Delivers innovative data visualization and analytic tool
capabilities to illustrate current and time series investment
themes, portfolio exposures, and factors driving fund performance.
Conducts FI analytics research -- analytics calculation, factor
definition and calculation, and translating analytics into model
construction. Develops customized quantitative tools, using Python
or R. Delivers innovative data visualization and analytic tools
that illustrate current and time series investment themes,
portfolio exposures, and factors driving fund performance. Leads
development efforts to expand and enhance the technical
infrastructure and reporting capabilities associated with
multi-factor attribution model forecasting, FI analytics, and
Multi-factor Risk Model.
Oversees daily, weekly, and monthly production reporting cycles
across analytic environments ensures required data input is
available, processes runs successfully and ensures statistical
input is accurate and reports are generated properly.
Responds to ad-hoc data analysis requests in support of
Contributes to the continued development and incorporation of
non-traditional and unstructured data including the development of
data science applications used to enhance research and investment
Drives complete complex projects in a fast paced
Develops new processes, performs calculations, identifies
anomalies, and produces new reporting capabilities by analyzing
large data sets.
Advises on risk assessment and risk management strategies for
Plans and manages project schedules and assignments for
multiple, concurrent projects.
Acts as a primary liaison for business units to resolve various
project/technology issues and manage deliverables.
Manages technical development deliverables.
Provides technology solutions to daily issues and technical
evaluation estimates on technology initiatives.
Provides analytical solutions and data management services to
senior leadership across the business.
Advises senior management on technical strategy.
Mentors junior team members.
Fosters and champions innovative technology solutions to resolve
complex business problems.
Establishes and project manages analysis plans for multiple and
moderately complex work streams.
Holds accountability for integration into larger,
Education and Experience:
Bachelors degree (or foreign education equivalent) in Financial
Mathematics, Mathematics, Accounting, Engineering, Computer Science
or a closely related field and five (5) years of experience in the
job offered or five (5) years of experience performing investment
research or portfolio analytics.
Or, alternatively, Masters degree (or foreign education
equivalent) in Financial Mathematics, Mathematics, Accounting,
Engineering, Computer Science, or a closely related field and two
(2) years of experience in the job offered or two (2) years of
experience performing investment research or portfolio
Skills and Knowledge:
Candidate must also possess:
Demonstrated Expertise (DE) analyzing Barra risk factor model
construction, and factor definitions and calculations; and
translating output statistics into meaningful insights used for
portfolio management, using Microsoft Excel, SQL/Oracle Database,
Python, and R.
DE performing data management of portfolio risk data; designing
and building data quality checking tools in Python and R to ensure
daily, weekly, and monthly investment data is loaded on time and
complete and risk analytics are calculated accurately; and
performing business, systems, and data analysis, process design,
and acceptance testing for investment analytics projects to
integrate risk models and data into existing infrastructures that
require new research content, or produce additional reporting
capabilities for investment professionals.
DE integrating BarraOne risk models into existing
infrastructure; expanding and enhancing analytic platforms and
tools; and portfolio performance and risk reporting functionality
associated with multi-factor model risk and performance attribution
in Barra Aegis and Portfolio Manager.
DE responding to ad-hoc data analysis requests, using SQL,
Python, R, Bloomberg Terminal, and Factset.
For full job details and to apply, please visit
https://jobs.fidelity.com/ and search for job number: 2043491.