AVP/Research Analyst

AllianceBernstein; Greater London; On-site; GBP 70,000 - 110,000; Full time

Job summary

AllianceBernstein in London is seeking a quantitative researcher to advance asset allocation and portfolio optimization work. You will conduct research, build models and dashboards, and collaborate with investors on strategic questions.

You will analyze large data sets with Python, SQL, and ML techniques, producing insights for internal clients and external discussions. Strong math background and communication skills are essential.

Qualifications

• 3-5 years total work experience with 3+ years in quantitative research related to capital markets.
• Experience with RDBMS design and MS SQL Server preferred.
• Advanced Python skills with libraries (pandas, numpy, statsmodels, dash, scikit-learn).
• Ability to manipulate large data sets and build quantitative models.

Responsibilities

• Conduct asset allocation, portfolio construction and manager research using established processes and new data techniques.
• Undertake bespoke research and data analysis for external and internal clients.
• Collaborate with AB investors on strategic asset allocation and portfolio management questions.
• Present findings and recommendations to internal investors.
• Support portfolio management activities and client communications.
• Create and contribute to thought leadership publications.
• Engage with clients on bespoke projects and support sales opportunities.

Skills

Python

SQL

R

Pandas

Numpy

Dash

Machine Learning

Data Visualization

Portfolio optimization

Education

Mathematics/Statistics/Econometrics degree

Tools

MS SQL Server

Python libraries

Job description

Key job responsibilities include, but are not limited to:

• Conducting asset allocation, portfolio construction and manager selection research, utilizing the team’s existing processes and infrastructure as well as new data and techniques;
• Undertaking bespoke research, data analysis and portfolio optimization projects for external and internal clients;
• Working closely with AB investors on a range of investment-related problems relating to Strategic Asset Allocation, portfolio construction and portfolio management;
• Presenting research findings and SAA and other recommendations to internal investors
• Assisting with and supporting the managing of portfolios run by the team;
• Assisting in producing thought-leadership research publications (from short blogs to white papers)
• Engaging and communicating with clients on bespoke projects and participating in client presentations;
• Collaborating with sales and Business Development colleagues on identifying commercial opportunities and creating and pitching new and existing investment solutions to clients;

Examples of more technical/analytical aspects of the job include but are not limited to:

• Building dashboards for data visualization (Python Dash)
• Handling data collation, cleansing and analysis (SQL, Python)
• Creating new databases using data from different sources, and setting up infrastructure for their maintenance;
• Cleaning and manipulating data, building models and producing automated reports using Python;
• Using statistical modelling and Machine Learning to address quantitative problems and conduct research (Python)

Job Qualifications

• 3-5 years total work experience, including 3+ years experience in a quantitative research role relating to capital markets. strategic asset allocation and/or portfolio analysis/risk/portfolio optimization. Preferred background in addition to buy-side multi-asset quantitative research may include:investment banking, management consulting, sell-side research
• Experience of RDBMS database design, preferably on MS SQL Server
• Advanced skills with programming using any of Python libraries (pandas, numpy, statsmodels, dash, pypfopt, cvxpy, keras, scikit-learn)
• Ability to manipulate large quantities of data
• High level of attention to detail and accuracy
• Working experience on building quantitative models; experience with factor research, portfolio construction, systematic models
• Academic qualification in Mathematics/Physics/Statistics/Econometrics/Engineering or related field
• Understanding of company financial statements, accounting and risk analysis would be an added advantage
• Strong (English) oral and written communication skills with proven ability to interact with global clients
• Intellectually inquisitive and motivated to achieve, with a record of outstanding academic and professional success
• Have an analytical personality that is attracted to problem solving
• Be equally comfortable working in a team environment and independently

London, UK