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AM Quantitative Analyst II - 2058928

Company: Fidelity Investments
Location: Merrimack, NH
Posted on: July 29, 2022

Job Description:

Monitors and measures portfolio risks and returns by performing quantitative analysis through security, factor, and sector levels. Maintains and improves current infrastructure in MATLAB, VBA, SQL and Python to support investment process by generating trading ideas using complex optimization process. Enhances statistical models for valuing and analyzes securities, using MATLAB, Python, VBB, and relational databases. Builds practical and robust quantitative models to aid aspects of portfolio construction. Collaborates with technology professionals, traders, and portfolio managers to build user-friendly interfaces to smooth portfolio monitoring and trading.

Primary Responsibilities:

Performs research on domestic and international debt issuers, using macroeconomic and quantitative analysis methods to support investment decisions aimed at maximizing risk-adjusted total return for clients.

Develops quantitative techniques, models, and tools to support and enhance the investment process used to manage client accounts for investment teams.

Maintains and improves infrastructure related to the investment process.

Builds robust quantitative tools to aid all aspects of portfolio analysis and construction.

Collaborates closely with other investment and technology professionals within the division.

Monitors, measures, and attributes portfolio risks and returns.

Refines tools for alpha generation ideas.

Responds in real time to Portfolio Manager, Trader, and Senior Management requests for ad-hoc analyses, tool updating, idea evaluation, and risk metrics.

Explains complex quantitative concepts to nontechnical personnel.

Prepares plans of action for investment using financial analyses.

Interprets data on price, yield, stability, future investment-risk trends, economic influences, and other factors affecting investment programs.

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

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

Education and Experience:

Bachelors degree (or foreign education equivalent) in Accounting, Economics, Finance, Statistics, Mathematics, Engineering, or a closely related field and five (5) years of experience in the job offered or five (5) years of experience developing computational models for valuation, pricing, and analytics of fixed income securities and aggregate measures for portfolios comprised of securities.

Or alternatively, Masters degree (or foreign education equivalent) in Accounting, Economics, Finance, Statistics, Mathematics, Engineering, or a closely related field and three (3) years of experience in the job offered or three (3) years of experience developing computational models for valuation, pricing, and analytics of fixed income securities and aggregate measures for portfolios comprised of securities.

Skills and Knowledge:

Candidate must also possess:

Demonstrated Expertise (DE) developing and analyzing mathematical models for Fixed Income analytics and options pricing, using MATLAB, Python, and VBA.

DE performing financial data analysis and ad-hoc modeling, using Excel VBA, Python, MATLAB, or R; and performing relative value analysis using financial time series.

DE writing programs for quantitative analysis to perform financial data extraction in Python, MATLAB, and VBA, using SQL queries against relational databases (Oracle and Netezza).

DE creating models for utilizing security level reference data to generate analytic attributes for fixed income securities -- price sensitivities to risk factors including, interest rate levels, spread to treasury rates, and interest-rate volatility -- to be measured and used in portfolio construction, using Python, MATLAB, Excel/VBA, and SQL; measuring portfolio level aggregation of analytic attributes, using Python, SQL, and VBA; and creating Excel tools for sizing hedging trades designed to modify portfolio exposures to risk factors.

For full job details and to apply, please visit https://jobs.fidelity.com/ and search for job number: 2058928.

Keywords: Fidelity Investments, Manchester , AM Quantitative Analyst II - 2058928, Finance , Merrimack, NH, New Hampshire


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