Senior Python Developer (Quant Developer)

Company: AB LP
Location: Nashville, Tennessee, United States
Type: Full-time
Posted: 11.JUN.2021


Company Description:AllianceBernstein (AB) is a global investment-management firm providing industry-leading research and investment solutio...


Company Description:AllianceBernstein (AB) is a global investment-management firm providing industry-leading research and investment solutions through a combination of innovation, intellectual curiosity and relentless ingenuity. We offer high-quality research and diversified investment services to institutional and individual investors worldwide. Our clients include some of the world's top institutions as well as private-wealth clients and retail investors. Through close partnerships with our clients, we collaborate on investment strategies across regions and sectors to inspire innovative thinking and deliver superior outcomes.We invest in our people and in the communities in which we operate, and we celebrate our diversity to showcase what makes us unique. We offer our talent the opportunity to grow professionally while working on cutting-edge ideas and outcomes in a global culture that operates as a tight-knit community.If you're ready to innovate and grow your career, join us.IT Group DescriptionThe Multi-Asset Technology group supports quantitative research, model development, and portfolio management processes for Multi-Asset Solutions (MAS) unit of AB. Specifically, we directly support the Dynamic Asset Allocation (DAA) group, the outcome-oriented product group, the defined-contribution retirement solutions group, the custom alternative solutions group, the index and factor investment group, and other quantitative investment groups.Job DescriptionWe are seeking a Nashville-based Senior Python Developer (Quantitative Developer) to join the Multi-Asset Technology team to provide technology solutions for to our buy-side Multi-Asset Solutions unit.You Will:As a Senior Python/Quant Developer you will focus on building tools to support quantitative research and portfolio management for our asset allocation business, multi-asset factor business, custom alternatives solutions, and other quantitative investment groups. You will develop and support tools for building out a front-office multi-asset investment platform, including modules for attribution and portfolio construction. Work will include data analysis, modeling and aggregation; implementing new market data downloads; portfolio implementation and quantitative model analytics; and reporting.Describe the applications and business or enterprise functions the role supports: MAS actively manages over $100 billion for global institutions, high net worth individuals and retail mutual fund investors. The group's macro and quantitative research insights are used to develop innovative investment products and drive investment decisions. We assess both short and long-term outlooks for risk and return across all major markets, including Equities, Fixed Income, Currencies, Commodities, Credit, Real Assets, and Alternatives. We use quantitative and fundamental research techniques that are highly adaptive to the current market environment. We combine these views with the specific needs of clients to develop custom portfolio solutions.Over the past couple of years, MAS has grown rapidly and continues to add new sources of market data, new security instruments, and new quantitative tools to its investment and research process. There is tremendous need for support in data acquisition, quantitative analysis, and portfolio tools development.The key job responsibilities include, but are not limited to: Design and develop next generation research platform for multi-asset quant strategiesDevelopment of front-end tools to aid portfolio optimization, monitoring and trade buildingBuilding a consolidated multi-asset data repository and knowledge baseDeveloping systems for downloading data from various internal and external sourcesDeveloping robust quality control processing, monitoring and workflow toolsImplementation of risk and return modelsSimplification and automation of existing manual processesProvide support for overnight batch jobsWhat makes this role unique or interesting? The Multi-Asset Technology team is currently making a significant investment in building out a platform to improve our ability to invest in systematic strategies. This project is still in its early stages, and the candidate will be given significant opportunities to make contributions at the ground-level.The candidate will have an opportunity to work alongside an established team of developers, quantitative analysts and portfolio managers to create a new multi-asset platform encompassing quantitative modeling, portfolio construction, performance attribution, data consolidation and quality control.What is the professional development value of this role? The candidate will have an opportunity to learn or leverage existing skills in Python, SQL, Git, Azure, Docker, Kubernetes, and AirflowThe candidate will work closely with professional investment staff and get an opportunity to broaden their financial knowledge across asset classes, markets and instrumentsQualifications, Experience, and Education:Degree in Computer Science/ComputerEngineering, Master's degree preferred5+ years' experience in application development3+ years' experience in Python (other object-oriented languages such as C++, C#, and Java can be considered)3+ years' experience programming SQL queries and stored procedures (Microsoft SQL Server, Postgres, Oracle, MySQL or Sybase)Advanced Excel programming experience a strong plusDevelopment experience in MATLAB/R a plusSkills:Strong analytical and quantitative skillsCandidate must be willing to take full ownership of projects, covering analysis, technical design and implementation, testing, and deployment tasksSoftware engineering skills including object-oriented design, application of design patternsMust demonstrate good communication skills and be comfortable working closely with senior quantitative analysts and business partnersA strong desire to document and share work done to aid in long term supportCandidate must be a self-starter, a dependable partner, and team playerSpecial Knowledge (nice to have, but not required):Experience with implementing systematic macro strategiesExperience with Git/GitHubExperience working with risk models/attribution tools such as BarraOne, RiskMetrics, Axioma, Bisam B-oneExperience with market data vendors - Bloomberg, QADirect, Barclays POINT, etcExperience with PnL and performance attribution reportingExperience with machine learning or big dataExperience working in the finance industry, demonstrable curiosity in quantitative research and investmentPeople 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 availableNashville, TennesseeNew York City, New York

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