AM Quantitative Analyst II - 2056542
Company: Fidelity Investments
Location: Merrimack, NH
Posted on: June 17, 2022
Job Description:
Develops and enhances the creation of security-based indices,
and multi-asset class products and strategies, using Python,
Excel/VBA, MATLAB, and relational databases. Contributes to
high-caliber investing, using Bloomberg PORT, and Barclays POINT.
Develops quantitative techniques, models, and tools to support and
strengthen the introduction of new products and strategies focusing
on fixed income and multi-asset class securities. Informs
investment decisions by analyzing financial information --
forecasting business, industry, or economic conditions for the
enterprise. Primary Responsibilities: Develops strategies spanning from rule-based to complex
optimization or factor-based considerations. Maintains and improves infrastructure related to the investment
process. Builds robust quantitative tools to aid all aspects of portfolio
analysis, construction, and evaluation. Collaborates with investment and technology professionals within
the division. Explains complex quantitative concepts to non-technical
individuals. Measures, attributes, and monitors portfolio risks and
returns. Makes indecent decisions quickly, often with limited
information. Develops, articulates, and communicates investment
recommendations supported by research. Evaluates and compares the relative quality of securities in a
given industry. Recommends investments and investment timing to companies,
investment firm staff, or the public. Presents oral or written reports on general economic trends,
individual corporations, and entire industries. Conducts quantitative analyses of information affecting
investment programs of public or private institutions. Education and Experience: Bachelors degree (or foreign education equivalent) in Computer
Science, Engineering, Information Technology, Information Systems,
Mathematics, Physics, or a closely related field and five (5) years
of experience in the job offered or five (5) years of experience
building security selection models, creating investment portfolios,
and running risk and attribution analyses. Or, alternatively, Masters degree (or foreign education
equivalent) in Computer Science, Engineering, Information
Technology, Information Systems, Mathematics, Physics, or a closely
related field and three (3) years of experience in the job offered
or three (3) years of experience building security selection
models, creating investment portfolios, and running risk and
attribution analyses. Or, alternatively, PhD (or foreign education equivalent) in
Computer Science, Engineering, Information Technology, Information
Systems, Mathematics, Physics, or a closely related field and one
(1) year of experience in the job offered or one (1) year of
experience building security selection models, creating investment
portfolios, and running risk and attribution analyses. Skills and Knowledge: Candidate must also possess: Demonstrated Expertise (DE) conducting empirical research within
equity or fixed income investments to make recommendations for
alpha generation and portfolio construction, using econometric and
artificial intelligence techniques -- linear and non-linear,
cross-sectional, and time series. DE modeling portfolio returns and risk, using programming
languages (Python, R, MATLAB, or SAS) and financial software
(FactSet, Bloomberg, MSCI Barra, or Northfield). DE creating models for utilizing security level reference and
analytic attributes for equity or fixed income securities so that
common risk factors can be measured and used in portfolio
construction, using MATLAB, Python, SQL, or VBA; and measuring
portfolio level aggregation of analytic attributes, using MATLAB,
Python, SQL, or VBA. DE building tools for portfolio construction that leverage
portfolio optimization paradigms -- mean-variance optimization from
an asset allocation and security selection point of view -- using
MATLAB (fmincon) and Python (cvxpy); and building and improving
portfolio optimization paradigms models and formulating alternative
objective criteria and constraints, using optimization functions
within MATLAB (fmincon) and Python cvxpy). For full job details and to apply, please visit
https://jobs.fidelity.com/ and search for job number: 2056542.
Keywords: Fidelity Investments, Manchester , AM Quantitative Analyst II - 2056542, Finance , Merrimack, NH, New Hampshire