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AM Quantitative Analyst I
entry · Asset Management
Job Description:
Note: Fidelity will not provide immigration sponsorship for this position.
Position Description:
Performs quantitative research analysis and coordinates with other analysts, portfolio managers, and stakeholders across the firm to conduct research and development on quantitative Environmental, Social, and Governance (ESG) factors, models, and ratings. Delivers portfolio construction and risk analytics to support the company’s funds and research efforts. Assists with the implementation of systematic ESG ratings, assessments of portfolio sustainability characteristics, quantitatively based portfolio construction, ESG risk management, and alpha generation analytics. Programs using Python, R, MATLAB, SQL, and VBA. Handles financial packages using portfolio management tools -- FactSet and Bloomberg. Employs financial models to develop solutions to financial problems or to assess the financial or capital impact of transactions. Evaluates capital needs of clients and assesses market conditions to inform structuring of financial packages.
Primary Responsibilities:
Implements quantitatively based equity alpha generation, portfolio construction, and risk management analytics.
Procures data and creates quantitative factors and models to facilitate the research and portfolio construction process.
Conducts research on new factors and data sets.
Creates models to facilitate the research and portfolio construction process.
Evaluates new risk models, develops screening tools, collects and conducts research on data for other quantitative analysts or portfolio managers.
Contributes to large scale initiatives with business partners across the enterprise.
Runs portfolio optimizations and provides research to fund managers through portfolio analyses or other empirical studies.
Informs investment decisions by analyzing financial information to forecast business, industry, or economic conditions.
Interprets data on price, yield, stability, future investment-risk trends, economic influences, and other factors affecting investment programs.
Education and Experience:
Bachelor’s degree in Computer Science, Engineering, Finance, Statistics, or a closely related field (or foreign education equivalent) and three (3) years of experience as an AM Quantitative Analyst I (or closely related occupation) performing alpha modeling, portfolio construction, and risk management research using Python within am investment management environment.
Master’s degree in Computer Science, Engineering, Finance, Statistics, or a closely related field (or foreign education equivalent) and no experience.
Skills and Knowledge:
Candidate must also possess:
Demonstrated Expertise (“DE”) building quantitative models by transforming complex open-source and third-party vendor data into curated signals at the corporate issuer level (relating to ESG factors), to be used in alpha generation, portfolio construction, and to enhance investment decision-making, using Python.
DE researching and developing new systematic strategies using optimization techniques and performance attribution methods to meet diverse product needs of institutional and household clients, using back testing frameworks and multi factor risk model (Barra).
DE generating investment insights from company filings and data estimation (where information is missing or incomplete), using Machine Learning (ML), Natural Language Processing (NLP), and Large Language Models (LLMs).
DE performing ad hoc data analysis and modeling with alternative and traditional financial data, using Python and data extraction from SQL queries against relational databases (Snowflake), to enhance security selection and portfolio construction for portfolio managers and analysts.
Expertise may be gained during graduate degree program.
Salary: $135,000.00 - $175,000.00/year.
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Fidelity’s Onsite Working Model
Fidelity is transitioning to a full-time onsite working model through a phased rollout across regions and roles. Currently, some roles and locations require 100% onsite presence, while others require less. Onsite expectations are likely to evolve as the rollout continues. This transition does not apply to fully remote roles.
Certifications:
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Investment ProfessionalsPlease be advised that Fidelity’s business is governed by the provisions of the Securities Exchange Act of 1934, the Investment Advisers Act of 1940, the Investment Company Act of 1940, ERISA, numerous state laws governing securities, investment and retirement-related financial activities and the rules and regulations of numerous self-regulatory organizations, including FINRA, among others. Those laws and regulations may restrict Fidelity from hiring and/or associating with individuals with certain Criminal Histories.