Senior Quantitative Researcher - Systematic Fixed Income

AllianceBernstein L.P.; Greater London; On-site; 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

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.