Senior Manager, Data Analytics and Insights - 2027602
Company: Fidelity Investments
Location: Merrimack, NH
Posted on: June 11, 2021
Job Description:
Leads development efforts to expand and enhance technical
infrastructure and reporting capabilities associated with
multi-factor model risk forecasting, quantitative alpha research,
big data analytics, and performance attribution. Provides analytic
solutions and data management services to clients in quantitative
research, portfolio management, and senior leadership roles across
a financial services environment. Participates in all aspects of
portfolio risk including model construction, factor definitions and
calculations, and translating output statistics into meaningful
information used within the portfolio management function. Primary Responsibilities: Delivers innovative data visualization and analytic tools
capable of illustrating current and time series investment themes,
portfolio exposures, and factors driving fund performance. Responsible for the oversight, maintenance, quality assurance,
and operational support of analytic and reporting environments. Ensures timely and accurate investment intelligence is delivered
for direct use within the portfolio management process. Supports the portfolio risk analytics environment activities
ranging from portfolio risk analysis to factor-based performance
attribution. Monitors all calculation/reporting production cycles, fielding
requests for custom analyses, and participates in development
efforts to expand risk capabilities. Serves as a subject area leader on all aspects of portfolio risk
and the broader data environment. Participates in or leads multi-team projects of varying size
from both a project management and technical implementation
perspective. Consults with internal and external business partners as part of
the expansion and maintenance of the quantitative research data
environment. Performs business, systems, and data analysis, detailed process
design, and thorough acceptance testing across projects that
require new content. Performs complex analytic calculations and produces additional
reporting capabilities used by investment professionals. Oversees production reporting cycles across the analytic
environments. Responds to ad-hoc data analysis requests and inquiries in
support of projects performed by Quantitative Research
Analysts. Education and Experience: Bachelors degree (or foreign education equivalent) in Computer
Science, Engineering, Information Technology, Information Systems,
Mathematics, Physics, or a closely related field and five (5) years
of experience in the job offered or five (5) years of experience
performing investment and portfolio risk data analytics. Or, alternatively, Masters degree (or foreign education
equivalent) in Computer Science, Engineering, Information
Technology, Information Systems, Mathematics, Physics, or a closely
related field and three (3) years of experience in the job offered
or three (3) years of experience performing investment and
portfolio risk data analytics. Skills and Knowledge: Candidate must also possess: Demonstrated Expertise (DE) analyzing fixed income analytics and
risk; building SQL and Python applications to compute portfolio
active risk and tail loss; building Excel based optimizers for
portfolio rebalancing and optimization, using Excel Macros or
Python; and building duration-based hedging models to support
liability driven investments for pension portfolios, using Excel
Macros and Python. DE managing tera bytes of risk modeling data using standardizing
procedures in Netezza Database; building data quality frameworks
for cash management and supporting fixed income trading and
portfolio management, using Python and SQL; and designing
allocation engines methodologies -- Weighted Asset Allocation or
Round Robin -- for fixed income trading. DE writing risk model methodologies and specification documents,
interpreting business requirements, and creating analytical
visualization solutions using Microsoft Office suite; and
researching and applying solutions to improve existing risk models
by computing tail risk and risk analytics using Netezza SQL. DE performing ad-hoc data analyses and risk reporting using
Tableau dashboards; and creating visualization solutions in
Excel. For full job details and to apply, please visit
https://jobs.fidelity.com/ and search for job number: 2027602.
Keywords: Fidelity Investments, Boston , Senior Manager, Data Analytics and Insights - 2027602, Finance , Merrimack, NH, Massachusetts