Director, Investment Analysis - 2055127
Company: Fidelity Investments
Location: Smithfield, RI
Posted on: May 27, 2022
Job Description:
Leads quantitative research efforts for financial planning and
analyzes the intersection between economics and financial markets
across a wide class of asset classes -- equities, fixed income, and
credit. Develops and enhances the technical infrastructure of
investment management tools. Improves reporting capabilities
associated with data insights/analytics gathered from portfolio
solutions, using SQL, R, Python, VB, and VBA to support strategy
for organizing, governing, analyzing, and deploying information
assets as a competitive advantage. Primary Responsibilities: Leads quantitative research efforts for portfolio construction
and insights. Develops or applies mathematical or statistical theory and
methods to collect, organize, interpret, and summarize numerical
data to provide usable information. Generates ideas for investment through innovation and
improvements with a key focus on portfolio solutions. Analyzes customer and stakeholders business needs and assists in
building solutions that support business goals by translating
output statistics into meaningful information. Performs industry analysis, quantitative research, and back
tests for asset classes and products. Enhances data insights gathered through portfolio construction
services to deliver actionable recommendations. Carries performance and risk modeling, portfolio construction,
and factor calculations. Responds to ad-hoc data analysis requests in support of projects
performed by members of the team in addition to frequent high
priority inquiries from senior management. Enhances the technical infrastructure of investment management
tools, improving reporting capabilities associated with data
insights and analytics gathered from portfolio solutions. Improves reporting capabilities associated with data
insights/analytics gathered from portfolio solutions. Develops new processes, performs calculations, and identifies
anomalies. Produces new reporting capabilities. Education and Experience: Masters degree (or foreign education equivalent) in Applied
Mathematics, Statistics, Economics, Computational Finance, Computer
Science, Finance, Quantitative and Computational Finance, or a
closely related field and no experience. Skills and Knowledge: Candidate must also possess: Demonstrated Expertise (DE) performing and deploying
quantitative analysis and econometric modeling of global asset
classes, using Bloomberg, FactSet, Morningstar, and MSCI BarraOne;
translating raw analytics data into investment thesis for sales
teams; and developing written and oral presentations to deliver
investment recommendations and investment risk diagnostics. DE measuring investment portfolio performance -- attribution,
risk budgeting, and factor investing -- for mutual funds, ETFs, and
Separately Managed Accounts, including designing infrastructure
solutions, automation, and data architecture to support the
delivery of investment data within investment advisor and broker
dealer distribution channels, using SQL, VBA, Python, and C++. DE performing portfolio optimization and asset allocation
analytics to align portfolio construction and recommendations with
the capital markets expectations and investment philosophy of
Investment Advisor and Broker/Dealer clients, and to support
recommendations to the investment committee and
wholesaler/relationship managers, using MPI Stylus and Morningstar
Direct. DE performing mathematical modeling and programming in MATLAB,
R, SPSS, Python, and SQL; and performing complex portfolio
construction analyses to support recommendations and provide data
visualizations in Tableau/D3.js for executive and technical and
non-technical audiences using MPI/Gurobi. [Expertise may be gained during graduate degree program.] For full job details and to apply, please visit
https://jobs.fidelity.com and search for job number: 2055127.
Keywords: Fidelity Investments, Providence , Director, Investment Analysis - 2055127, Finance , Smithfield, RI, Rhode Island