Delivers innovative data visualization and analytic tool
capabilities to illustrate current and time series investment
themes, portfolio exposures, and factors driving fund performance.
Develops customized quantitative tools, using Python or R. Leads
development efforts to expand and enhance the technical
infrastructure and reporting capabilities associated with
quantitative alpha research, big data analytics, and performance
Oversees daily, weekly, and monthly production reporting cycles
across analytic environments ensures required data input is
available, processes run successfully and ensures statistical input
is accurate and reports are generated properly.
Responds to ad-hoc data analysis requests in support of
large-scale projects performed by Quantitative Research
Monitors all calculation/reporting production cycles, fielding
requests for custom analyses, and participates in development
efforts to expand risk capabilities.
Serves as a subject area leader on all aspects of portfolio risk
and the broader data environment.
Supports the portfolio risk analytics environment activities
ranging from portfolio risk analysis to factor-based performance
Delivers innovative data visualization and analytic tools
capable of illustrating current and time series investment themes,
portfolio exposures, and factors driving fund performance.
Develops new processes, performs complex analytics calculations,
identifies anomalies, and produces new reporting capabilities by
analyzing large data sets.
Performs business, systems, and data analysis, detailed process
design, and thorough acceptance testing across projects that
require new content.
Plans and manages project schedules and assignments for
multiple, concurrent projects that are in a fast-paced environment
by advising on risk assessment and project strategies and leading
the projects to successful completion in a timely manner.
Acts as a primary liaison of business units -- technology
groups, quantitative research teams, and external vendor partners
-- who understands the full spectrum of risk model ecosystems.
Resolves various project/technology issues and manages
deliverables by holding accountability.
Provides technology solutions to daily issues and analytical
solutions and data management services to senior leadership across
Manages technical development deliverables including, strategic
plans slides and user-friendly prototypes.
Fosters and champions innovative technology solutions to resolve
complex business problems by proposing proof of concepts to inspire
Mentors junior team members and provides career guidance.
Education and Experience:
Bachelors degree (or foreign education equivalent) in Financial
Mathematics, Mathematics, Accounting, Engineering, Statistics or a
closely related field and three (3) years of experience in the job
offered or three (3) years of experience performing investment and
portfolio risk data analytics.
Or, alternatively, Masters degree (or foreign education
equivalent) in Financial Mathematics, Mathematics, Accounting,
Engineering, Statistics or a closely related field and one (1) year
of experience in the job offered or one (1) year of experience
performing investment and portfolio risk data analytics.
Skills and Knowledge:
Candidate must also possess:
Demonstrated Expertise (DE) managing multi-terabyte data used
for data modeling by standardizing procedures -- creating functions
and packages in R, Python, Alteryx, Tableau, SQL, and Excel Macros;
and creating data quality assurance tools to clean, validate,
cross-check, track, and document changes, anomalies, and
inconsistencies in raw data in SQL, R, and Python.
DE building quantitative models -- regression, time series,
equity trading algorithms, Monte Carlo simulations, and interest
rate stress testing, asset-backed security valuation, and
retirement plan forecast models in Excel, Python, and R, using
Bloomberg and FactSet data, and dynamic parameters -- to support,
assure, enhance, and modernize/digitalize financial services
DE writing risk model methodologies and specification documents
and creating analytical visualization solutions, using Microsoft
Office suite and Tableau; creating model performance
monitoring/validation measures and reports based according to
statistical testing and comparison analysis; and researching and
experimenting solutions to improve existing models -- automating
data feeds and model implementation processes and creating new
measures with existing metrics.
DE analyzing financial analytics data -- yield and spreads,
option scenario data, and factor returns -- across instrument types
to identify distinct characteristics of instrument and expected
behaviors in financial markets using Bloomberg Terminal and APIs;
and validating models designed and implemented in occasions
specific to asset class type under stressed scenarios -- historical
recessions and sell-off event.
For full job details and to apply, please visit
https://jobs.fidelity.com/ and search for job number: 2056452.