AVP/Senior Quant Programmer/Analyst

Who We Are:

As a leading global investment management firm, AB fosters diverse perspectives and embraces innovation to help our clients navigate the uncertainty of capital markets. Through high-quality research and diversified investment services, we serve institutions, individuals and private wealth clients in major markets worldwide. Our ambition is simple: to be our clients’ most valued asset-management partner.

With over 3,700 employees across 51 locations in 25 countries, our people are our advantage. We foster a culture of intellectual curiosity and collaboration to create an environment where everyone can thrive and do their best work. Whether you're producing thought-provoking research, identifying compelling investment opportunities, infusing new technologies into our business or providing thoughtful advice to clients, we’re looking for unique voices to help lead us forward. If you’re ready to challenge your limits and build your future, join us.

Who You'll Work With:

The Multi-Asset Technology group supports quantitative research, model development, and portfolio management processes for Multi-Asset and Hedge Fund Solutions (MASHF) unit of AB.  Specifically, we directly support the Dynamic Asset Allocation (DAA) group, the outcome-oriented product group, the defined-contribution retirement solutions group, the custom alternative solutions group, and systematic equity investment group, and other quantitative investment groups. 

We are seeking a Nashville-based Developer to join the Multi-Asset Technology team to provide technology solutions for to our buy-side investment unit.

What You'll Do:

This assignment will focus on building tools to support and automate the investment lifecycle from decision to implementation. This will include interacting with portfolio managers, quant research analysts, traders and operations. The work will include data acquisition, analysis, modeling and aggregation; implementing new market data downloads; portfolio implementation and quantitative model analytics; reporting and developing quality controls with a particular emphasis on automation and repeatability.

MAS actively manages over $100 billion for global institutions, high net worth individuals and retail mutual fund investors. The group’s macro and quantitative research insights are used to develop innovative investment products and drive investment decisions. We assess both short and long-term outlooks for risk and return across all major markets, including Equities, Fixed Income, Currencies, Commodities, Credit, Real Assets, and Alternatives. We use quantitative and fundamental research techniques that are highly adaptive to the current market environment. We combine these views with the specific needs of clients to develop custom portfolio solutions.

Over the past couple of years, MAS has grown rapidly and continues to add new sources of market data, new security instruments, and new quantitative tools to its investment and research process. There is tremendous need for support in data acquisition, quantitative analysis, and portfolio tools development.

The key job responsibilities include, but are not limited to:

• Development of front-end tools to aid portfolio optimization, monitoring and trade building
• Developing systems for downloading data from various internal and external sources
• Automation of all investment related workflows, with a heavy emphasis on integration with our OEMS and back office.
• Building a consolidated multi-asset data repository and knowledge base
• Leverage next generation research platform for multi-asset quant strategies
• Developing robust quality control processing, monitoring and workflow tools
• Implementation of risk and return models
• Simplification and automation of existing manual processes
• Provide support for overnight batch jobs

What makes this role unique or interesting?

• The Multi-Asset Technology team has made a significant investment in building out a modern platform to improve our ability to invest in systematic strategies.  This project is still in its late stages, and the candidate will be given significant opportunities to contribute to expand its capabilities.
• The candidate will have an opportunity to work alongside an established team of developers, quantitative analysts and portfolio managers to create a new multi-asset platform encompassing quantitative modeling, portfolio construction, performance attribution, data consolidation and quality control.

What is the professional development value of this role?

• The candidate will have an opportunity to learn or leverage existing skills in Python, SQL, Git, Azure, Docker, Kubernetes, and Airflow. They will leverage a CI/CD deployment framework for deployments.
• The candidate will work closely with professional investment staff and get an opportunity to broaden their financial knowledge across asset classes, markets and instruments

What We Are Looking For:

• Degree in Computer Science/Engineering, Master’s degree preferred
• 3+ years’ experience in application development using Python
• 2+ years’ experience programming SQL queries and stored procedures (Microsoft SQL Server, Postgres, Oracle, MySQL or Sybase)
• 2+ years’ experience in experience with equity financial data.
• 2+ years’ experience supporting quantitative research
• Advanced Excel programming experience a strong plus
• Development experience in MATLAB/R a plus

Skills:

• Strong analytical and quantitative skills
• Candidate must be willing to take full ownership of projects, covering analysis, technical design and implementation, testing, and deployment tasks
• Software engineering skills including object-oriented design, application of design patterns
• Must demonstrate good communication skills and be comfortable working closely with senior quantitative analysts and business partners
• A strong desire to document and share work done to aid in long term support
• Candidate must be a self-starter, a dependable partner, and team player

What we prefer:

• Experience with Git/GitHub
• Experience working with risk models/attribution tools such as BarraOne, RiskMetrics, Axioma, Bisam B-one
• Experience with market data vendors and platforms - Bloomberg, QADirect, Barclays POINT, Snowflake, etc
• Experience with PnL and performance attribution reporting
• Experience with machine learning or big data
• Experience working in the finance industry, demonstrable curiosity in quantitative research and investment

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!

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