AO/Quantitative Researcher

Overview

Join AllianceBernstein's Systematic Equities team within Multi-Asset and Hedge Fund Solutions as an AO/Quantitative Researcher, working on systematic equity strategies.

What you'll do

• Work with Portfolio Managers to lead the end-to-end process of alpha research, including data collection, analysis, implementation, back-testing, and model ensemble for systematic equity strategies.
• Conduct in-depth research on portfolio optimization, transaction costs, and risk models to enhance investment strategies.
• Maintain and enhance existing production and research infrastructure, ensuring optimal performance and implementation.
• Collaborate with Portfolio Managers in daily investment activities, including monitoring portfolio risk exposures, attributing performance drivers, and evaluating post-trading transaction costs.
• Prepare presentations for upper management and clients.

What you'll need

• A minimum of 2 years of quantitative research experience in equity strategies, either on the buy-side or sell-side.
• Bachelor's degree in quantitative finance, statistics, computer science, mathematics, engineering, or a related quantitative field.
• Strong intuition for empirical financial research, with exceptional analytical, statistical, and quantitative skills.
• Proficient in programming, particularly in SQL and Python, with experience in handling large datasets and applying statistical and numerical methods.
• Highly organized with keen attention to detail, capable of effective multitasking and prioritization.

Nice to have

• Familiarity with alternative data.

Details

• Location: Pune, India.