7 days ago

Head of Quant Platform

AllianceBernstein - New York, NY

Head of Quant Platform

AB is a leading global investment management and research firm with over $600 billion in assets under management, a presence in 22 countries and about 3,500 employees worldwide. We serve clients ranging from institutions to individuals and private clients, and we offer independent research, portfolio strategy and brokerage-related services tailored to our clients’ unique needs. With forward-looking perspective and expertise in equities, fixed-income, alternatives and multi-asset strategies, more than 500 investment professionals collaborate to share ideas and make connections across disciplines, geographies, asset classes and sectors.

AB’s Multi-Asset Solutions (MAS) has been a significant component of the firm’s growth over the last decade and manages well over $150B across six business lines: Alternatives, Income-Thematic, Real Return, Vol Control, Retirement and Passive. MAS has differentiated capabilities in that we not only perform traditional strategic and tactical asset allocation but also produce our own strategies with systematic capabilities.

We are seeking a technology first leader to help drive our quant platform, SIGMAS. Our Python based platform has evolved over the last few years to support a diverse set of strategies including equities, vol and macro. Capabilities include research simulation, backtesting, quant portfolio research and construction as well as production. Leading this team you will be driving solutions for some of the biggest growth initiatives in MAS.

You will work with portfolio managers, quants and the rest of the MAS management and tech team to align the existing vision with the next leg of our growth by developing and owning the product road map, prioritizing the expansion of its capabilities and leading development activities across an Agile development environment. You will collaborate with systematic portfolio management and technology teams to build out our growing repository of factors, portfolio construction/optimization models, and analytics. This role will jointly report to the MAS COO and Head of Technology.

Responsibilities:

Drive the vision, strategy and roadmap for MAS SIGMAS research platform
Manage a Python development team to develop core research capabilities and related connectivity to other up/downstream systems
Engage with multiple systematic (and a few fundamental) portfolio management teams to understand their needs and develop capabilities and an implementation plan to achieve them
Collaborate and build capabilities with other technology and business members of the core research platform team including risk and execution
Develop metrics to measure research productivity / utility to fund opportunities to further improve our delivery and its capabilities

Qualifications:

7-10+ years in quant development role at a long-short asset manager or hedge fund building research platforms. Multiple asset classes a big plus.
Ownership of a research platform including its vision, strategy and roadmap
Expertise in Python and its core quant libraries including pandas, numpy, scipy, quantlib
Technical knowledge of cloud computing, Dash and SQL a plus
Understanding of macro, equity or vol asset classes / market microstructure
Demonstrated experience in complex quantitative techniques including model design, portfolio construction, optimization and rebalancing
Experience managing developers, prioritizing and reviewing their implementation methods
Strong communication skills. Ability to work with PMs, researchers and developers
Masters/PhD degree in a technical discipline including math, statistics, computer science or physics

"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".

New York City, New York

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