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SalaryWho You’ll Work With:
We are seeking an experienced Quantitative Analyst with demonstrated track record and deep expertise in doing alpha research to develop mid frequency systematic strategies in macro asset class space. Experience in building strategies in at least one macro asset classes (equity index, fixed income, commodity, currency) is a requirement.
You could come from either a buy side where ideally your strategies have been running in live portfolios with a successful track record, or from QIS desks at sell side where the strategies have been running live. You would have worked in an environment where even though the strategies are mid frequency, they use intraday data in the signal development process so that there is little to no difference between simulations and live returns. You would have developed signals using both traditional and alternative, price and non-price datasets.
You will be conducting alpha research to improve existing factors, adding new differentiated alphas, be accountable for the performance of the signals/strategies you introduce, but also have an opportunity to contribute to other existing signals/strategies. You will join a dynamic, collaborative research team with free-flowing exchange of ideas and feedback.
What You’ll Do:
- Build and own new alpha signals that deliver returns across market regimes
- Perform tactical analysis around current market trends to identify unintended exposures to macro risks and determine if and how to mitigate them
- Work closely with systematic macro team to improve techniques, existing factors or develop ideas for new factors
- Generate and deliver innovative methods and ideas to help differentiate AB MAS strategies in marketplace
- Deliver differentiation through knowledge of differentiated datasets, advanced construction techniques, and/or expertise of market microstructure and dynamics of commodity markets
What We’re Looking For:
- An advance degree preferred (typically in Econometrics but can also include other related fields)
- 3-5 years researching systematic strategies in macro space
- Strong programming abilities - Python strongly preferred
- Strong quantitative, analytical and communication skills
- Detail-oriented, ability to multitask and work in a fast-paced environment
- The ability to work independently while also being a strong team player
For New York City Roles ONLY – Include Following Language
In accordance with Section 8-107(32) as set forth in the New York City Human Rights Law, the minimum and maximum base annual salary for this role is as follows:
Base Salary Range: $150,000 to $200,000
Actual base salaries may vary based on factors including but not limited to education, training, experience, past performance, and other job-related factors. Base salary is just one component of total compensation at AB, which may include, depending on eligibility, commissions, year-end incentive compensation, short- and long-term incentives and Department-specific awards. In addition, AB provides a variety of benefits to employees, including health insurance coverage, an employee wellness program, life and disability insurance, a retirement savings plan, paid holidays, sick and vacation time off.
New York City, New York
