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