Senior Vice President, Quantitative Research Services - 2078195

Company: Fidelity Investments
Location: Boston, MA
Posted on: June 7, 2023

Job Description:

Reports capabilities associated with multi-factor model risk forecasting, quantitative alpha models, big data analytics, and performance attribution, using SQL, Python, R, and VBA. Manages and drives quantitative research strategy roadmaps, improves efficiency, and develops partnerships among research, portfolio management, operations, and technology teams. Leads a team of Quantitative Specialists responsible for monitoring calculation/reporting production cycles. Fields requests for custom analyses. Participates in the development efforts to expand quantitative investment capabilities. Oversees production data management, model integrity, and end-to-end technical support for portfolio management, risk models, and quant research platforms.

Primary Responsibilities:

Leads development efforts to expand and improve technical and data infrastructure, research platforms, and diagnostic tools.

Delivers innovative data visualization and analytic tools that illustrate point-in-time and time series investment themes, portfolio exposures, and factors influencing fund performance.

Provides governance and oversight of production reporting cycles across analytic environments.

Oversees and performs business, systems and data analysis, process design improvements, and thorough acceptance testing across projects that require new content, complex analytic calculations, and additional reporting capabilities utilized by investment professionals.

Serves as a mentor and subject-matter expert for team members to ensure efficiency in workload approaches from a technical and content standpoint.

Develops and creates quantitative model analytics and production processes across a wide array of investment products offered.

Consults with business partners as part of the expansion and maintenance of quantitative data platforms.

Develops technical products that aid in portfolio risk assessment -- model construction, factor definitions, factor calculations, and translates output statistics -- into meaningful information used within the portfolio management function.

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

Recruits and retains key talent as part of continuously aligning product team strategies with large team strategies, and company strategic vision.

Education and Experience:

Bachelors degree (or foreign education equivalent) in Computer Science, Engineering, Mathematics and Computer Information Systems, Information Systems, Information Technology, or a closely related field and six (6) years of experience in the job offered or six (6) years of experience performing quantitative investment research, product management, and data analytics.

Or, alternatively, Masters degree (or foreign education equivalent) in Computer Science, Engineering, Mathematics and Computer Information Systems, Information Systems, Information Technology, or a closely related field and four (4) years of experience in the job offered or four (4) years of experience performing quantitative investment research, product management, and data analytics.

Skills and Knowledge:

Candidate must also possess:

Demonstrated Expertise (DE) leading a team of quantitative analysts responsible for performing quantitative investment research for maximizing after-tax portfolio returns (using trade optimization), tax-loss harvesting, back-testing (using historical market data), stress-testing (using Monte-Carlo Simulations), and forward-looking capital market assumptions (using VBA, R, Matlab, and Python).

DE leading a full-stack development team responsible for creating digital investment products -- business requirement analysis, database and API development, and validation of investment and quantitative methodologies driving the product according to Agile methodologies.

DE leading product management, and business analysis and acceptance for common infrastructure that houses customer, index, portfolio, security holdings, pricing, and reference data and supports quantitative portfolio modeling methodologies (back-testing historical pricing data and simulations) using forward-looking capital market assumptions.

DE leading a team of data scientists data analysts in connecting large databases, analyzing business requirements, and generating reports and visualizations, using Python, R, SQL, and Tableau.

For full job details and to apply, please visit https://jobs.fidelity.com/ and search for job number: 2078195.

Keywords: Fidelity Investments, Manchester , Senior Vice President, Quantitative Research Services - 2078195, Finance , Boston, MA, New Hampshire