Quantitative Research Analyst

JOB: AllianceBernstein L.P. seeks Quantitative Research Analyst in New York, NY: Collaborating with technology team, onboarding, staging, cleaning existing and new datasets. Working closely with senior researchers on feature construction, which will be used in alpha generation. Supporting senior researchers/PMs on ongoing quality control of data. Work on identification, construction, and allocation of new alpha factors and strategies. Partner with fellow quantitative researchers and portfolio managers to contribute to collective research process of vetting new returns sources of return for inclusion in portfolios. Generate and deliver innovative methods and ideas to help differentiate AB MAS strategies in marketplace. Must appear in office 3 days per week: WFH permissible 2 days per week.

REQUIREMENTS: Master’s degree or foreign degree equivalent in Quantitative Finance, Financial Engineering, or related field.

Skills: Experience and/or education must include: 

1. Computational tools Excel and VBA for summarizing research finding and building performance dashboards.

2. Python for analyzing data and conducting research.

3. Utilizing database skills to query data for daily operations, ensuring efficient data retrieval and management to support investment strategies and research activities.

4. Knowledge of statistical and time series analysis to analyze data patterns, build models and conduct hypothesis testing.

5. Applying nature language processing techniques to analyze alternative data sources and develop strategies based on the insights gained from the analysis.

6. Knowledge of stock, FX and fixed income market to maintain and develop models that guide investment decision.

7. Experience with optimization models and methods like quadratic programming for the use of portfolio construction process.

8. Using understanding of derivatives theory to maintain and develop strategies using market data from option markets.

LOCATION: 66 Hudson Boulevard East, New York, NY 10001. Must appear in office 3 days per week; WFH permissible 2 days per week.

TO APPLY: Offered salary is between: $145,000 - $150,000 per year. Email resume to AB-Applications@alliancebernstein.com & indicate job code 8963075.