Quantitative Portfolio Analyst

AllianceBernstein L.P. seeks Quantitative Portfolio Analyst in New York, NY for independently leading research projects on new factors or approaches to investing using quantitative tools. Managing IT projects to enhance our infrastructure.  Contributing to a team to manage and rebalance portfolios.  Generating investment ideas to contribute to the portfolio’s performance. Creating new tools to enhance our risk monitoring to identify emerging risks across the business. Using statistical software and programming languages such as Python, and SQL to clean, organize, and analyze large datasets. Responsible for learning how to manage portfolios and making investment recommendations based on research and analysis. Responsible for managing the risk associated with portfolios. Responsible for communicating internally about research, investment strategies, performance, and market trends. Preparing reports and presentations to communicate complex financial concepts in a clear and concise manner. Attending industry conferences, reading industry publications, and participating in professional development programs. Must appear in office 3 days per week. WFH permissible 2 days per week.

REQUIREMENTS: Master’s degree or foreign degree equivalent in Finance, or related field and two (2) years of experience in Finance or Quantitative Research or related role or in the job offered.

SKILLS: Experience and/or education must include the following:

1. Performing advanced analysis using Python with a variety of packages and tools.

2. Leverage proprietary python tools like quantm or the external tools like Barra optimizer.

3. Data Analysis: Preparing, cleaning, statistically analyzing data and presenting results to gain insights;

4. Leverage a variety of textual databases (transcripts, filings, Wikipedia entries) using python and NLP tools (like TF-IDF) to uncover relationships across stocks.

5. SQL Querying databases to access different datasets, building pipelines to create new views of our data;

6. Finance Mathematics: understanding tools like CAPM, asset pricing, and finance statistics;

7. Leveraging Bloomberg to extract data to help research investments; and

8. Portfolio Construction and risk management: Understanding risk calculations and the impact of securities on portfolio exposures and performance. 

Please ref job code 8254297 and email resume to: AB-Applications@alliancebernstein.com