VP Quantitative Analyst Job Details
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Show me jobs like this one| Employer: | AllianceBernstein | Job Ref No: | 47002191 | Job Title: | VP Quantitative Analyst | Sector: | Capital Markets | Risk Type: | Other | Expertise: | Risk Manager | We are looking for a Senior Quantitative Analyst to cover fixed income quantitative research with a focus on credit strategies (both cash and credit derivatives). 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 participate and contribute in this capacity to fixed income portfolios, multi-sector portfolios and cross-asset mandates. This position will report to the Head of the Quantitative Research group. The ideal candidate should have the following experience, qualifications and competencies: Experience, Qualifications and Competencies: • Research and develop models, tools and strategies in support of both existing and new investment efforts in credit instruments (investment grade and high yield), sovereign debt, derivative instruments and currencies. • Partner with the portfolio management and economics teams; participate in and make refinements to the portfolio construction process. • Respond to various quantitative requests from consultants and 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 • Collaborate with all internal quantitative analysts to drive information sharing and leverage expertise Qualifications • Strong quantitative skills –including mathematics, statistics and probability. • A very good understanding of the financial markets in general and fixed income markets in particular. – knowledge of credit markets would be preferable • Strong foundation in financial econometrics would be preferred • Computer programming and database skills – Excel, Matlab, SAS, SQL Server, Oracle • Collaborate with all internal Quantitative Analysts to drive information sharing and leverage expertise PhD preferred (Finance, Economics, Physics, Mathematics, Statistics or other relevant discipline) Core Competencies • Drives for Results: Maintains a focus on priority initiatives and ensures high quality deliverables • Develops Collaborative Relationships: Proactively working with all internal quantitative analysts to drive information sharing and leverage expertise • Contributes to Team Success | Region/Country: | Americas, United States | States/Counties: | New York | Address: | Post Date: | 02/08/2012 |
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