AVP/Senior Programmer Analyst

Who We Are:

We are a leading global investment management firm offering high-quality research and diversified investment services to institutional clients, retail investors, and private-wealth clients in major markets around the globe. With over 4,000 employees across 57 locations operating in 26 countries and jurisdictions, our ambition is simple: to be the most trusted investment firm in the world. We realize that it's our people who give us a competitive advantage and drive success in the market, and our goal is to create an inclusive culture that rewards hard work.

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 available to all employees and applicants, based solely on job-related criteria.

Who You'll Work With:

We are seeking a Nashville-based developer to join the Multi-Asset Technology team to provide technology solutions for to our buy-side Multi-Asset Solutions investment unit. The job will focus on building tools to support all aspects of the front-office investment process for a combination of quantitative and fundamental research analysts and portfolio managers.

Team/Group Description

This role will be part of a larger team, supporting the multi-asset investment business. While most of the users and staff are located in New York, the candidate will join a growing team in Nashville.

What You'll Do:

The candidate will develop and support tools for building out a front-office multi-asset investment platform, including modules for simulation, portfolio construction, reporting and integration utilities. Work will include data analysis, modeling and aggregation; implementing new market data downloads; portfolio implementation and quantitative model analytics; and building various dashboards and reports. All new software is being developed in Python and SQL with some support of legacy tools built in C# and Matlab.

The senior analyst/developer is a key role for our firm providing our investors with tools to oversee the design and investment of their portfolios in an agile fashion while also ensuring operational risk is also managed.

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 strategies
• Development of front-end tools to aid portfolio optimization, monitoring and trade building
• Building a consolidated multi-asset data repository and knowledge base
• Developing systems for downloading data from various internal and external sources
• Developing robust quality control processing, monitoring and workflow tools
• Implementation of risk and return models
• Simplification and automation of existing manual processes
• Provide support for overnight batch jobs

What 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, Airflow and Dash
• The candidate will work closely with professional investment staff and get an opportunity to broaden their financial knowledge across asset classes, markets and instruments

What We're Looking For:

• Degree in Computer Science/Engineering, Master's degree preferred
• 3+ years' experience in application development using Python
• 2+ years' experience programming SQL queries and stored procedures (Microsoft SQL Server, Postgres, Oracle, MySQL or Sybase)
• 2+ years' experience in experience with equity financial data.
• 2+ years' experience supporting quantitative research
• Advanced Excel programming experience a strong plus
• Development experience in MATLAB/R a plus
• A desire to grow their knowledge about the investment implementation lifecycle and various markets including equities, credit, rates, fx and volatility.

Skills:

• Strong analytical and quantitative skills
• Candidate must be willing to take full ownership of projects, covering analysis, technical design and implementation, testing, and deployment tasks
• Software engineering skills including object-oriented design, application of design patterns
• Must demonstrate good communication skills and be comfortable working closely with senior investors
• A strong desire to document and share work done to aid in long term support
• Candidate must be a self-starter, a dependable partner, and team player

Special Knowledge (nice to have, but not required):

• Experience with Git/GitHub
• Experience working with risk models/attribution tools such as BarraOne, RiskMetrics, Axioma, Bisam B-one
• Familiarity with Dash for build web based dashboards, reports and user interfaces
• Experience with market data vendors - Bloomberg, QADirect, Barclays POINT, etc
• Experience with PnL and performance attribution reporting
• Experience with machine learning or big data
• Experience working in the finance industry, demonstrable curiosity in quantitative research and investment

Nashville, Tennessee