AllianceBernstein

  • Event Driven Systematic Research Analyst/Portfolio Manager

    Location : Location US-NY-New York
    ID
    2019-6799
    Category
    Research
    Position Type
    Full-Time
  • Company Overview

     

    AllianceBernstein (AB) is a global investment-management firm providing industry-leading research and investment solutions through a combination of innovation, intellectual curiosity and relentless ingenuity. We offer high-quality research and diversified investment services to institutional and individual investors worldwide. Our clients include some of the world's top institutions as well as private-wealth clients and retail investors. Through close partnerships with our clients, we collaborate on investment strategies across regions and sectors to inspire innovative thinking and deliver superior outcomes.

     

    We invest in our people and in the communities in which we operate, and we celebrate our diversity to showcase what makes us unique. We offer our talent the opportunity to grow professionally while working on cutting-edge ideas and outcomes in a global culture that operates as a tight-knit community.

     

    If you're ready to innovate and grow your career, join us.

     

    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.

    Responsibilities

    We are seeking a talented, highly motivated Event Driven Systematic Research Analyst/Portfolio Manager with demonstrated significant experience of actually working on these strategies, intellectual curiosity and an aptitude to think systematically about a number of event driven actions. 

     

    The role provides you with experience in all aspects of equity portfolio management: data management, research, factor construction, portfolio construction, portfolio monitoring etc. The role will provide you with opportunity to be creative and work on new datasets and modeling techniques.

     

    Responsibilities:

    • Quantitative Research: Independent idea generation and presentation. Use statistical methods and creative thinking to build/ improve existing quantitative factors, study and implement new alpha and risk modeling techniques, read and test latest academic and broker research
    • Portfolio and Strategy Construction
    • Production and Data Management
    • Portfolio Management

    Qualifications

    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 research and management of strategies.
    • Masters/ PhD degree in a technical or quantitative discipline, like math, statistics, computer science, physics or financial engineering.
    • Strong programming abilities in MATLAB / SQL / Python.
    • Knowledge of MS Excel and Excel VBA
    • Strong quantitative, analytical and 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 across different teams globally, including experience partnering with client facing teams.
    • Strong experience with datasets such as Bloomberg, FACTSET fundamentals, Worldscope, MSCI.
    • Detail-oriented, ability to multitask and work in a fast-paced environment
    • Ability to work independently while also being a strong team player

    Options

    Sorry the Share function is not working properly at this moment. Please refresh the page and try again later.
    Share on your newsfeed

    Connect With Us!

    Not ready to apply? Connect with us for general consideration.