Bernd Wuebben Email & Phone Number

Bernd Wuebben is the global head of fixed income systematic investing and quantitative research at AllianceBernstein, a leading global asset manager with nearly a trillion dollars in assets under management. At AllianceBernstein he is responsible for all quantitative models, alphas, strategies in the firm's fixed income investment process that manages nearly 400 billion dollars. He has launched and manages ETFs, UCITS funds and large institutional SMAs and is a an agent of change that effectively transforms organizations. His primary focus is the introduction of strong diversifying alpha into all existing investment processes and the build-out of a large systematic investing business.Modern asset pricing theory, machine learning ML and the use of AI are defining characteristics of his work. He brings to fixed income the methods and approaches that top secretive quant firms have been practicing in equities. The objective is powerful, sophisticated security selection alpha that leads to strong, superior, beta free return streams. But his work goes beyond that recognizing and taking advantage of the how bonds are different in portfolio construction and execution. Automated tax optimization, customized automated fixed income SMA solutions, ETFs, ESG integration, automated portfolio construction and execution alpha are another focus. Importantly, Portfolio Management 2.0, that is the blending of systematic alpha, portfolio construction and alpha assisted execution with analyst insights and the re-engineering of traditional investment processes toward the best of both worlds, man and machine, is a significant objective.Bernd has more than 25 years experience in global financial markets. Prior to assuming his current mandate he led quantitative investment teams managing strategies across equities, fixed income, commodities and FX at some of the world’s leading and most secretive quantitative investment firms. Bernd was Managing Director and Chief Trading Strategist at Bear Stearns, Chief US Treasuries Strategist and a proprietary trader at Morgan Stanley and began his career as Deutsche Bank’s Fixed Income Derivatives Strategist in New York. He joined Deutsche Bank out of the PhD program in Mathematics at Cornell University where his thesis focused on mathematical aspects of Superstring Theory and holds a BS in Mathematics and Physics from Heidelberg University an MS in Mathematics and MS in Computer Science from Cornell University.

Listed skills include Fixed Income, Trading, Derivatives, Options, and 28 others.

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  Cornell University