Senior Manager, Data Analytics and Insights - 2071511

Company: Fidelity Investments
Location: Boston, Massachusetts
Posted on: March 1, 2023

Job Description:

Position Description:

Designs and maintains Python-based data abstraction and analytical tools to streamline and standardize quantitative processes. Performs investment risk forecasting, quantitative alpha research, and portfolio construction -- model construction, factor definitions and calculations, and translating output statistics into meaningful information. Assesses model risk forecasting using BARRA Fixed Income Risk Models. Builds and manages database schemes using SQL. Uses business knowledge to perform project management for technology projects. Works with end-users to coordinate product development and support. Acts as a primary liaison for business units to resolve various project/technology issues. Establishes full project life cycle plans for one or more complex projects.

Primary Responsibilities:

Elicits, captures, and interprets customer problems from multiple perspectives across projects or within a program.

Presents implications and recommendations with a strategic perspective influencing project parameters and outcomes.

Envisions and creates solutions that meet the requirements of the business, models the required infrastructure and points of integration, and provides the overall blueprint/roadmap for delivering the solution.

Contributes to estimation, planning, analysis, design, and development of projects.

Estimates appropriate time frames for releases based on effort estimation.

Maintains requirements backlog.

Establishes and project manages analysis plans for multiple and moderately complex work steams.

Holds accountability for integration into larger, multi-disciplined projects, as appropriate.

Leads development efforts to expand and improve the technical infrastructure and reporting capabilities of investment risk forecasting, quantitative alpha research or portfolio construction.

Develops and operates large data platforms to deliver production-grade data curation to be utilized in quantitative models, portfolio construction, and trading.

Oversees daily, weekly, and monthly production reporting cycles across analytic environments.

Ensures the integrity of input data that it is available and complete, that processes run successfully, and that statistical output is accurate.

Generate reports.

Responds to ad-hoc data analysis requests in support of projects performed by Quant Analysts.

Contributes to the continued development and incorporation of non-traditional or unstructured data and data science applications to enhance the research and investment process.

Develops customized quantitative tools using Python.

Serves as the Subject Matter Expert (SME) for fixed income analytics and factors that drive alpha generation.

Performs validation and testing of models to ensure adequacy.

Prepares management reports -- defining and evaluating problems and recommending solutions.

Defines data requirements, gathers and validates information, and applies judgment and statistical tests.

Education and Experience:

Bachelors degree (or foreign education equivalent) in Computer Science, Engineering, Engineering Management, 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 performing multi-asset class analytics in a financial services environment.

Or, alternatively, Masters degree (or foreign education equivalent) in Computer Science, Engineering, Engineering Management, Information Technology, Information Systems, Mathematics, Physics, or a closely related field and three (3) year of experience in the job offered or three (3) year of experience performing multi-asset class analytics in a financial services environment.

Skills and Knowledge:

Candidate must also possess:

Demonstrated Expertise (DE) analyzing Barra risk factor model construction, factor definitions, and calculations; translating output statistics into meaningful insights used for portfolio management, using Microsoft Excel, SQL/Oracle Database, Python, and R; integrating BarraOne risk models into existing infrastructure, and expanding and enhancing analytic platforms and tools, using Microsoft Excel, Tableau, Oracle SQL, Python, and R; and performing investment risk analysis -- portfolio performance and risk reporting -- using multi-factor model risk and performance attribution.

DE writing risk model methodologies and specification documents, interpreting business requirements, and creating analytical visualization solutions using Microsoft Office suite; creating model performance monitoring reports, using Microsoft Excel, Tableau, Oracle SQL, Python, and R; and researching and testing ways to improve existing models -- regression, time series, and interest rate models and Monte Carlo simulations.

DE performing fund measurement and analytics -- measuring incremental effects of portfolio construction methodologies -- using Oracle, SQL, R, Python, ANOVA, and ANCOVA; and performing fund holdings and returns analysis using statistical methods and analytical tools -- Oracle SQL, R, and Python.

DE performing multi-asset class fund analytics, using Microsoft Excel, Tableau, Oracle SQL, Python, and R in an asset management environment.

For full job details and to apply, please visit https://jobs.fidelity.com/ and search for job number 2071511.

Keywords: Fidelity Investments , Manchester , Senior Manager, Data Analytics and Insights - 2071511, Finance , Boston, Massachusetts , New Hampshire