AB’s Systematic Equity strategy sits within Multi-Asset & Hedge Fund Solutions, a team recognized for combining quantitative rigor with deep market expertise. You will report directly to the Head Portfolio Manager in New York and work in close partnership with AB’s technology and data engineering teams, who provide robust infrastructure and tooling—enabling you to focus on research, signal development, and investment decision-making.

You will also interact directly with AB’s institutional clients and prospects, representing the strategy in meetings and contributing to business development efforts.

Systematic Research & Signal Development

• Monitor, validate, and continuously refine the suite of active systematic signals.
• Design, implement, and maintain quantitative models and signals to identify alpha opportunities and to assess portfolio-level risk/return dynamics.
• Generate, backtest, and rigorously evaluate new investment hypotheses using the team’s backtesting platform; ensure the integrity of the underlying inputs by enforcing completeness, accuracy, and consistency across historical and live datasets.
• Apply machine learning and advanced statistical methods to extract predictive signals from deal, market, and alternative data sources.
• Proactively identify and execute opportunities to deploy AI tools to improve research productivity, signal discovery, and the overall investment process.

Portfolio Management Support

• Rebalance the portfolio to align with target weights.
• Work closely with trading team to execute orders.
• Work with Compliance on regulatory considerations.
• Consolidate PnL and portfolio attributions.
• Work with the NY PM team to ensure your process is aligned with current requirements and use cases.

Technology & Data

• Partner with AB’s technology team to enhance research workflows, data pipelines, signal construction, and analytics.
• Identify and prioritize opportunities to expand the team’s data capabilities by sourcing, evaluating, and integrating relevant alternative and third‑party datasets.

Client & Business Development

• Attend meetings with institutional clients and prospects to present the strategy, review current portfolio positioning, and share research insights and findings.
• Contribute to the preparation of investor materials, performance commentary, and research publications.
• Serve as a credible, articulate representative of the strategy in client engagements and external forums.

Required Qualifications

• 3-5 years of investment management experience with direct, hands-on quantitative equity exposure for Taiwan stock market.
• Possess Taiwan license for SITCA registration.
• Proficient in Python and MATLAB for research and data analysis; able to write and maintain production-quality code in an investment environment.
• Proficient in SQL for querying and managing structured datasets.
• Demonstrated experience in quantitative research, including systematic strategy backtesting and signal performance evaluation.
• Excellent attention to detail with a strong commitment to data quality and robust research practices.
• Strong communication skills with the ability to present investment views clearly and credibly to sophisticated institutional audiences.
• Bachelor’s degree in quantitative or finance-related discipline (e.g., Finance, Economics, Mathematics, Computer Science, Statistics, or similar).
• Deep knowledge of the Taiwan equity market. Knowledge of Taiwan equities market microstructure, index futures and index options are plus.

Preferred

• Experience with quantitative modeling techniques and machine learning methods.
• Exposure to systematic investment strategy development, including factor construction, signal aggregation/combination, and portfolio optimization.