Quantitative Analyst, Systematic Asset Allocation Strategies

Fidelity Investments - Boston, MA 02108 APPLY TO THIS JOB
JOB DESCRIPTION

The Department

Strategic Advisers, LLC is a registered investment advisor and wholly owned subsidiary of FMR LLC that provides investment management services to clients through Fidelity’s retail and institutional distribution channels. For more than 25 years Strategic Advisers has specialized in the design, construction and management of asset allocation solutions, as well as the methodologies for many of Fidelity’s investment planning tools, to help investors reach their financial goals. With close to $350 billion in assets under management in a blend of Fidelity and third party investment vehicles, the Strategic Advisers team of investment professionals constructs and manages asset allocation portfolios for close to 1,200,000 customer accounts.

Quantitative Research

Strategic Advisers Quantitative Research team partners with the broader SAI investment teams to produce strong risk‐adjusted performance for the wide range of Multi Asset Class investment solutions for our managed accounts clients.

The Position

You will conduct research as a member of the systematic multi asset class investment team. You will contribute to the investment team’s successes with thorough analysis and investment recommendations that are based on quantitative analysis.

Your primary objectives will include expanding our existing investment methodologies across multiple account types and tax registrations (taxable, tax deferred and tax-free) to incorporate workplace managed accounts into our unified investment framework. A significant focus of your work will be on portfolio construction and optimization to deliver optimal asset allocation and asset location for workplace managed accounts.

You should enjoy working within a team environment and are expected to offer strong communication, programming, and analytical skills. You should be able to translate portfolio management requirements into quantitative projects and present the results in an investment oriented and intuitive way.

Given SAI’s rapidly growing business, this role will evolve dynamically and requires an ambitious spirit. You will work at Fidelity’s headquarters in Boston, Massachusetts and will report to the team lead.

Responsibilities

Work within the systematic multi asset class investment team to improve risk-adjusted performance and to help our clients to achieve their investment goals:

Collaborate with the broader investment team to enhance our unified investment framework for workplace managed account clients
Enhance funds level alpha models that will impact the portfolio positioning under different market environments.
Evaluate asset/factor allocation and rebalancing strategies under different market and economic conditions
Collaborate with the broader research and investment groups.
Be able to clearly communicate and rationalize specific recommendations

Skills/Knowledge

Very solid programming and database skills, e.g., R, Python, Matlab, SQL
Strong communication and presentation skills, in particular in regards to translating complex quantitative analysis into meaningful and applicable investment solutions
Deep knowledge of portfolio construction, optimization, and factor allocation across asset classes
Knowledge of capital markets dynamics
Experienced in the use of financial tools like Bloomberg, FactSet, or other portfolio analysis and asset allocation tools

Qualifications

3-5 years of experience in quantitative investment research and portfolio construction particularly for multi asset class investment processes
PhD/MS in a related field (Finance, Engineering, Mathematics, etc.)
CFA preferred

Values

The following values are considered to be fundamental to the way in which our company operates:

Teamwork
Intellectual curiosity
Accountability
Enthusiasm

Fidelity Investments is an equal opportunity employer.

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 the 10,000 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 www.fidelity.com.

Job: Research

Primary Location: US-MA-Boston

Schedule: Full-time

Job Level: Individual Contributor

Education Level: Master's Degree (±18 years)

Job Type: Standard
:

Overtime Status: Exempt

Travel: No

Boston, Massachusetts
Boston, MA



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COMPANY NAME
Fidelity Investments

PRIMARY LOCATION
Boston, Massachusetts 02108

DATE POSTED
1/11/2019 7:58:21 AM

JOB CODE
1900223

CAREER AREA
Research

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