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2024-01-03

Strategic Asset Allocation - Senior Research Analyst

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AllianceBernstein
Strategic Asset Allocation - Senior Research Analyst
New York, US
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Job Description

Who You 'll Work With:

AB’s Investment Solutions and Sciences (ISS) provides sophisticated asset allocation, data science and custom beta research, strategies, tools and solutions that empower investors to uncover opportunities and achieve better outcomes. This units serves as the center of excellence for foundational investment capabilities across the organization and drives innovation and thought-leadership to unlock insights for our clients. In addition to publishing differentiated research and engaging with clients to structure bespoke solutions, the team also manages more than $50B in passive and structured services.

We are seeking an experienced researcher to own strategic horizon forecasting. This individual will drive development, application and communication of AB’s capital market assumptions and AB’s Capital Markets Engine. They will possess strong research coding ability, sharp quantitative skills and in-depth fundamental market knowledge. Their research will be employed by portfolio managers in funds and solutions across all the investment functions across the firm as well as external partners. This role will be part of the global asset allocation team with responsibilities spanning public and private market asset classes, sub-asset classes, regions, factors and alternatives.

What You 'll Do:

  • Drive AB capital market assumptions for internal, high net worth, retail and institutional use

  • Articulate strategic horizon investment recommendations

  • Own and evolve AB’s comprehensive, integrated, stochastic Capital Markets Engine

  • Partner with researchers, analysts and PMs on the use of capital market assumptions in portfolio construction and investment strategy development

  • Develop internal and external strategic forecasting communications featuring thought leadership

  • Engage with internal and external clients on the strategic asset allocation implications of long horizon forecasting

  • Collaborate with technology to enhance global access to the capital market assumptions and simulations

What We 're Looking For:

  • 7+ years in an investment research or PM role at a long/short asset manager or hedge fund with meaningful multi-asset class experience

  • Strong quantitative, analytical and communication skills

  • Mature fundamental understanding of markets

  • Experience with at least a subset of portfolio construction, investment strategy creation and manager evaluation

  • High level proficiency in MATLAB and SQL with experience in Python strongly preferred

  • Deep knowledge of statistics and Monte Carlo simulation

  • Demonstrated evidence of complex quantitative model design/management or

  • Masters/PhD degree in a technical discipline including quantitative finance/economics, math, statistics, computer science or physics

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 applicable law, the minimum and maximum base annual salary for this role is as follows:

Base Salary Range: $150,000 to $200,000

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 eligible 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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