AVP/Quantitative Researcher

AllianceBernstein L.P.; Greater London; Hybrid; GBP 90,000 - 130,000; Full time

Job summary

AllianceBernstein’s Systematic Fixed Income team develops and manages high-performance, fully systematic, factor-driven fixed-income portfolios in London.

The quantitative researcher will develop, implement, and manage systematic strategies, conduct factor discovery and risk attribution, and contribute to the abAlphaLabs Python-based research platform. Strong Python and data-science skills are essential.

Qualifications

• Advanced degree in Finance, Financial Engineering, Mathematics, Computer Science, Operations Research, Economics, Electrical Engineering, or a related field.
• Strong Python programming skills and deep familiarity with the Python ecosystem.
• Experience working with SQL databases.
• Data science and machine learning skills are a strong plus.
• Exposure to Airflow, Kubernetes, or similar technologies is a plus.

Responsibilities

• Develop and backtest systematic fixed-income strategies.
• Work on portfolio optimization and quantitative research problems.
• Conduct factor discovery, factor return analysis, and risk attribution.
• Contribute to abAlphaLabs, a Python-based research platform.
• Take a hands-on role in managing and enhancing systematic fixed-income strategies.

Skills

Python programming

Data science

Machine learning

SQL databases

Airflow

Kubernetes

Education

Advanced degree in Finance/Math/CS

Tools

SQL

Airflow

Kubernetes

Job description

## AVP/Quantitative ResearcherApplylocations: London, UKtime type: Full timeposted on: Posted Todayjob requisition id: R0019116**Who You’ll Work With**AllianceBernstein’s Systematic Fixed Income team develops and manages cutting-edge, high-performance, fully systematic, factor-driven fixed-income portfolios. **What You’ll Do**We are seeking a quantitative researcher focused on systematic fixed-income and credit strategies to join our London office. The successful candidate will collaborate with colleagues across the investment process and contribute to the development, implementation, and management of systematic strategies within AllianceBernstein’s Fixed Income division. Responsibilities include, but are not limited to:* Developing and evaluating systematic investment strategies through simulations, backtesting, and strategy analysis.* Working on portfolio optimization, data science, and quantitative research problems.* Conducting factor discovery, factor return analysis, and risk attribution.* Contributing to our quantitative research environment, abAlphaLabs, a Python-based research platform.* Taking a hands-on role in the management and ongoing enhancement of systematic fixed-income strategies. **What We’re Looking For**The ideal candidate will have:* An advanced degree in Finance, Financial Engineering, Mathematics, Computer Science, Operations Research, Economics, Electrical Engineering, or a related field.* Strong Python programming skills and deep familiarity with the Python ecosystem.* Experience working with SQL databases.* Excellent attention to detail, a strong focus on quality, and the ability to take ownership of projects.* Knowledge of fixed-income securities and markets, which is preferred but not required.* Deep desire to understand and outperform the markets.* Data science and machine learning skills are a strong plus.* Exposure to modern development and operations tools, such as Airflow, Kubernetes, or similar technologies, is a plus. Prior fixed-income trading or portfolio management experience is not required.London, UK### About UsWe 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 51 locations operating in 25 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!*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.*Please be advised that AB does not solicit confidential information from job applicants during the screening process, nor extend job offers without the candidate participating in a series of interviews to be properly considered for an open role. If you receive requests for confidential information, outside of the formal interviewing process even if the person asserts that they represent AB, we encourage you not to reply.