Manager, Risk Reporting & Analytics - 2037477

Company: Fidelity Investments
Location: Boston, MA
Posted on: October 22, 2021

Job Description:

Performs quantitative modeling, valuation and pricing, and trade cost, investment product, financial market events, and credit risk analysis, using Bloomberg, Excel, and statistical software tools -- R, Python, MATLAB, and SQL. Designs quantitative and qualitative analyses to evaluate portfolio risks and price complex securities, and analyze strategic allocations. Evaluates facets of the financial services industry and performs quantitative risk analysis and financial modeling. Interprets data on price, yield, stability, future investment-risk trends, economic influences, and factors affecting investment programs. Manages model validation projects across firm-wide business groups, including assessing model design, inputs, methodologies, and key assumptions.

Primary Responsibilities:

Solves complex problems, using quantitative and analytical skillset.

Provides project management for large complex projects, including scope, integration, time, cost, quality, resource, communication, and risk management.

Supports team members through firm-wide consultative projects and model validations.

Assesses exposure to financial risks -- counterparty, interest rate, and foreign exchange risks.

Acts a primary liaison for business units to resolve various project issues.

Establishes full project lifecycle plans for one or more complex projects.

Informs investment decisions by analyzing financial information to forecast business, industry, or economic conditions.

Monitors developments in the fields of industrial technology, business, finance, and economic theory.

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.

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

Assesses market, financial, and operational risks for the team using analytical expertise.

Prioritizes tasks and manages workloads across multiple project teams.

Mentors and develops the skills of junior team members.

Education and Experience:

Bachelors degree (or foreign education equivalent) in Mathematical Finance, Finance, Accounting, Statistics, Business Administration, Mathematics, or a closely related field and three (3) years of experience in the job offered or three (3) years of experience managing quantitative reviews and model risk management validation, using R, Excel VBA, Oracle SQL Developer, and Bloomberg.

Or, alternatively, Masters degree (or foreign education equivalent) in Mathematical Finance, Finance, Accounting, Statistics, Business Administration, Mathematics, or a closely related field and one (1) year of experience in the job offered or one (1) year of experience managing quantitative reviews and model risk management validation, using R, Excel VBA, Oracle SQL Developer, and Bloomberg.

Skills and Knowledge:

Candidate must also possess:

Demonstrated Expertise (DE) performing investment management reviews for workplace savings processes, including evaluating 401k plan investment line ups and investment universes; creating asset class factor models and back-testing performance, using Oracle SQL Developer, and R programming language; and presenting identified model weaknesses or proposed model enhancements to senior risk leads and portfolio engineering teams.

DE developing independent trade cost analysis models and creating business requirements for system enhancements to operationalize and automate Foreign-Exchange trade-cost analysis models; obtaining market data at institutional scale using Bloomberg financial software; and querying and manipulating database accounting data to mitigate manual processes and reduce business risk using R programming language.

DE performing fundamental and quantitative multi-asset class security valuation -- assessing mortgage-product valuations and reviewing fixed income trading desk modeling -- using Bloomberg and Excel VBA; and performing fund accounting NAV-- adjusting procedures and validating internal databases -- to ensure that concentrated funds in mortgage-backed securities and fund pricing are accurate.

DE project managing model validation, research, and consultative projects; partnering with business and risk leads to define project scope, and to access and manipulate critical data; direct independent research and analysis efforts by 2+ analysts and associates within project team, identify and escalate key findings, determine impact and potential solutions to identified issues.

For full job details and to apply, please visit https://jobs.fidelity.com/ and search for job number: 2037477.

Keywords: Fidelity Investments, Boston , Manager, Risk Reporting & Analytics - 2037477, Finance , Boston, MA, Massachusetts