Quantitative Analyst - 1513950
Company: Fidelity Investments
Location: Boston, MA
Posted on: November 13, 2015
Job Description:
Duties: Serve as a member of the Quantitative Research team
within the Counterparty Research & Analytics (CRA) group, an independent
resource within Asset Management that protects clients from risk of loss
arising from trading and business relationships with financial
institutions. The Quantitative Research function within CRA is responsible for
investigating and implementing appropriate quantitative methods for
estimating counterparty risk; and performing quantitative research and
analysis to support and complement the group’s fundamental credit analysis
and risk monitoring operations. Quantitative Research is further charged
with exploring new areas of research to ensure CRA continues to
develop and refine the capacity to measure and report on counterparty
exposure. Under the guidance of the Director of Quantitative Research, this team
member will contribute to projects and programs of diverse scope. Primary Responsibilities: • Develop methodologies to model and measure counterparty
risk. • Integrate data sources in support of quantitative research requirements. • Design and develop systems and applications which will
enable research and reporting on counterparty risk. • Liaise with other business and technology counterparts within
the organization to ensure CRA’s quantitative methods are aligned
with the organization’s requirements. • Identify, evaluate and direct opportunities to innovate and
improve the function and the products of the group. • Perform quantitative research on various applied topics such
as credit risk, systemic risk, complexity and extreme value
theory. • Develop tools and infrastructure for rapid research
capability analysis and evaluation of relevant market data and signals. • Provide support to CRA’s analytical and monitoring units. • Synthesize large and various quantities of information
with conceptual understanding of core function. • Contribute as a team player and assume ownership of projects
and outcomes. • Identify quantitative research needs of the group and set
goals for adding value. Requirements: Master’s degree (or foreign education equivalent)
in Computer Science, Financial Engineering, Financial Mathematics,
Statistics, Mathematics or Economics and three (3) years of experience in
the job offered or three (3) years of experience analyzing and querying
large financial data sets within an asset management environment;
or, alternatively, a Bachelor’s degree (or foreign education
equivalent) in Computer Science, Financial Engineering, Financial Mathematics,
Statistics, Mathematics or Economics and five (5) years of experience in the
job offered or five (5) years of experience analyzing and querying
large financial data sets within an asset management environment.
Also Requires: Demonstrated Expertise (“DE”) writing SQL queries to
extract and manipulate data within an Oracle Exadata environment; DE in risk
analysis and valuation of equities, fixed income and derivative asset
classes including analysis and modeling using R or Matlab; DE converting
raw financial data and analytical results into written format
including graphic visual illustration using visualization tools, and presentation
to senior executives and analysts to support investment and credit
decisions; DE in manual and automated mapping of financial data between internal
data sources and external market data feeds -- Bloomberg and
Reuters. To apply, visit http://jobs.fidelity.com and search for Job
Number 1513950.
Keywords: Fidelity Investments, Boston , Quantitative Analyst - 1513950, Finance , Boston, MA, Massachusetts
