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