AVP / Quantitative Researcher - Systematic Fixed Income

About the role

AllianceBernstein's Systematic Fixed Income team develops and manages high-performance, fully systematic, factor-driven fixed-income portfolios. It is looking for a quantitative researcher focused on systematic fixed-income and credit strategies to join its London office. The successful candidate will work with colleagues across the investment process and help develop, implement and manage systematic strategies within the Fixed Income division.

Key responsibilities

• Develop and evaluate systematic investment strategies through simulations, backtesting and strategy analysis.
• Work on portfolio optimization, data science 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.

Required profile

• An advanced degree in Finance, Financial Engineering, Mathematics, Computer Science, Operations Research, Economics, Electrical Engineering or a related field.
• Experience with SQL databases.
• Knowledge of fixed-income securities and markets is preferred but not required; prior fixed-income trading or portfolio management experience is also not required.
• A strong desire to understand and outperform the markets.

Required skills

• Strong Python programming skills and deep familiarity with the Python ecosystem.
• Data science and machine learning skills are a strong plus.
• Exposure to modern development and operations tools such as Airflow or Kubernetes is a plus.