Quantitative Developer

Alliancebernstein Holding LP New York City , NY 10008

Posted 2 months ago

Job Description:

We are seeking a quantitative develop with a focus on systematic investment strategies for our New York office. The successful candidate would join the quantitative fixed income research team and work closely with other members of the team. The candidate would work in collaboration with others on various quantitative aspects of the investment process in the fixed income division at AllianceBernstein. This includes but is not limited to:

  • Continued development, maintenance and improvement of our simulation platform and quantitative research environment abAlphaLabs (python based).

  • Development and maintenance of our production environment based on Kubernetes, Docker, Airflow and other frameworks.

  • Maintenance of our Mesos high performance parallel computing platform.

  • Maintenance and development of our Jenkins CI/CD platform.

Job Qualifications

  • The candidate should hold a master's degree in finance, Financial Engineering, Mathematics, Computer Science, Operations Research, Economics, Electrical Engineering or related fields.

  • Attention to detail and ability to take ownership of projects with a strong focus on quality is a must.

  • The applicant needs to have strong python skills and be very familiar with the python ecosystem.

  • Experience in Docker, Kubernetes, Jenkins, Airflow and modern CI/CD is required.

  • Experience in Fixed Income, data-science, machine learning and systematic strategies a plus.

  • Experience working with SQL databases is required.

Group Description

AllianceBernstein's Fixed Income Quantitative Research team plays a key role in AllianceBernstein's investment process. Among its responsibilities are the development of quantitative models and methods that are integral to the fixed income investment process as well as the development and management of systematic investment portfolios.

Company Description

AllianceBernstein (AB) is a global investment-management firm providing industry-leading research and investment solutions through a combination of innovation, intellectual curiosity and relentless ingenuity. We offer high-quality research and diversified investment services to institutional and individual investors worldwide. Our clients include some of the world's top institutions as well as private-wealth clients and retail investors. Through close partnerships with our clients, we collaborate on investment strategies across regions and sectors to inspire innovative thinking and deliver superior outcomes.

We invest in our people and in the communities in which we operate, and we celebrate our diversity to showcase what makes us unique. We offer our talent the opportunity to grow professionally while working on cutting-edge ideas and outcomes in a global culture that operates as a tight-knit community.

If you're ready to innovate and grow your career, join us.

People of color, women, and those who identify as LGBTQ people are encouraged to apply. AB does not discriminate against any employee or applicant for employment on the basis of race, color, religion, creed, ancestry, national origin, sex, age, disability, marital status, citizenship status, sexual orientation, gender identity, military or veteran status or any other basis that is prohibited by applicable law. AB's policies, as well as practices, seek to ensure that employment opportunities are available to all employees and applicants, based solely on job-related criteria.

New York City, New York

icon no score

See how you match
to the job

Find your dream job anywhere
with the LiveCareer app.
Mobile App Icon
Download the
LiveCareer app and find
your dream job anywhere
App Store Icon Google Play Icon

Boost your job search productivity with our
free Chrome Extension!

lc_apply_tool GET EXTENSION

Similar Jobs

Want to see jobs matched to your resume? Upload One Now! Remove
Quantitative Researcher Options

Genesis Global Trading, Inc.

