Quant Portfolio Manager - Systematic Equity

About the role

AB's Systematic Equity strategy sits within Multi-Asset & Hedge Fund Solutions, a team combining quantitative rigor with deep market expertise. The Quant Portfolio Manager reports directly to the Head Portfolio Manager in New York and works closely with the technology and data engineering teams, which provide the infrastructure and tooling. The role also involves interacting directly with institutional clients and prospects.

Key responsibilities

• Monitor, validate and refine the suite of active systematic signals, and design, implement and maintain quantitative models to identify alpha and assess portfolio risk/return.
• Generate, backtest and evaluate new investment hypotheses, ensuring data integrity across historical and live datasets, and apply machine learning and advanced statistics to deal, market and alternative data.
• Proactively adopt AI tools to improve research productivity and signal discovery.
• Rebalance the portfolio to target weights, coordinate with the trading team on order execution, work with Compliance on regulatory matters, consolidate P&L and portfolio attributions, and align with the NY PM team.
• Partner with the technology team on research workflows, data pipelines and analytics, and expand data capabilities by sourcing and integrating alternative and third-party datasets.
• Present the strategy to institutional clients and prospects, contribute to investor materials, performance commentary and research publications, and represent the strategy externally.

Required profile

• 3-5 years of investment management experience with direct, hands-on quantitative equity exposure for the Taiwan stock market.
• Taiwan license for SITCA registration.
• Bachelor's degree in a quantitative or finance-related discipline (Finance, Economics, Mathematics, Computer Science, Statistics or similar).
• Demonstrated quantitative research experience, including systematic strategy backtesting and signal performance evaluation.
• Excellent attention to detail, strong communication skills and the ability to present investment views to sophisticated institutional audiences.
• Preferred: experience with quantitative modeling, machine learning, systematic strategy development (factor construction, signal aggregation, portfolio optimization), and knowledge of Taiwan equities market microstructure, index futures and index options.

Required skills

• Proficiency in Python and MATLAB for research and data analysis, with production-quality code.
• Proficiency in SQL for querying and managing structured datasets.