Quantitative Researcher

JOB: AllianceBernstein L.P. seeks Quantitative Researcher in New York, NY to conduct alpha factor research from scratch to end, including data gathering, data extraction, transforming and analysis, signal research, strategy implementation, back testing and model ensemble for systematic equity strategies. Conduct research on portfolio optimization, transaction cost and risk models. Maintain and improve existing production and research infrastructure; Review and improve current production implementation. Work with portfolio manager in day-to-day investment process, including monitoring portfolio risk exposures, attributing performance drivers, evaluating post-trading transaction cost, pnl reconciliation. Work closely with developers, risk management and other research teams to implement new features into current research infrastructure. Draft regular commentary reports on equity factors and the team’s quantitative investment strategies. 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, Finance, Statistics, or related field and two (2) years of experience in job offered or a related role.

Skills: Experience and/or education must include:

1. Processing and analyzing company financials dataset, and utilizing these accounting items to construct fundamental factors for quantitative equity investment strategies;

2. Working with alternative datasets, including cleaning data, analyzing data and leveraging the information to build trading signals;

3. Programming skills in SQL, Python and Matlab, and experience using these programming skills to manipulate large financial data sets for empirical research;

4. Portfolio construction and optimization techniques, and be able to utilize these techniques to analyze impact of different objectives and constraints in portfolio optimizations;

5. Experience applying statistical and numerical methods on large datasets, to test effectiveness and significance of factors, applying linear and non-linear statistical models to analyze data and construct factors;

6. Knowledge of Financial database Bloomberg; and

7. Accounting and companies’ financial reporting, including income statements, balance sheet statements and cash flow statements.

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

TO APPLY: Offered salary is between $140,000-$200,000 per year.  Email resume to AB-Applications@alliancebernstein.com & indicate job code 9296625

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JOB: AllianceBernstein L.P. seeks Quantitative Researcher in New York, NY to conduct alpha factor research from scratch to end, including data gathering, data extraction, transforming and analysis, signal research, strategy implementation, back testing and model ensemble for systematic equity strategies. Conduct research on portfolio optimization, transaction cost and risk models. Maintain and improve existing production and research infrastructure; Review and improve current production implementation. Work with portfolio manager in day-to-day investment process, including monitoring portfolio risk exposures, attributing performance drivers, evaluating post-trading transaction cost, pnl reconciliation. Work closely with developers, risk management and other research teams to implement new features into current research infrastructure. Draft regular commentary reports on equity factors and the team’s quantitative investment strategies. 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, Finance, Statistics, or related field and two (2) years of experience in job offered or a related role.

Skills: Experience and/or education must include:

1. Processing and analyzing company financials dataset, and utilizing these accounting items to construct fundamental factors for quantitative equity investment strategies;

2. Working with alternative datasets, including cleaning data, analyzing data and leveraging the information to build trading signals;

3. Programming skills in SQL, Python and Matlab, and experience using these programming skills to manipulate large financial data sets for empirical research;

4. Portfolio construction and optimization techniques, and be able to utilize these techniques to analyze impact of different objectives and constraints in portfolio optimizations;

5. Experience applying statistical and numerical methods on large datasets, to test effectiveness and significance of factors, applying linear and non-linear statistical models to analyze data and construct factors;

6. Knowledge of Financial database Bloomberg; and

7. Accounting and companies’ financial reporting, including income statements, balance sheet statements and cash flow statements.

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

TO APPLY: Offered salary is between $140,000-$200,000 per year.  Email resume to AB-Applications@alliancebernstein.com & indicate job code 9296625