At a Glance
- Tasks: Develop and evaluate systematic investment strategies using cutting-edge technology.
- Company: Join AllianceBernstein, a leader in systematic fixed income with a collaborative culture.
- Benefits: Competitive salary, professional development, and a dynamic work environment.
- Other info: Exciting opportunities for growth in a fast-paced, innovative team.
- Why this job: Make an impact in finance by optimising portfolios and enhancing investment strategies.
- Qualifications: Advanced degree in relevant fields and strong Python programming skills required.
The predicted salary is between 60000 - 80000 £ per year.
AllianceBernstein’s Systematic Fixed Income team develops and manages cutting-edge, high-performance, fully systematic, factor-driven fixed-income portfolios.
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.
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
AVP/Quantitative Researcher in London employer: AllianceBernstein LP
AB is an exceptional employer that fosters a collaborative and dynamic work culture, particularly within our London-based Client Group Change team. Employees benefit from diverse opportunities for professional growth, engaging with global teams while leveraging cutting-edge data analytics to drive impactful business decisions. With a strong emphasis on teamwork and innovation, AB provides a rewarding environment where your contributions directly influence the success of our financial products and client services.
