Who You'll Work With:
AB’s Multi-Asset and Hedge Fund Solutions (MAHFS) team deploys an unconstrained investment approach that seeks to identify, integrate, and dynamically allocate across a broad set of return streams to deliver superior investment outcomes. The group utilizes both fundamental and systematic investment approaches to uncover opportunities, capture risk premia and alpha strategies, and construct tailored investment solutions. We offer Outcome-Oriented multi-asset class portfolios, a suite of single and multi-manager Hedge Fund strategies and Customized Retirement solutions. Our global team of investment professionals manages $120 billion of assets for institutional, retail and wealth channels.
We are seeking an experienced and pro-active risk management professional, that can play a pivotal role on our investment team by driving the development and delivery of risk analytics and insights that assist in prudent risk-taking and rigorous portfolio construction for our multi-asset and systematic hedge fund portfolios. You will work to impact investment portfolios and risk frameworks across accounts, drive the risk research agenda and collaborate with the MAHFS team on risk infrastructure design and implementation. You will possess strong quantitative and coding skills, be an effective communicator, demonstrate a strong work ethic and a collaborative engagement style. You will report to the Global Head of the MAHFS team.
What You'll Do:
Utilize Barra’s Multi-Asset Class models and your proprietary research to Identify, measure, and assess investment risks across multi-asset class portfolios and systematic hedge fund strategies.
Prepare and effectively communicate comprehensive reporting that includes material risks, stress scenarios and performance attribution to the CIO and portfolio management teams.
Partner with the CIO and portfolio managers to help enhance risk frameworks, by defining and monitoring risk limits at the portfolio, sub-strategy, factor, and security level. Ensure portfolios conform to risk parameters.
Coach, train and assist PMs in risk and portfolio construction methods to effectively align alpha views, investment convictions and risk controls.
Contribute to the development of the technology infrastructure supporting risk analytics, stress testing, attribution, and portfolio construction.
Present our risk management philosophy, processes and capabilities to clients and internal partners, translating complex financial topics into comprehensible insights.
What We're Looking For:
8+ years in an investment research or risk role at a multi-asset class firm, with long/short portfolio experience
Experience with multi-factor risk models in multiple asset classes using security level data, with an understanding of how to integrate risk across them in statistical or scenario-based analysis is mandatory; Barra multi-asset class models preferred
Experience working with large data-sets and deploying data science techniques and analytics to solve problems
The ability to work with various PMs to custom design risk analytics that best identify and inform risks inherent in each particular strategy, ideally with an understanding of both fundamental and systematic approaches
Strong communication and collaborative skills with an ability to work across cross-functional, cross-asset investment and technology professionals
In-depth knowledge of modeling derivatives and risks
Experience with optimization and portfolio construction preferred
High level proficiency in Python (MATLAB a plus) and SQL
Masters/PhD degree in a technical or quantitative discipline including math, statistics, computer science, physics or financial engineering
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.
Our culture of intellectual curiosity and collaboration creates an environment where you can thrive and do your best work. Whether you're producing thought-provoking research, identifying compelling investment opportunities, infusing new technologies into our business or providing thoughtful advice to our clients, we are fully invested in you. If you're ready to challenge your limits and empower your career, join us!
In accordance with applicable law, the minimum and maximum base annual salary for this role is as follows:
Base Salary Range: $200,000.00 to $250,000.00
Actual base salaries may vary based on factors including but not limited to education, training, experience, past performance, and other job-related factors. Base salary is just one component of total compensation at AB, which may include, depending on eligibility, commissions, year-end incentive compensation, short- and long-term incentives and Department-specific awards. In addition AB provides a variety of benefits to eligible employees, including health insurance coverage, an employee wellness program, life and disability insurance, a retirement savings plan, paid holidays, sick and vacation time off
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 well as practices, seek to ensure that employment opportunities are available to all employees and applicants, based solely on job-related criteria
New York City, New York