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Competitive compensation plan including comprehensive benefits package
Years Experience:
3-5 yrs
Position Type:
Employee
Employment type:
Full time
Updated:
12 Jun 2008
eFC Ref no:
416792
Quantitative Research Analyst
Qualifications Degree/Major Preferred: BS
Required Education, Experience, Skills:
BS in computer science, math, physics or statistics.
Graduate degree in computer science, math, physics, statistics, finance or econometrics.
3 or more years of financial experience in quantitative research position(s)
Extensive, up-to-date knowledge of Equity Markets.
Past experience should include either equities prop or agency trading, prop strategies research, market microstructure research, or design and implementation of high-frequency algorithmic trading engines.
Hands-on experience with software development, extensive knowledge of relational databases
Proven ability to establish and manage relationships with key business stakeholders as well as IT staff.
Excellent communication skills required - verbal, written and presentation.
Solid knowledge of advanced econometrical and statistical techniques
Exposure to FX markets and high-frequency FX trading
Duties & Responsibilities:
Lead quantitative research effort for Equities buy-side desk in London. This research will be focused on:
Optimizing desk’s execution flow via various execution venues
Measuring broker and trader performance. Establishing broker ranking for the commonly used strategies.
Working with the brokers on customizing their offerings to the desk needs.
Developing new or adopting existing Transaction Cost models for European markets
Designing and co-developing real-time order enrichment server, which will macro-manage algorithm-eligible flow distribution and will provide traders with relevant actionable information on larger blocks.
Working with investment quant research on integrating execution cost analysis into portfolio construction.
Developing and integrating alpha-signals in our execution strategies.
Position is located in New York. Occasional travel to other global locations may be required.
To submit a resume please visit www.alliancebernstein.com and search by job ID 1912 (Quantitative Research Analyst).
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