Develops technology solutions that support portfolio management
and construction, and the trading and risk oversight of a new suite
of products used for investing in alternative assets. Builds and
maintains technology solutions by applying advanced statistical
methods and analysis to portfolio management and risk. Identifies
relationships, trends, and factors that could affect data research
Develops prototype technology tools to support investment
Performs data analysis.
Leverages derivatives -- futures, forwards, and/or swaps.
Breaks down complex portfolio and quantitative concepts into
requirements that can be taken on by a technology team.
Determines which statistical methods are appropriate, based on
user needs or research.
Analyzes and interprets statistical data to identify differences
in relationships among sources of information.
Prepares data for processing by organizing information, checking
for inaccuracies, and adjusting and weighting raw data.
Education and Experience:
Bachelors degree (or foreign education equivalent) in Finance,
Mathematical Finance, Management, Accounting, Statistics, or a
closely related field and five (5) years of experience in the job
offered or five (5) years of experience developing, testing,
analyzing, and implementing quantitative tools and risk models.
Or, alternatively, Masters degree (or foreign education
equivalent) in Finance, Mathematical Finance, Management,
Accounting, Statistics, or a closely related field and three (3)
years of experience in the job offered or three (3) years
developing, testing, analyzing, and implementing quantitative tools
and risk models.
Skills and Knowledge:
Candidate must also possess:
Demonstrated Expertise (DE) developing tools for quantitative
analysts to support investment decisions and performance analysis
using industry standard methodologies -- GAAP or GIPS; trading
securities -- equities, fixed incomes, derivatives, and foreign
exchange -- in a financial services environment using Bloomberg
Terminal; performing quantitative and qualitative assessment of
model and application designs, data, performance, and risk
according to industry standards and regulatory expectations; and
developing new quantitative models and applications, using SQL, R,
DE performing data analysis and building models/toolkits on
financial data, using SQL, R, and Python; developing statistical
models using machine learning techniques -- logistic regression,
random forest, and XGBoost; performing data engineering --
collecting, cleansing, and transforming datasets, and performing
data mining; and performing data visualization, using Tableau and
DE developing, testing, and implementing models on risk topics
-- credit, operational, and market -- using R statistical
programming language; and building toolkits for portfolio
monitoring, modeling, and trading using financial instruments --
equities, fixed income, derivatives, and FX including, trading and
settlement rules and their record structures in a database.
DE collaborating and working efficiently with a growing global
team; presenting technical topics -- model/application development
methodologies, and approaches and frameworks -- to and engaging
with technical development teams and managers, quantitative
analysts, and senior executives.
For full job details and to apply, please visit
https://jobs.fidelity.com/ and search for job number 2033887.