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AVP/Quantitative Analyst, Fixed-Income

Company

AllianceBernstein

Location

Shanghai, Shanghai

Type

Full time

Job Title: AVP/Quantitative Analyst, Fixed-Income

Reports to: SVP/Chief Investment Officer, China Fixed Income

Location: Shanghai, China

Who You’ll Work With:

Investment & Research Team

What You’ll Do:

Quantitative Research and Strategy Development

  • Conduct quantitative research on fixed-income assets including treasury bonds, financial bonds, corporate bonds, convertible bonds, interbank negotiable certificates of deposit, etc. Construct and optimize core quantitative indicator models such as yield curves, spreads, duration, and convexity, and explore asset pricing patterns and market volatility characteristics.

  • Conduct historical backtesting of simulated portfolios based on historical data in line with the company’s product development needs and existing investment strategies.

  • Develop fixed-incom...

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