Associate, Financial Engineering - 1504080
Company: Fidelity Investments
Location: Boston, MA
Posted on: April 3, 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, Mathematics, Applied Mathematics, Financial
Engineering, Aeronautics & Astronautics, or Physics. Also Requires:
Demonstrated Expertise (“DE”) applying non-parametric statistic techniques,
statistical signal processing, machine learning algorithms and pattern
recognition for data mining; DE manipulating large data sets, simulation
modeling, writing parallel computation algorithms and applying statistical
techniques using Python, MATLAB or R; DE applying probability theory, stochastic
process, and randomized algorithms for mathematical modeling and
optimization using MATLAB, Python, or KDB/Q; and DE performing regression analysis,
time series techniques, clustering and principal components analysis,
and probability theory in 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 1504080.
Keywords: Fidelity Investments, Boston , Associate, Financial Engineering - 1504080, Finance , Boston, MA, Massachusetts