Who Youâll Work With
AllianceBernsteinâs Systematic Fixed Income team develops and manages cutting- edge, high-performance, fully systematic, factor-driven fixed-income portfolios.
What Youâll Do
We are seeking a quantitative researcher focused on systematic fixed-income and credit strategies to join our New York office. The successful candidate will collaborate with colleagues across the investment process and contribute to the development, implementation, and management of systematic strategies within AllianceBernsteinâs 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 Weâre 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.
