Systematic Credit Research

New York City, New York

AllianceBernstein

AllianceBernstein is fully invested in creating better outcomes for investors ranging from individuals to the world’s largest institutions.

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Who You’ll Work With:

AllianceBernstein’s Systematic Fixed Income team manages cutting-edge, high-performance, fully systematic, alpha-driven fixed-income investment processes for internal and external asset owners.

What You’ll Do:

We are seeking a quantitative researcher with a focus on systematic fixed-income/credit strategies for our New York office. The successful candidate would work in collaboration with others on various quantitative aspects of the investment process and systematic strategies in the fixed income division at AllianceBernstein. This includes but is not limited to:

  • Strategy development work such as simulations and strategy analysis.

  • Work on optimization problems and data science questions.

  • Work on factor discovery, factor return, and risk attribution.

  • A desire and the ability to contribute to our quantitative research environment abAlphaLabs (python-based).

  • A desire to be hands-on with regard to the management of systematic fixed-income strategies.

What We’re Looking For:

  • The candidate should hold an advanced degree in finance, Financial Engineering, Mathematics, Computer Science, Operations Research, Economics, Electrical Engineering, or related fields.

  • Knowledge of fixed-income securities and markets is a plus.

  • Prior fixed-income trading or portfolio management experience is not required.

  • Attention to detail and the ability to take ownership of projects with a strong focus on quality are essential.

  • The applicant must have strong Python skills and be very familiar with the Python ecosystem.

  • Data science and machine learning skills are a strong plus.

  • Experience working with SQL databases is required, and exposure to modern dev/ops tools such as Airflow, Kubernetes, etc., is a strong plus

About AB 

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: $100,000 to $150,000

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

People of color, women, and those who identify as LGBTQ people are encouraged to apply. 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 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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Category: Research Jobs

Tags: Airflow Computer Science Economics Engineering Finance Kubernetes Machine Learning Mathematics Python Research SQL

Perks/benefits: Career development Competitive pay Health care Insurance Wellness

Region: North America
Country: United States

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