Quant Execution Analyst

Job Description

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.

AB’s Multi-Asset (MAS) business has been a significant component of the firm’s growth over the last eight years and the primary driver of its shift toward more systematic strategies. Currently, the group executes its trades almost all asset classes – from Equities and listed Futures to FX and OTC Swaps among others.

You will change the way we trade. This role will sit in our MAS investment team, at the intersection of our investment process to provide execution services which contribute to signal generation, portfolio construction and execution strategy within MAS. Initial focus will be to develop systematic execution models for liquid asset classes by using data analysis and model building which results in systematic trading strategies for instruments that are current traded using a variety of implementation vehicles (listed and OTC).

Responsibilities

• Define and develop effective and scalable portfolio implementation strategies for AB’s MAS strategies
• Establish a feedback loop with our PMs to contribute to new signal generation and improve investment returns by incorporating real time factors into trading decisions
• Develop models and analysis for evaluation of trading tools used in systematic trading process
• Work with traders, quants and developers/engineers to advance systematic trading efforts
• Research and implement performance analytics, including signal performance and post-trade analytics (e.g. slippage, fill-rate, and market impact reports)

Qualifications

• Masters/ PhD degree in a technical or quantitative discipline, like math, statistics, computer science, physics or financial engineering.
• Proven ability (5+ years professional experience) to analyze and develop execution strategies which minimize trading costs, slippage and information leakage
• Knowledgeable about a broad array of asset classes (and their execution) across global macro style strategies; cash equities and listed futures at a minimum
• Systematic execution experience required
• Strong programming skills in Python or other similar languages
• Relationships and experience interacting with sell side trading desks
• Knowledgeable about middle office areas that touch trading including trade support, technology and compliance
• Outstanding problem-solving abilities and communication skills
• Ability to work independently while also being a strong team player