SAI Portfolio Analyst I - 2053525
Company: Fidelity Investments
Location: Boston, MA
Posted on: May 6, 2022
Job Description:
Implements quantitative portfolio management for retirement
managed accounts and non-discretionary model portfolios.
Contributes to all aspects of the investment process using
quantitative investment methodology. Works closely with portfolio
management, quantitative research, platform, and technology
teams. Primary Responsibilities: Owns the day-to-day portfolio management process --collaborates
with the Portfolio Managers to ensure views are implemented
appropriately, builds model portfolios, analyzes model
characteristics, and supervises the model release process. Develops and communicates performance, risk, positioning,
rebalance, liquidity, and fund selection efficacy analysis to
ensure alignment with investment theses. Performs quantitative investment analysis projects in
conjunction with Portfolio Managers and research teams aimed at
improving investment methodology and client outcomes. Provides architectural direction and guidance to technology
teams as part of the continuing evolution of model management
platforms and systematic processes. Leads the development of business requirements and performs
business acceptance testing of enhanced quantitative investment
capabilities. Enhances existing investment and operational processes
(portfolio reallocations and client on-boarding). Develops hypothetical portfolios and ad-hoc investment analysis
for prospective plan sponsors and financial advisors. Education and Experience: Bachelors degree (or foreign education equivalent) in Operations
Research, Quantitative Finance, Financial Engineering, Financial
Mathematics, Computational Finance, or a closely related field and
three (3) years of experience in the job offered or three (3) years
of experience performing systematic portfolio engineering,
quantitative application development, quantitative research, risk
management, and investment architecture within a multi-asset class
institutional investment management firm. Or, in the alternative, Masters degree (or foreign education
equivalent) in Operations Research, Quantitative Finance, Financial
Engineering, Financial Mathematics, Computational Finance, or a
closely related field and one (1) year of experience in the job
offered or one (1) year of experience performing systematic
portfolio engineering, quantitative application development,
quantitative research, risk management, and investment architecture
within a multi-asset class institutional investment management
firm. Skills and Knowledge: Candidate must also possess: Demonstrated Expertise (DE) analyzing portfolio performance,
risk exposures, and investment analytics and attribution for global
multi-asset class mutual and custom fund portfolios, using
investment tools and programming languages -- Bloomberg PORT, SQL,
Shell scripting, Git, Python, and R programming languages. DE researching multi-asset class mutual fund mean variance and
CVaR portfolios, using Python-based computation and optimization
ecosystem -- NumPy, pandas, SciPy, and Matplotlib; and analyzing
multi-factor regression alpha and factor exposure models for mutual
funds, using Python and R programming language. DE developing customized multi-asset class mutual fund
quantitative portfolio management and analytic applications with
advanced data visualizations on a UNIX operating system platform
and in Amazon Web Services Cloud, using SQL, Shell scripting,
JavaScript, Python (Flask), R, and Atlassian Bitbucket/Stash. DE performing investment management and portfolio analysis aimed
at evaluating security universes and investment strategies --
creating simulated and back-tested model portfolios, using Python
and SQL programming language, and presenting analytical
recommendations to portfolio managers and senior executive
management for institutional clients and financial
intermediaries. For full job details and to apply, please visit
https://jobs.fidelity.com/ and search for job number: 2053525.
Keywords: Fidelity Investments, Providence , SAI Portfolio Analyst I - 2053525, Finance , Boston, MA, Rhode Island
