generation, etc.

What We 're Looking For:

  • A Masters or Ph.D. (typically in Econometrics but can also include other related fields)

  • Six or more years developing multi-asset tactical asset allocation strategies (mandatory)

  • Strong programming abilities - Python strongly preferred

  • Strong quantitative, analytical, and communication skills

  • Someone who is detail-oriented and has the ability to multitask and work in a fast-paced environment

  • The ability to work independently while also being a strong team player

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!

_ For New York City Roles ONLY – Include Following Language_

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: $210,000 to $230,000

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.

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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