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Quantitative Analyst II - 2076157

Company: Fidelity Investments
Location: Merrimack, NH
Posted on: May 10, 2023

Job Description:

Position Description:

Builds robust quantitative tools to aid all aspects of fixed income portfolio analysis, construction, and evaluation. Conducts financial modeling using financial packages and portfolio management tool -- Bloomberg. Performs quantitative analysis and programming using Python, Excel VBA, and SQL. Improves the quality and time-to-market of research initiative. Implements quantitatively based portfolio construction and risk management analytics. Creates quantitative factors and models to facilitate research and portfolio construction processes.

Primary Responsibilities:

Develops and enhances optimization models for systematic construction and management of fixed income portfolios.

Performs research on domestic and international debt issuers to support investment decisions.

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

Maintains and improves infrastructure related to the investment process.

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

Monitors, measures, and attributes portfolio risks and returns.

Analyzes large data sets to develop new processes, perform calculations, identify anomalies, and produce new reporting capabilities.

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

Responds to requests for ad-hoc analysis, tool updating, idea evaluation, and risk metrics.

Liaises with investment professionals to gather requirements and manage deliverables of technical development teams.

Explains complex quantitative concepts to nontechnical personnel.

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

Education and Experience:

Bachelors degree (or foreign education equivalent) in Engineering, Accounting, Economics, Finance, Statistics, Mathematics, Financial Mathematics, or a closely related field and five (5) years of experience in the job offered or five (5) years of experience building fixed income analytics, performing portfolio optimization, and conducting empirical quantitative research.

Or, alternatively, Masters degree (or foreign education equivalent) in Engineering, Accounting, Economics, Finance, Statistics, Mathematics, Financial Mathematics, or a closely related field and three (3) years of experience in the job offered or three (3) years of experience building fixed income analytics, performing portfolio optimization, and conducting empirical quantitative research.

Or, alternatively, a PhD degree (or foreign education equivalent) in Engineering, Accounting, Economics, Finance, Statistics, Mathematics, Financial Mathematics, or a closely related field and no experience.

Skills and Knowledge:

Candidate must also possess:

Demonstrated Expertise (DE) performing financial data analysis and statistical modeling for investment and risk analytics, using Python and Excel VBA; and performing data extraction using SQL queries against relational databases.

DE implementing mathematical optimization models for fixed income portfolio construction, applying linear programming, mixed integer programming, and nonlinear programming concepts, using optimization solvers (Gurobi or Cvxpy) and Python programming; and implementing bond portfolio constraints, using vector algebra and matrix manipulation techniques.

DE performing fixed income securities pricing, and valuation and risk analytics, to generate analytic attributes for fixed income securities (treasuries, corporate bonds, futures, and swaps) -- price sensitivities to risk factors (interest rate levels, spread to treasury rates, and interest-rate volatility) -- to be measured and used in portfolio construction and risk analytics, using Python and SQL; and conducting portfolio analytics and portfolio attribution, using Python, SQL, and Excel VBA.

DE conducting empirical quantitative research on fixed income indices and factors, using financial time series analysis and econometrics with Python and SQL; and building predictive models for interest rates and spreads, using machine learning techniques LASSO regression, logistic regression, SVM, and PCA.

[Expertise may gained during graduate program]

For full job details and to apply, please visit https://jobs.fidelity.com/ and search for job number: 2076157.

Keywords: Fidelity Investments, Manchester , Quantitative Analyst II - 2076157, Finance , Merrimack, NH, New Hampshire


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