AVP, Quantitative Analyst Fixed Income Job Details
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Show me jobs like this one| Employer: | AllianceBernstein | Job Ref No: | 47005106 | Job Title: | AVP, Quantitative Analyst Fixed Income | Sector: | Capital Markets | Risk Type: | Other | Expertise: | Risk Manager | We are seeking a New York based AVP Quantitative Analyst to cover fixed income quantitative research with a focus on credit strategies (both cash and credit derivatives) for our Emerging Market Group The Fixed Income group is dedicated to numerous fixed income portfolio mandates that collectively manage over $200bn in AUM. Research is the cornerstone of our collaborative investment decision process; our analysts engage in creative, rigorous and long-term strategic analysis that is the basis for portfolio decisions. The purpose of this position is to contribute to the research, development and implementation of quantitative-based methodologies for fixed income instruments and derivatives. As part of the global quantitative research effort in fixed income, this individual would be expected to contribute in this capacity to fixed income portfolios, multi-sector portfolios and cross-asset mandates. The ideal candidate should have the following experience, qualifications competencies and attributes: Experience, Qualifications and Competencies: •2-4 years of financial services research, developing models, tools and strategies in support of both existing and new investment efforts in rates, credit instruments (investment grade and high yield), sovereign debt, derivative instruments and currencies. •Partner with the portfolio management and economic teams; participate in and make refinements to the portfolio construction process. •Respond to various quantitative requests from consultants, clients, such as simulations, strategy studies, index/benchmark studies, risk profiles and performance attribution •Develop and maintain strong relationships with cutting edge researchers in both the academic and professional communities to understand recent developments •Analyze strengths and weaknesses of different quantitative approaches Attributes: •Strong quantitative skills-including mathematics, statistics and probability •Knowledge of financial markets (theoretical and practical)-emerging markets in particular. Knowledge of credit markets would be preferable. •Computer programming and database skills-Excel, Matlab, SAS, SQL Server, Oracle •PhD preferred but not required, MFE, Masters in Applied Math/Statistics will be acceptable. •Strong work ethic and pro-active personality with a strong desire to continually improve and accept challenges to institute change. •Team oriented/collaborative •Competitive Drive •Confident in representing AllianceBernstein in the marketplace •Works well under pressure •Strong Attention to detail with low tolerance for errors | Region/Country: | Americas, United States | States/Counties: | New York | Address: | Post Date: | 02/08/2012 |
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