Quantiative Analyst Job Details
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Show me jobs like this one| Employer: | AllianceBernstein | Job Ref No: | 46968529 | Job Title: | Quantiative Analyst | Sector: | Capital Markets | Risk Type: | Other | Expertise: | Risk Manager | Position: We are looking for a quantitative analyst to cover Emerging Markets. The purpose of this position is to contribute to the research, development and implementation of quantitative-based methodologies for emerging markets debt, derivatives and currencies. As part of the global quantitative research effort in fixed income, this individual would be expect to participate and contribute in this capacity to dedicated emerging markets portfolios, multi-sector portfolio and cross-asset mandates. Specific Responsibilities: • Research and develop models, tools and strategies in support of investment efforts in emerging market debt, derivatives 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 • Analyze strengths and weaknesses of different quantitative approaches • Collaborate with all internal quantitative analysts to drive information sharing and leverage expertise Job Qualifications: • Above average quantitative skills –including mathematics, statistics and probability. • Knowledge of financial markets (theoretical and practical) - fixed income or currency experience required • Computer programming and database skills – Excel, Matlab, SAS, SQL Server, Oracle. • Collaborate with all internal Quantitative Analysts to drive information sharing and leverage expertise • Emerging Markets debt (USD and Local), Credit Default Swaps and Currency Experience Required •PhD preferred www.alliancebernstein.com/careers Req. | Region/Country: | Americas, United States | States/Counties: | New York | Address: | Post Date: | 02/08/2012 |
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