• Event Driven Systematic Research Analyst/Portfolio Manager

    Location : Location US-NY-New York
    Position Type
  • Company Overview


    AB is a leading global investment-management and research firm with approximately $550 billion in assets under management and a presence in 22 countries, with about 3,500 employees worldwide. We serve clients ranging from institutions to individuals and private clients, and we offer independent research, portfolio strategy and brokerage-related services tailored to our clients’ unique needs. With forward-looking perspective and expertise in equities, fixed-income, alternatives and multi-asset strategies, more than 500 investment professionals collaborate to share ideas and make connections across disciplines, geographies, asset classes and sectors. These collective insights drive innovation and better solutions, helping us keep our clients AHEAD OF TOMORROW®.

    AB’s Multi Asset Solutions (MAS) business has been a significant component of the firm’s growth over the last seven years and the primary driver of its shift toward more systematic strategies. A core part of this shift is the expansion of our alternatives business which include a variety of strategies, including Event Driven.


    AllianceBernstein is an equal opportunity employer.  We do not discriminate based race, color, creed, national origin, sex, age, disability, marital status, sexual orientation or citizenship status.


    Event Driven Strategies are systematic strategies that are looking to systematically exploit inefficiencies in equity markets that are driven by an event: Corporate, Investor, Sentiment or Liquidity Driven. Some examples of the types of events could include mergers/acquisitions, share repurchases, equity index arbitrage, restructuring/spinoffs (i.e. conglomerate discount arbitrage), shareholder activism and bankruptcy. We seek to capture these returns long and short by systematically removing equity beta to capture orthogonal event risk.

    This Event Driven PM role will lead the research and portfolio management for all non-Merger Arb, event driven systematic strategies with an initial focus on medium or longer frequency horizons.

    • Systematization of event strategies: automate and productionalize event return streams for use in systematic models
    • Hands on quantitative research and portfolio management
    • Methodology selection
    • Data collection / analysis
    • Testing, prototyping, backtesting
    • Portfolio and Strategy Construction
    • Production and Data Management
    • Portfolio management / performance monitoring
    • Client interface, presentation and reporting
    • Present on portfolio related topics to the group including research results, performance and others


    Candidates should be top academic performers, be interested in the investment management industry and meet the following criteria:
    • Minimum of 7+ years of relevant experience in systematic event driven investing / management of strategies
    • Significant experience with traditional and alternative event driven datasets
    • Masters/ PhD degree in a technical or quantitative discipline, like math, statistics, computer science, physics or financial engineering
    • Strong programming / technical abilities in Python and SQL
    • Strong communication skills - Ability to clearly articulate views and have conviction including willingness to express views even when contrary to the views of others
    • Ability to collaborate globally including experience partnering with client facing teams


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