Who You'll Work With: You would join the quantitative fixed income research team and work closely with other members of the team. You would work in collaboration with others on various quantitative aspects of the investment process in the fixed income division at AllianceBernstein. You would work in close collaboration with other team members and mentored by more experience members.
What You'll do: Continue development, maintenance and improvement of our existing alpha generating corporate bond execution and TCA frameworks.
Continued development, maintenance and improvement of existing interest rate, credit and fx models and strategies.
Development of cross-section and time-series alpha across various asset classes including rates, credit and FX.
Development of new monetization strategies.
Portfolio construction /optimization, hedging strategies, and relative value analysis within rates, credit and FX.
Curation and preparation of data sets and entity mappings.
Maintenance of production code and the production environment.
Reporting tools and Risk analysis.
Continued development and expansion of our quantitative research framework abAlphaLabs.
You would work on various types of quantitative problems in relation to our fixed income investment process including statistical modelling, and historical data analysis. The candidate will have a strong modern data science bend.
What We're Looking For: The candidate should hold a master's degree in finance, Financial Engineering, Mathematics, Computer Science, Operations Research, Economics, Electrical Engineering or related fields.
The applicant needs to have strong analytical and problem-solving skills.
Attention to detail and ability to take ownership of projects with a strong focus on quality is a must.
Prior exposure to modern data science methods and tools and fluency in python is a must. Experience working with SQL databases is required.
Experience in Fixed Income, data-science, machine learning and systematic strategies a plus.
Ability to manipulate and analyze large sets of data using python.
Hands on experience in the use of essential python libraries such as pandas, numpy, sklearn and other modern data science tools is a strong plus.
Who We Are: 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: $125,000 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 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
Nashville, TennesseeNew York City, New YorkPDN-9b54a******** b6b-8b7b-095f4a092e80
