AM Quantitative Analyst II-2078022

Company: Fidelity Investments
Location: Boston, MA
Posted on: June 7, 2023

Job Description:

Position Description:

Performs quantitative investment analysis and portfolio optimization for multi-asset class investment solutions, using R/Python, SQL, and data visualization tools -- Spotfire and Tableau. Performs advanced data analysis using SQL. Contributes to all aspects of the investment process using quantitative investment methodology. Partners with Portfolio Managers on the end-to-end investment process -- building model portfolios, analyzing model characteristics, supervising the model release process, translating models into implemented portfolio positions, and resolving associated issues.

Primary Responsibilities:

Performs quantitative analysis projects in conjunction with the Portfolio Managers and research staff to continuously refine and improve investment methodology and associated policies.

Develops, monitors, and communicates performance, risk, positioning, and rebalance metrics to ensure alignment with the Portfolio Managers investment thesis and process.

Provides direction and guidance to the technology team as part of the continuing evolution of the model management platform and systematic processes.

Leads the development of business requirements and performs business acceptance testing.

Monitors reallocations and operational processes by working closely with platform, data strategy, product development, and distribution channels.

Develops hypothetical portfolios and ad-hoc analysis for prospective plan sponsors.

Conducts quantitative analyses of information affecting investment programs of public or private institutions.

Informs investment decisions by analyzing financial information to forecast business, industry, and economic conditions.

Prepares plans of action for investment using financial analyses.

Recommends investments and investment timing to companies, investment firm staff, and the public.

Monitors fundamental economic, industrial, and corporate developments by analyzing information from financial publications and services, investment banking firms, government agencies, trade publications, company sources, and personal interviews.

Education and Experience:

Bachelors degree (or foreign education equivalent) in Financial Engineering, Engineering, Accounting, Economics, Finance, Statistics, Mathematics, or a closely related field and five (5) years of experience in the job offered or five (5) years of experience performing quantitative analysis of listed derivatives within a financial investment environment.

Or, alternatively, Masters degree (or foreign education equivalent) in Financial Engineering, Engineering, Accounting, Economics, Finance, Statistics, Mathematics, or a closely related field and three (3) years of experience in the job offered or three (3) years of experience performing quantitative analysis of listed derivatives within a financial investment environment.

Or, alternatively, PhD (or foreign equivalent) in Financial Engineering, Engineering, Accounting, Economics, Finance, Statistics, Mathematics, or a closely related field and no experience.

Skills and Knowledge:

Candidate must also possess:

DE analyzing listed derivatives (future and option) across asset classes, using systematic strategies pricing, liquidity, transaction costs and other nuances across equity, fixed income, commodities, and FX.

DE performing financial data analysis and ad-hoc modeling, using Python, MATLAB, or R; performing relative value analysis using financial time series; and performing financial data extraction using SQL queries against relational databases (Oracle).

DE collaborating with quantitative analysts, operations, and technology teams to evaluate, customize, and co-create alternative risk premia/ similar indices for allocation within absolute return portfolios, using Axioma, BarraOne, PremiaLab, or LumRisk.

DE evaluating portfolio construction using mathematical techniques optimization, linear regression, Monte-Carlo simulations, conditional analysis and non-linear techniques.

[Expertise may be gained during doctoral degree program]

For full job details and to apply, please visit http://jobs.fidelity.com/ and search for job number: 2078022.

Keywords: Fidelity Investments , Lynn , AM Quantitative Analyst II-2078022, Finance , Boston, MA, Massachusetts