Portfolio Analyst - 2062445
Company: Fidelity Investments
Location: Merrimack, NH
Posted on: September 21, 2022
Job Description:
Performs financial analysis to continuously refine and improve
investment methodology using SQL. Analyzes shareholder and client
activity. Works to improve, iterate, and further automate existing
end user applications and develop new end user tools. Provides
investment support for one or more Fixed Income portfolio
management teams. Contributes to the implementation, launch,
on-going management, and improvement of investment strategies using
scalable methodologies. Drives continuous improvement of investment
processes through research and engagement. Primary Responsibilities: Owns the day-to-day portfolio management process -- building
model portfolios, performing comprehensive model analysis,
supervising the model release process, and resolving associated
issues -- from beginning to end. Creates trade orders and ensures that orders, trades, and
portfolios are in compliance with regulations. Monitors portfolio performance, positioning, and risk metrics to
ensure alignment with investment methodology and processes. Performs quantitative research projects in conjunction with
Portfolio Managers. Ensures portfolio targets for cash, duration, and currency
exposures are managed appropriately. Streamlines the investment process and reduces operational risk
through measurement and reporting. Ensures that a large number of portfolios are structured
appropriately relative to their benchmarks, strategies or risk
objectives. Conducts quantitative analyses of information involving
investment programs or financial data to help identify industry
trends. Uses mathematical models of financial or business conditions to
advise others on business or operational matters. Advises clients on aspects of capitalization, such as amounts,
sources, or timing. Education and Experience: Bachelors degree (or foreign education equivalent) in
Quantitative and Computational Finance, Mathematics, Applied
Mathematics, Financial Engineering, or a closely related field and
five (5) years of experience in the job offered or five (5) years
of experience performing fixed income portfolio analysis in a
financial services environment. Or, alternatively, Masters degree (or foreign education
equivalent) in Quantitative and Computational Finance, Mathematics,
Applied Mathematics, Financial Engineering, or a closely related
field and two (2) years of experience in the job offered or two (2)
years of experience performing fixed income portfolio analysis in a
financial services environment Skills and Knowledge: Candidate must also possess: Demonstrated Expertise (DE) building tools to aid portfolio
managers in managing month-end extensions and downgrading
securities and new issuances in benchmarks of intra-month and
month-end re-balancing and measuring factors -- interest rates,
issuer spread sensitivities, and option adjusted analytics -- using
Bloomberg PORT or Barclays Point, Python, VBA, SQL, MATLAB, and
index and benchmark construction mechanics. DE enhancing tools and managing smart-beta ETF index products --
basket creation/redemption processes and month-end and intra-month
rebalancing -- using Python, SQL, and VBA; and programing index
rules for sizing new floater issuance from a bond primary market,
using Python, VBA, and SQL. DE building mapping logics between mortgage index generics and
mortgage pools to improve portfolio analysis on mortgage backed
securities in a portfolio, using Bloomberg index rule, SQL, and
Python. DE building tools and logics to improve hit rate of day-to-day
trades, using bond liquidity, Python, VBA, and SQL. For full job details and to apply, please visit
https://jobs.fidelity.com/ and search for job number: 2062445.
Keywords: Fidelity Investments, Providence , Portfolio Analyst - 2062445, Finance , Merrimack, NH, Rhode Island