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Quantitative Analyst, Derivatives Strategies (New York, NY)

To submit a resume please go to www.alliancebernstein.com and search by job ID 485

Job Description:

The AllianceBernstein Blend Strategies group, a highly successful and rapidly growing investment unit within AllianceBernstein L.P., is seeking a Senior Quantitative Analyst to research and develop derivatives-based long-term investment strategies.

Responsibilities:

  • Recommend financial engineering approaches to configuring (or reconfiguring) a set of alpha and beta sources of risk and return to meet stated investment objectives; construct probabilistic models of returns, risks and costs.
  • Enhance existing investment strategies and develop new products that utilize derivatives to enhance outcomes of longer-term investment strategies, including but not limited to target- date funds for individual investors, liability-driven investment strategies for pension plans and portable alpha strategies.
  • Identify and quantify potential business risks associated with new products; collaborate with internal risk management teams to develop structures or strategies to mitigate these risks.

The analyst will report to, and work closely with, the team’s Director of Research. The analyst will also work with several of the team’s senior portfolio managers, including the Chief Investment Officer who reports directly to the firm’s Chairman and CEO.

Required Competencies:

  • Advanced degree in mathematics, quantitative finance, engineering, physics or statistics.
  • Excellent derivatives product knowledge, including exchange-traded and OTC structured products.
  • Three or more years of experience in the valuation or structuring of interest rate, inflation, equity, credit and other derivatives strategies.
  • Strong capital markets background.
  • Programming experience and statistical software skills.
  • Strong communication skills.

AllianceBernstein L.P. is one of the largest publicly traded global asset management firms in the world with approximately $742 billion in assets under management at March 31, 2007. AllianceBernstein provides diversified, global investment management services that include growth and value equities, blend strategies and fixed income services to institutional, high net worth and retail clients worldwide. Additionally, through its Sanford C. Bernstein & Co., LLC (“Bernstein LLC”) subsidiary, AllianceBernstein provides in-depth research, portfolio strategy, trading and brokerage-related services.

AllianceBernstein is headquartered in New York and has offices in 47 cities in 24 countries. Other U.S. offices include Atlanta, Boston, Chicago, Cleveland, Dallas, Denver, Houston, Los Angeles, Miami, Minneapolis, Philadelphia, San Francisco, San Diego, Seattle, Tampa, Washington D.C., West Palm Beach, and White Plains. AllianceBernstein also has non-U.S. investment management/research offices in London, Tokyo, Singapore, Shanghai, Mumbai, Cape Town, and Sao Paulo as well as joint venture relationships in five other cities. Additionally, there are marketing and client offices in 14 locations. As one of the world’s leading global investment management organizations, AllianceBernstein is able to compete for virtually any portfolio assignment in any developed capital market in the world.

Our Mission:

To have more knowledge and use knowledge better than any investment firm in the world. To use and share knowledge to help our clients achieve investment success and peace of mind. To place our clients’ interests first and foremost.

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