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AM Quantitative Analyst I - 2028823

Company: Fidelity Investments
Location: Boston, MA
Posted on: June 25, 2021

Job Description:

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.

Primary Responsibilities:

Performs ad hoc portfolio risk analyses, develops screens, and collects and conducts research, using Python, R, VBA, FactSet, or Bloomberg.

Develops long-term investment strategies to inform stock selection recommendations for Portfolio Managers through the business cycle.

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 industry.

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 series.

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 multi-factor attributions.

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 Northfield).

DE developing written and oral presentations to deliver recommendations and communicate complex quantitative findings.

For full job details and to apply, please visit and search for job number: 2028823.

Keywords: Fidelity Investments, Boston , AM Quantitative Analyst I - 2028823, Finance , Boston, MA, Massachusetts

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