Quant jobs / AllianceBernstein

AO/Quantitative Researcher – Systematic Equities

A researcher on the systematic equity team inside AllianceBernstein's multi-asset and hedge fund solutions group. You work with portfolio managers across the alpha research process and daily portfolio monitoring.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Run alpha research from data collection through backtesting to combining models
Research portfolio optimisation, transaction costs and risk models
Maintain the production and research infrastructure
Track portfolio risk, performance attribution and post-trade costs for the portfolio managers
Prepare material for senior management and clients

What they ask for

Required

2+ years of equity quant research
Bachelor's in a quantitative field
Python and SQL
Statistical and numerical methods
Handling large datasets
Attention to detail

Preferred

Alternative data

Education: Bachelor's in quantitative finance, statistics, computer science, mathematics or engineering
Experience: At least 2 years of quantitative equity research on the buy side or sell side
Languages and tools: Python
SQL
Markets: equities

How to prepare

Build a factor-based equity backtest with transaction costs and turnover limits
Study mean-variance optimisation and its practical problems
Practise performance attribution on a simple long-short portfolio
Sharpen SQL and pandas on large panel datasets

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on AllianceBernstein’s site before applying: requirements, location and pay can change after we check them.

View the posting on AllianceBernstein’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with AllianceBernstein and doesn’t handle applications.