Analyzes portfolio performance, risk exposures, investment
analytics, and attribution for equity mutual and custom fund model
portfolios, using investment and business intelligence tools - MSCI
Barra, Morningstar, Citi and Northfield risk models. Delivers and
assists in the implementation of quantitatively based equity, and
potentially high income, portfolio construction, risk management,
and alpha generation analytics.
Performs ad hoc portfolio risk analyses, develops screens, and
collects and conducts research, using Python, R, VBA, FactSet, or
Develops long-term investment strategies to inform stock
selection recommendations for Portfolio Managers through the
Works with Senior Analysts to conduct research and development
of quantitative factors and models.
Provides quantitative assistance for research efforts.
Procures data and creates models to facilitate the research,
portfolio construction, and product engineering processes.
Informs investment decisions by analyzing financial information
to forecast business, industry, or economic conditions.
Employs quantitative methods to evaluate and compare the
relative value and quality of securities across markets or a given
Education and Experience:
Masters degree (or foreign education equivalent) in Economics,
Finance, Mathematical Financial, Statistics, or a closely related
field and one (1) year of experience in the job offered or one (1)
year of experience performing quantitative analysis, using R,
Python, and regression analysis.
Skills and Knowledge:
Candidate must also possess:
Demonstrated Expertise (DE) conducting empirical research to
make recommendations for alpha generation and portfolio
construction, using econometric and artificial intelligence
techniques -- linear and non-linear, cross-sectional, and time
DE analyzing portfolio volatility, sources of investment risk,
and historical performance to develop custom analytics and enhance
investment decision-making using quantitative techniques --
covariance matrix-based risk analyses, Monte Carlo simulations, and
DE working with large data sets to model portfolio returns and
portfolio risk using programming languages (Python, R, MATLAB, and
SAS) and financial software (FactSet, Bloomberg, MSCI Barra, and
DE developing written and oral presentations to deliver
recommendations and communicate complex quantitative findings.
For full job details and to apply, please visit
https://jobs.fidelity.com/ and search for job number: 2028823.