AB is seeking a Quantitative Portfolio Analyst to help equities teams improve risk management, portfolio construction, and alpha generation
Requirements
- Extensive experience in finance, data science, quantitative research, or business intelligence.
- 2–5+ years working with large, complex datasets and modern data tooling.
- Hands-on experience with portfolio construction and optimization; familiarity with portfolio management and equity execution workflows.
- Strong foundation in statistics, probability, and linear algebra.
- Demonstrated interest in applying both fundamental and quantitative approaches.
- Proficiency in data analysis using Python (e.g., pandas, NumPy, scikit-learn).
- Expert SQL skills and experience with Snowflake (or comparable columnar/cloud data warehouses).
Responsibilities
- Manage and monitor tax-aware portfolios; review rebalance outputs to ensure quality and intended outcomes.
- Design and prototype tax-overlay strategies and tools that capture taxable opportunities in equity portfolios.
- Examine portfolios daily for risk exposures and improvement opportunities in construction and expected return profiles.
- Build, interpret, and explain performance using custom and standard attribution methodologies.
- Develop marketing materials and partner with distribution to commercialize strategies.
- Conduct research and author white papers that demonstrate expertise in tax optimization and related topics.
Other
- Strong interpersonal skills, the ability to collaborate with people with a range of personalities, and be able to communicate results to both expert and non-expert audiences.
- Candidates should have extensive experience in finance, data science, quantitative research, or business intelligence.
- 2–5+ years of experience
- Ability to work in New York, New York
- Base Salary Range is provided, but actual salary may vary based on factors including education, training, experience, and past performance
