Quantitative Analyst - 1706537
Company: Fidelity Investments
Location: Boston, MA
Posted on: July 28, 2017
Job Description:
Duties: Formulates and applies mathematical modeling and
optimization methods to develop and interpret data to support and enhance the
investment process. Develops quantitative and risk models in support of
fixed income fund and portfolio analysis. Primary Responsibilities: • Monitors, measures, and attributes portfolio risks and returns
in collaboration with the risk and investment teams. • Refines top-down research platform and tools for alpha
generation ideas in collaboration with the fundamental research team. • Researches manager analysis, tactical asset allocation calls,
and risk management. • Translates fundamental research requirements into
quantitative objectives and presents results. • Enhances fixed income asset allocation processes for
portfolio management. • Explains complex quantitative concepts to non-technical
people. Requirements: Bachelor’s degree (or foreign education
equivalent) in Accounting, Business Administration, Economics, Finance,
Statistics, Mathematics, or a closely related field and five (5) years of
experience in the job offered or five (5) years of experience performing fixed
income portfolio analysis; Or, alternatively, a Master’s degree (or
foreign education equivalent) in Accounting, Business Administration,
Economics, Finance, Statistics, Mathematics, or a closely related field and
three (3) years of experience in the job offered or three (3) years of
experience performing fixed income portfolio analysis. Candidate must also
possess: Demonstrated Expertise (“DE”) translating fixed income
security-level attributes and valuation into portfolio characteristics; DE
performing quantitative risk analysis of fixed income portfolios, including
tail-risk stress scenarios; DE developing quantitative tools for portfolio
analysis and strategy implementation; DE engineering fixed income
strategies that adapt to changes in cash flows, index extensions, and market
movements. To apply, visit http://jobs.fidelity.com and search for Job
Number 1706537.
Keywords: Fidelity Investments, Boston , Quantitative Analyst - 1706537 , Finance , Boston, MA, Massachusetts