VP / Head of Research, Merger Arbitrage

About the role

AB's systematic merger arbitrage strategy sits within Multi-Asset & Hedge Fund Solutions, a team combining quantitative rigor with deep market expertise. You will report directly to the Head Portfolio Manager, a 30-year veteran of discretionary event-driven investing, and act as his primary research counterpart and deputy on the portfolio. You will also represent the strategy to institutional clients and prospects.

Key responsibilities

• Systematic research and signal development: identify patterns in active and completed deals, design and maintain quantitative models and signals for spread dynamics, deal-break probability and portfolio risk and return, and develop and backtest new ideas using the team's backtesting engine.
• Apply machine learning and statistical techniques to extract signals from deal, market and alternative data, and proactively integrate AI tools into data acquisition, deal monitoring and research workflows.
• Monitor active deals across the M&A universe, track regulatory filings (HSR, SEC), antitrust proceedings and shareholder vote schedules, and periodically engage issuers and deal advisors.
• Support the Head PM in position sizing, portfolio construction and risk management, assist with trade building and portfolio monitoring, and contribute to strategy performance reviews with attribution analysis.
• Partner with the technology team on data pipelines and analytics, manage deal and market data in relational databases, and explore alternative or third-party data sources.
• Present the strategy to institutional clients and prospects, prepare investor materials, research publications and the quarterly investment letter, and act as a spokesperson for the strategy.

Required profile

• 5+ years of investment management or quantitative research experience in equities.
• Bachelor's degree in a quantitative or finance-related discipline (Finance, Economics, Mathematics, Computer Science, Statistics or similar).
• Experience with quantitative research methods, including backtesting systematic strategies and evaluating signal performance.
• Excellent attention to detail, strong communication skills, and willingness to embrace and use AI.
• Merger arbitrage or event-driven experience is a plus.

Required skills

• Working proficiency in Python for research and data analysis, and SQL for querying structured datasets.
• Preferred: quantitative modeling and ML methods applied to event-driven or arbitrage investing, exposure to systematic strategy development, and experience using AI tools in investment workflows.

What we offer

• Base salary range of $200,000 to $250,000, with possible variation based on experience and performance.
• Possible commissions, year-end incentive compensation, short- and long-term incentives and department-specific awards.
• Health insurance, wellness program, life and disability insurance, retirement savings plan, paid holidays, sick and vacation time.