AVP/Quantitative Researcher – Systematic Fixed Income
A researcher on AllianceBernstein's systematic fixed income team, which runs fully systematic, factor-driven bond portfolios. You work on strategy development, factor research and the team's Python research platform.
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 simulations and backtests of systematic fixed income and credit strategies
- Discover factors and analyse their returns and risk attribution
- Work on portfolio optimisation problems
- Extend the Python research platform
- Help manage live systematic strategies
What they ask for
Required
- Advanced degree in a quantitative field
- Strong Python and its data ecosystem
- SQL databases
- Attention to detail and ownership of projects
- Desire to understand and beat markets
Preferred
- Fixed income knowledge
- Data science and machine learning
- Airflow, Kubernetes or similar tools
- Education
- Advanced degree in finance, financial engineering, mathematics, computer science, operations research, economics or similar
- Experience
- Not stated; prior fixed income trading or portfolio management not required
- Languages and tools
- Markets
- fixed-income, credit
How to prepare
- Build a factor model on corporate bond data and test it with realistic transaction costs
- Learn bond basics: duration, convexity, spreads and credit risk
- Practise portfolio optimisation with constraints
- Get comfortable with SQL and workflow tools like Airflow
What to study
- Fixed Income and Interest-Rate Models
- Empirical Asset Pricing and Factor Investing
- Portfolio Theory and Quantitative Investment
- Python for Quantitative Finance
The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.
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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.