Posted 4 days ago

VIEW JOBS 9/24/2021 12:00:00 AM 2021-12-23T00:00 <h3>About Genesis</h3><p>Genesis is a global leader in institutional digital asset markets. We provide a single point of access for digital asset trading, derivatives, borrowing, lending, custody and prime brokerage services.</p><p>Genesis facilitates billions in trades, loans and transactions on a monthly basis. We have a proven track record driving results for some of the largest digital asset-focused hedge funds, quant funds, family offices, VC’s, market makers and exchanges.</p><p><br></p><h3>Join Our Team</h3><p>Genesis is expanding to solve some of the toughest challenges in digital asset financial markets.</p><p><br></p><h3>About This Role – Quantitative Researcher - Options</h3><p>Genesis Trading is seeking a talented Quantitative Researcher to develop and improve upon existing models for pricing of vanilla options. You will work closely with other researchers, engineers, and traders to generate more accurate options pricing, implement volatility signals, and formulate predictive models. The ideal candidate will have professional experience applying quantitative models to options pricing, either at a market maker, proprietary trading firm, or bank. The candidate should be comfortable contributing efficient and production-ready code to a large codebase.</p><p><br></p><h3>Primary Responsibilities</h3><ul> <li>Collaborate with other researchers and traders to improve existing pricing models</li> <li>Analyze large-scale datasets for trading signals, implement said signals into producing trading engine</li> <li>Analyze existing positions and produce real-time reporting and risk metrics</li> </ul><p><br></p><h3>Requirements</h3><ul> <li>Advanced education (B.S., M.S., PhD) in mathematics, statistics, computer science, or related quantitative field</li> <li>3+ Years of experience in industry on quantitative options pricing/trading team</li> <li>Experience in applying predictive and data-mining algorithms to large datasets</li> <li>Strong proficiency in at least one programming language (like Python, Java, Golang, C++)</li> <li>Experience with relational and time-series databases</li> <li>Practical experience in deploying large-scale machine learning models is a plus, including knowledge of ML frameworks such as Tensorflow, Pytorch, Keras, etc.</li> </ul><p><br></p><h3></h3><h3>Personal Attributes</h3><ul> <li>Strong interpersonal and communication skills</li> <li>Self-starter yet knows when to ask for help and works great in a team</li> <li>Strives to simultaneously achieve high-velocity and high-quality output</li> <li>Willingness and ability to meet aggressive deadlines</li> <li>Thrives in a dynamic and high-pressured environment</li> <li>Proven troubleshooting and problem-solving skills</li> </ul><p><br></p><h3>Benefits</h3><ul> <li>Comprehensive health, vision, dental and FSA benefits</li> <li>Flexible time off</li> </ul><p><br></p><h3>Why Genesis</h3><p>Genesis is dedicated to creating best-in-class infrastructure for institutional investors, developing advanced products that lower barriers, increase profitability and broaden access. Our team has decades of experience at top Wall Street investment banks and Silicon Valley technology firms, and includes leading experts in blockchain, distributed computing, cryptography and cybersecurity.</p><p><br></p><p><strong>Digital Asset Ecosystem</strong></p><p>Genesis operates at the heart of the digital asset ecosystem:</p><p>→ We are a subsidiary of Digital Currency Group (DCG), the largest investor in the bitcoin and blockchain space.</p><p>→ We have an unparalleled global network at the intersection of data, finance and technology.</p><p><br></p><p><strong>Accelerating Momentum</strong></p><p>Our addressable market is expanding rapidly as new institutional investors enter the space. Recent results include:</p><p>→ 400%+ Y/Y trading volume growth to $20.7 billion in trades</p><p>→ 400%+ Y/Y loan origination growth to $19 billion in originations</p><p>→ 300%+ Y/Y active loan growth to $3.9 billion in active loans outstanding</p><p>→ 400%+ Q/Q derivatives transaction growth to $5.9 billion in transactions</p><p><br></p><p><strong>Diversity And Inclusion</strong></p><p>Genesis invests in creating a welcoming environment where everyone can feel supported and connected at work.</p><p>→ We help employees develop a deep understanding of the problems we’re trying to solve.</p><p>→ We thrive on ideas driven by a broad range of perspectives.</p><p>→ We believe diverse teams lead to better products and bigger outcomes.</p><p><em>Genesis is an equal opportunity employer. We do not discriminate on the basis of race, religion, color, national origin, gender, sexual orientation, age, marital status, veteran status, or disability status.</em></p> Genesis Global Trading, Inc. New York City NY

Quantitative Developer

Alliancebernstein Holding LP