Quantitative Analyst - 1503166

Company: Fidelity Investments
Location: Boston, MA
Posted on: March 20, 2015

Job Description:

Duties: Serve as a member of Fidelity’s Fundamental Equity Research Team

within the Global Asset Allocation division (GAA). The Fundamental Research

team supports GAA Investment Solutions by monitoring over 1,650 Fidelity

and non-Fidelity funds and actively covers over 800 funds across US Equity,

International Equity, Fixed Income and Alternatives. The Quantitative

Analyst is part of the quantitative research group and conducts

quantitative research as an embedded partner within the fundamental equity

research team. He/she will contribute to the research teams’ success

through thorough analysis and resulting recommendations that are based on

quantitative analysis.

Primary Responsibilities:

• Work with the fundamental equity research team leaders on relevant

research projects that require robust quantitative analysis, supporting

manager analysis and tactical asset allocation and discipline

recommendations

• Serve as the main link between the central quantitative equity

research group and the fundamental research team to leverage the

quantitative research environment as well as research innovations

• Work under the guidance of the fundamental research team leaders to

provide manager and discipline research to all GAA portfolio management

teams

• Review and comprehend the historical and predictive efficacy of key

elements of a manager’s investment process to provide analysis

• Separate historical manager alpha from style of asset-class beta

and set future performance expectations

• Analyze the role of investment disciplines over the business cycle

and in different market environments

• Analyze the impact of raising interest rates on different segments

of the equity markets

• Analyze the timing of active vs passive strategies, e.g., are their

times where active is more favorable? Are their segments in the market

where certain investment strategies are more promising?

Requirements: Master's degree in Mathematics, Financial Engineering,

Physics or Finance (willing to accept foreign education equivalent) and

three (3) years of experience in the job offered or three (3) years of

experience in global equity quantitative research and analysis within an

investment management company environment; or, alternatively, a Bachelor’s

degree (or foreign education equivalent) in Mathematics, Financial

Engineering, Physics or Finance and five (5) years of experience in the job

offered or five (5) years of experience in global equity quantitative

research and analysis within an investment management company environment.

Also requires: Demonstrated Expertise (“DE”) performing quantitative

analysis and econometric modeling of global equities and translating raw

analytics data into investment thesis for fundamental research analysts and

portfolio managers, and develop written and oral presentations to deliver

investment recommendations or investment risk diagnostics; DE performing

current and historical performance attribution analysis of multi-investment

portfolios and developing custom analytics for quantitative research using

FactSet, Vision, SQL, Capital IQ, and Matlab or SAS; DE performing risk

analysis of investment portfolio volatility to evaluate sources of

investment risk using Barra or Northfield; and DE programming in object

oriented languages (C++ and VBA) and performing mathematical modeling using

R.

To apply, visit http://jobs.fidelity.com and search for Job Number 1503166.

Keywords: Fidelity Investments, Boston , Quantitative Analyst - 1503166, Finance , Boston, MA, Massachusetts