Associate Quantitative Specialist
- Boston, MA, États-Unis
- CDI, Plein-temps
- Fidelity Investments
- 16 janv. 18 2018-01-16
Associate Quantitative Specialist
Investment Research Services provides analytic solutions and data management services to clients in quantitative research, portfolio management, and senior leadership roles across the Equity, High Income, and Multi Asset Class divisions of Asset Management. This specialized team leads development efforts to expand and enhance the technical infrastructure and reporting capabilities associated with the subject areas of performance measurement, multi-factor model risk forecasting, quantitative alpha research, big data analytics, and performance attribution. Together with their partners in the technology and research divisions, members of this organization work as an integral part of small project teams to deliver innovative data visualization and analytic tools capable of illustrating current and time series investment themes, portfolio exposures to a diverse array of security characteristics, and factors driving fund performance. In addition to their project work, associates are also responsible for the oversight, data management, maintenance, and operational support of the processing and reporting environments to ensure timely and accurate investment intelligence is delivered for direct use within the portfolio management process.
As Investment Research Services continues to expand its support of multi-asset class investment strategies and products, they are looking to hire an additional team member that will be dedicated to the project and operational needs of that division. The largest share of work that will be allocated to this specific role will be targeted in the multi-factor model risk analytics subject area, where the new associate will oversee all calculation/reporting production cycles, field requests for custom analyses, continuously lead development efforts to expand capabilities and eventually become the team expert in the multi-asset space.
- Perform business/systems/data analysis, detailed process design, and thorough acceptance/quality testing across projects that acquire new data content, perform complex analytic calculations, and produce additional reporting capabilities used by investment professionals.
- Oversee daily/weekly/monthly production reporting cycles across the analytic environments. Ensure all required input data is available, processes run successfully, statistical output is accurate, and reports are properly generated.
- Respond to ad-hoc data analysis requests in support of projects performed by Quantitative Research Analysts in addition to frequent high priority inquiries from other senior investment professionals.
- Become the team subject matter expert regarding multi-asset class risk analytics including model construction, factor definitions, metric calculations and what the output statistics mean in the context of the portfolio management function.
- Consult with business partners across multiple internal and external sources as part of the expansion and maintenance of these comprehensive data solutions.
- Identify, research, and resolve all issues present in internally generated or vendor-supplied data to ensure superior data quality.
Education and Experience
- Demonstrated history as a top performer working in a data analysis role where technical skills were required.
- Successfully led small to medium sized projects in a fast paced environment.
- Investment industry experience, preferably in investment research or a portfolio analytics function of an investment management company.
- A Bachelors degree in finance, math, accounting, or computer science. Progress towards a Masters Degree, and/or CFA Charter is strongly desired.
Skills and Knowledge
- Advanced level SQL and ability to traverse a wide array of database schemas across diverse content sets.
- Highly analytical with the ability to quickly comprehend large data sets in order to develop new processes, perform calculations, identify anomalies, and/or produce new reporting capabilities.
- Familiarity with quantitative analytics, including fund and index performance measurement, predictive risk modeling, alpha research, and performance attribution.
- Strong hands-on project leadership skills with the drive to complete complex projects as a part of small teams within an extremely fast paced environment. Capability to liaise with investment professionals to gather requirements and manage deliverables of technical development teams.
- Knowledge of securities, corporate actions, financial statement analysis, street estimates, pricing and performance data.
- Highly proactive and self-motivated with the ability to meet objectives under minimal supervision.
- Advanced Excel/ VBA a plus.
- Python a plus.
- Experience with multi-factor risk models a plus
At Fidelity, we are focused on making our financial expertise broadly accessible and effective in helping people live the lives they want- from the 23 million people investing their life savings, to the 20,000 businesses managing their employee benefits programs, to the10,000 advisors and institutions needing innovative technology solutions to invest their clients' money. To do this well, as a privately held company, we place a high degree of value in nurturing a work environment that attracts the best talent and reflects our commitment to being an employer of choice. For more information about Fidelity Investments, visit http://www.fidelity.com/ .
Fidelity Investments is an equal opportunity employer.