SAI Portfolio Analyst II - 2040514
Company: Fidelity Investments
Location: Boston, MA
Posted on: December 3, 2021
Job Description:
Implements quantitative portfolio management for retirement
managed accounts and non-discretionary model portfolios.
Contributes to all aspects of the investment process using
quantitative investment methodology. Works closely with portfolio
management, quantitative research, platform, and technology
teams. Primary Responsibilities: Owns the day-to-day portfolio management process --collaborates
with the Portfolio Managers to ensure views are implemented
appropriately, builds model portfolios, analyzes model
characteristics, and supervises the model release process. Performs quantitative research projects in conjunction with
Portfolio Managers and research teams aimed at improving investment
methodology and client outcomes. Develops and communicates performance, risk, positioning,
rebalance, liquidity, and fund selection efficacy analysis to
ensure alignment with investment theses. Provides architectural direction and guidance to technology
teams as part of the continuing evolution of model management
platforms and systematic processes. Leads the development of business requirements and performs
business acceptance testing of enhanced quantitative investment
capabilities. Enhances existing investment and operational processes
(portfolio reallocations and client on-boarding). Develops hypothetical portfolios and ad-hoc investment analysis
for prospective plan sponsors and financial advisors. Education and Experience: Bachelors degree (or foreign education equivalent) in
Quantitative Finance, Financial Engineering, or a closely related
field and five (5) years of experience in the job offered or five
(5) years of experience performing quantitative portfolio analytics
and research, risk modeling, system architecture, and economic data
analysis within an institutional investment management
environment. Or, alternatively, a Masters degree (or foreign education
equivalent) in Quantitative Finance, Financial Engineering, or a
closely related field and two (2) years of experience in the job
offered or two (2) years of experience performing quantitative
portfolio analytics and research, risk modeling, system
architecture, and economic data analysis within an institutional
investment management environment. Skills and Knowledge: Candidate must also possess: Demonstrated Expertise (DE) analyzing portfolio performance,
risk exposures, and investment analytics and attribution for
multi-asset class mutual and custom fund model portfolios, using
investment and business intelligence tools -- Bloomberg PORT,
Morningstar Direct, Barra Risk models, Tableau, and Tibco
Spotfire. DE researching multi-asset class mutual fund mean variance and
CVaR portfolios, using IBM CPLEX and custom Java hierarchical
optimizer framework; and analyzing multi-factor regression mutual
fund alpha and factor exposure models, using R programming
language. DE developing customized multi-asset class mutual fund
quantitative portfolio management and analytic applications on a
UNIX operating system platform, using SQL, PL/SQL, Shell scripting,
Python, and R programming languages. DE performing investment management activities for a defined
contribution retirement managed account and institutional
intermediaries aimed at evaluating 401k plan investment line ups
and investment universes -- creating hypothetical multi-asset class
fund model portfolios, using IBM CPLEX and R programming language,
and presenting model portfolio investment recommendations to
portfolio managers. For full job details and to apply, please visit
https://jobs.fidelity.com/ and search for job number: 2040514.
Keywords: Fidelity Investments, Boston , SAI Portfolio Analyst II - 2040514, Finance , Boston, MA, Massachusetts
