Associate, Financial Engineering - 1500553
Company: Fidelity Investments
Location: Boston, MA
Posted on: January 23, 2015
Job Description:
Duties: Serve as a member of the Centralized Electronic Trading
(FCET) group at Fidelity Capital Markets (FCM), which is the
institutional trading arm of Fidelity Investments providing trading products
and services to a wide array of clients and Fidelity businesses.
FCM executes domestic and international equity securities including
block and portfolio trading, listed options and foreign exchange;
and securities lending and commission as well as transition
management. We are seeking an electronic trading professional to assist in
shaping the next-generation institutional-grade trading algorithms and
products that service our core internal clients and external institutional
clients. Will work closely with product developers, traders, clients,
and software developers to deploy electronic trading products and
services. Primary Responsibilities: • Research and design trading systems, including:
algorithmic optimal trading strategies, order placement strategies, smart
order routing, portfolio trading. • Investigate market signals, including price and volume prediction models. • Create and support analytical systems used for
comprehensive post-trade performance measurement and attribution. • Continuously update and maintain our market structure
expertise in order to keep trading systems current as well as to inform
clients of important changes in the marketplace. • Perform multi-asset class research and product
development, including domestic and international equities, options and fixed
income. • Work with clients to improve their trading strategy, to
educate them about market structure and trading tools, and to
provide consultation to help them solve their unique problems. Requirements: Doctorate (Ph.D. or Sc.D) degree (or foreign
education equivalent) in Computational Finance, Electrical Engineering,
Mechanical Engineering, Applied Mathematics, Financial Engineering,
Aeronautics & Astronautics, or Physics. Also Requires: Demonstrated Expertise (DE) applying
non-parametric statistical techniques, statistical signal processing, and
pattern recognition for data mining; DE in manipulating large data sets
and applying statistical techniques using Python, MATLAB and R; DE
in Monte- Carlo numerical simulation, mathematical simulation modeling
and optimization using Matlab or KDBQ; and DE in performing
regression analysis, time series techniques, clustering and principal
components analysis, and probability theory and the modeling and analysis
of random processes. [Expertise may be gained during graduate
program.]. To apply, visit http://jobs.fidelity.com and search for Job
Number 1500553
Keywords: Fidelity Investments, Boston , Associate, Financial Engineering - 1500553, Finance , Boston, MA, Massachusetts
