Quantitative analyst serp_jobs.h1.location_city

Job Description :

Position Description :

Develops, implements, and scales multi-asset, open-architecture, custom, investment solutions for intermediary clients, using Python, R, SQL, and other tools. Measures, monitors, and evaluates investment risks for multi-asset class portfolios using programming languages (R, Python, MATLAB, Excel, and SQL) and analytical and database tools (Barra). Creates relational databases to store investment data and facilitate business needs, using DBeaver, Morningstar Direct, Bloomberg, and Factset. Develops highly scalable investment processes, assists with portfolio management duties for custom model portfolios, and represents investment process, team, and capabilities.

Primary Responsibilities :

• Develops strategies that span the spectrum from rule-based to those resulting from complex optimization or factor-based considerations.
• Builds robust quantitative tools to aid all aspects of portfolio analysis, construction, evaluation, and management.
• Develops, articulates, and communicates investment recommendations supported by a comprehensive and evidence-based research process.
• Provides risk analytics and analyzes portfolio exposures to coordinate and evaluate the risk of multi-asset class mandates.
• Conducts advanced modeling of traditional and nontraditional asset classes to construct custom model portfolios.
• Represents the investment team's investment process and capabilities.
• Recommends investment solutions to existing and prospective intermediary clients.
• Conducts quantitative analyses of information affecting investment programs.
• Collaborates with investment and technology professionals within the division.
• Identifies opportunities for process automation.
• Works with internal teams and external clients to determine scalable design criteria and investment mandates.

Education and Experience :

Bachelor's degree (or foreign education equivalent) in Financial Mathematics, Mathematics, Accounting, Statistics, Management, Computer Science, Engineering, Business Administration, or a closely related field and six (6) years of experience as a Director, Quantitative Analyst (or closely related occupation) performing investment research or portfolio analytics in Quantitative Research, Portfolio Management, or Portfolio Construction.

Or, alternatively, Master's degree (or foreign education equivalent) in Financial Mathematics, Mathematics, Accounting, Statistics, Management, Computer Science, Engineering, Business Administration, or a closely related field and three (3) years of experience as a Director, Quantitative Analyst (or closely related occupation) performing investment research or portfolio analytics in Quantitative Research, Portfolio Management, or Portfolio Construction.

Skills and Knowledge :

Candidate must also possess :

PE1M2

LI-DNI

Certifications : Category :

Product Management

Fidelity's hybrid working model blends the best of both onsite and offsite work experiences. Working onsite is important for our business strategy and our culture. We also value the benefits that working offsite offers associates. Most hybrid roles require associates to work onsite every other week (all business days, M-F) in a Fidelity office.

Please be advised that Fidelity's business is governed by the provisions of the Securities Exchange Act of 1934, the Investment Advisers Act of 1940, the Investment Company Act of 1940, ERISA, numerous state laws governing securities, investment and retirement-related financial activities and the rules and regulations of numerous self-regulatory organizations, including FINRA, among others. Those laws and regulations may restrict Fidelity from hiring and / or associating with individuals with certain Criminal Histories.