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AO / Quantitative Developer

AO / Quantitative Developer

AllianceBernsteinPune, India
18 days ago
Job description

Company Description :

As a leading global investment management firm, AB fosters diverse perspectives and embraces innovation to help our clients navigate the uncertainty of capital markets. Through high-quality research and diversified investment services, we serve institutions, individuals, and private wealth clients in major markets worldwide. Our ambition is simple : to be our clients’ most valued asset-management partner.

Group Description :

We are seeking a Pune-based senior quantitative researcher to join our buy-side Index and Derivative Solutions unit. The job will focus on research and development of tools and processes to support all aspects of the systematic investment process and research working in tandem with the group of quantitative research analysts and portfolio managers.

The candidate will leverage and contribute to our state-of-the-art options investment platform, including modules for simulation, portfolio construction, automatic trade routing, reporting and integration utilities. Work will include quantitative analysis and modeling; portfolio construction and reporting; as well as building various dashboards and reports. All software is being developed in Python and SQL.

While most of the users and staff are in New York, the candidate will join a growing team in Pune and Nashville.

Specific Responsibilities :

  • Participate in development of the next generation platform for options strategies.
  • Assistance in factor research and risk-management approaches unique to option investment strategies
  • Development of front-end tools to aid portfolio optimization, monitoring, trade building and trade routing.
  • Onboarding data from various internal and external sources
  • Simplification, automation, and support of existing manual processes

What makes this role unique or interesting (if applicable)?

  • AB investment units are making a significant investment in building out a platform to improve our ability implement systematic investment strategies. This project is still in its early stages, and the candidate will be given significant opportunities to make contributions at the ground-level.
  • The candidate will have an opportunity to work alongside an established team of developers, quantitative analysts and portfolio managers to create a derivatives strategies platform encompassing quantitative modeling, portfolio construction, performance attribution, data consolidation and quality control.

    • Qualifications, Experience, Education :

  • Undergraduate degree in Engineering (required); Master's in Engineering, Economics, or Finance (preferred).
  • CFA / FRM (pursuing or completed) is a plus.
  • Proficiency in Python and one other programming language (MATLAB preferred, or R / C++) is required.
  • Strong understanding of statistical analysis and techniques (hypothesis testing, distributions, regression modeling) is required. Machine learning, Natural Language Processing methods is a strong advantage
  • Academic-level exposure to option pricing methods is required.
  • High attention to detail, accuracy, and ability to work independently and as part of a team.
  • Experience in quantitative analysis with exposure to multiple asset classes (equities, fixed income, commodities, currencies) is a plus.
  • Experience with large data sets and SQL for data processing.
  • Knowledge of macroeconomic and broad capital markets (equities, credit, rates, volatility) is a plus.
  • Experience in asset management and factor research is an advantage.
  • Familiarity with financial databases and tools (FactSet, Bloomberg) is required.
  • Ability to quickly learn new tools, multi-task, and thrive in a fast-paced environment.

    • Special Knowledge (if applicable) :

    Nice to have :

  • Experience with Git / GitHub
  • Experience working with risk models / attribution tools such as BarraOne,
  • Experience with market data vendors - Bloomberg, QADirect, Barclays POINT, etc
  • Experience with machine learning or big data
  • Experience working in the finance industry, demonstrable curiosity in quantitative research and investment

    • Location : Pune, India

    Pune, India

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