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Full-time
postgraduate degree, professional certificate
Posted 2d ago
~40 hrs/week
Responsibilities
Conduct quantitative research on fixed-income assets to develop investment strategies and optimize core indicator models. Maintain proprietary risk pricing and portfolio optimization models while providing analytical support to investment managers.
Requirements
Requires a Master's degree in a quantitative field and at least 2 years of quantitative research experience in fixed income. Proficiency in Python, MATLAB, or R is essential, with CFA or FRM certifications preferred.
Full job description
Job Title: VP/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-income investment strategies, perform dynamic back testing and optimize strategy parameters in combination with market conditions to improve strategy effectiveness and implement ability.
Data Processing and Model Development
Evaluate and analyze existing fixed-income market, transaction, credit, and macro data to uncover insights that support strategic decision-making. Drive continuous improvement of the database by identifying opportunities to enhance data quality, consistency, and accessibility, ensuring it effectively supports the organization’s analytical and business objectives.
Use programming languages including Python, MATLAB, or R to maintain and update the company’s proprietary quantitative analysis models, risk pricing models, and portfolio optimization models, and implement functions such as data visualization analysis, strategy backtesting, and performance attribution.
Regularly maintain and update quantitative models, adjust and optimize them in response to model deviations and market changes to ensure the reliability of model outputs.
Investment Research Support and Execution Assistance
Provide quantitative analysis support for investment managers, including asset valuation, risk measurement, and strategy recommendations. Assist investment managers in formulating portfolio allocation plans to improve the risk-adjusted returns of portfolios.
Based on the public financial information of bond issuers, provide credit analysts with pre-screened preferred results of various indicators, helping them efficiently complete the construction and maintenance of the bond pool.
Other Related Work
Assist the FI CIO in various administrative tasks.
Assist in completing other quantitative-related work assigned by the FI CIO, including report writing and cross-departmental collaboration.
What We’re Looking For:
Master’s degree in Financial engineering, Economics, Statistics, Computer Science or related field graduated from reputable University
Minimum 2 years of quantitative research experience in FI team of FMC, AMC of insurance company or securities and WMC of commercial banks
Proficient in programming languages and tools such as MATLAB, Python and so on
Prefer candidates who have CFA or FRM certificate
Deep understanding of mutual funds and FI products.
Knowledge of China’s regulatory environment for asset management.
Self-motivated, entrepreneurial, and able to work independently
AllianceBernstein (AB) is a leading global investment management firm that offers diversified investment services to institutional investors, individuals, and private wealth clients in major world markets. We are one of the largest investment management firms in the world, with $899 billion in assets under management as of May 2026. We foster a diverse, connected, collaborative culture that encourages different ways of thinking and differentiated insights. We embrace innovation to address increasingly complex investing challenges. We pursue responsibility throughout our firm—from how we work and act to the solutions we design for clients.
AllianceBernstein, L.P. does not transact or advise on any cryptocurrency or related products. In addition, we do not conduct business through Facebook, WhatsApp, or any other social media. Any posts on such sites are fraudulent and have not been made by AllianceBernstein, L.P.
Offices: 501 Commerce Street, Nashville, TN 37203, US · 1345 Avenue of the Americas, New York, NY 10105, US · 60 London Wall, London, EC2M 5SJ, GB · 8000 IH 10 West, San Antonio, TX 78230, US · 3560 Lenox Rd NE, Suite 3000, Atlanta, Georgia 30326, US
AllianceBernstein (AB) is a leading global investment management firm that offers diversified investment services to institutional investors, individuals, and private wealth clients in major world markets. We are one of the largest investment management firms in the world, with $899 billion in assets under management as of May 2026. We foster a diverse, connected, collaborative culture that encourages different ways of thinking and differentiated insights. We embrace innovation to address increasingly complex investing challenges. We pursue responsibility throughout our firm—from how we work and act to the solutions we design for clients.
AllianceBernstein, L.P. does not transact or advise on any cryptocurrency or related products. In addition, we do not conduct business through Facebook, WhatsApp, or any other social media. Any posts on such sites are fraudulent and have not been made by AllianceBernstein, L.P.
Offices: 501 Commerce Street, Nashville, TN 37203, US · 1345 Avenue of the Americas, New York, NY 10105, US · 60 London Wall, London, EC2M 5SJ, GB · 8000 IH 10 West, San Antonio, TX 78230, US · 3560 Lenox Rd NE, Suite 3000, Atlanta, Georgia 30326, US