Job Description
Position Description
Note Fidelity will not provide immigration sponsorship for this position.
Oversees production data management model integrity and end-to-end technical support for portfolio management risk models and quantitative research platforms by building quantitative research platforms and tools. Ensures complete data quality coverage Service Level Agreement SLA documentation and proper team communication. Drives the buildout of new data quality frameworks and tools to streamline teamwork in support of Data Quality DQ coverage at scale. Draws on in-depth knowledge of advanced principles theories and concepts to create high quality quantitative research solutions for complex projects applications and products. Consults with development architects and business on internal service quality control standards policies and procedures.
Primary Responsibilities
Develops new processes performs calculations identifies anomalies and produces new reporting capabilities by analyzing large data sets.
Evaluates the value of new content and methods through proofs-of-concept.
Extends data platforms using existing data models and quantitative research processes.
Translates analytics into model construction factor definition and calculation.
Develops and incorporates non-traditional and unstructured data and data science applications to enhance research and investment process.
Performs validations and testing of models to ensure adequacy and reformulate models as necessary.
Presents mathematical modeling and data analysis results to management and other end users.
Formulates and applies mathematical modeling and other optimizing methods to develop and interpret information that assists with decision making.
Collects and analyzes data and develops decision support software service or products.
Develops and supplies optimal time cost or logistics networks for program evaluation review or implementation.
Advises senior management on technical strategy.
Participates in high-level cross-functional design teams.
Sets vision goals and direction of teamorganization.
Plans and leads organization-wide initiatives.
Provides leadership technical supervision and expertise to multiple teams in broad technical areas on complex organization-wide projects.
Researches and recommends new technologies.
Regularly provides guidance training and coaching to other team members for performance and career development.
Identifies and plans for future resource needs.
Education and Experience
Bachelors degree in Computer Science Engineering Information Technology Information Systems or a closely related field or foreign education equivalent and six 6 years of experience as a Director Portfolio Analytics or closely related occupation performing multi-asset class analytics in a financial services environment.
Or alternatively Masters degree in Computer Science Engineering Information Technology Information Systems or a closely related field or foreign education equivalent and four 4 years of experience as a Director Portfolio Analytics or closely related occupation performing multi-asset class analytics in a financial services environment.
Skills and Knowledge
Candidate must also possessDemonstrated Expertise DE" performing product management and impact analysis on trading and risk analytics in a complex multi-asset class environment open and closed architecture fund-of-funds structures debugging differences between economic and accounting views of holdings and assessing their influence on portfolio construction monitoring and measuring risk for mutual funds and writing specification documents interpreting business requirements and creating analytical visualization solutions using Microsoft Office suite Visual Basic VBA Tableau and Oracle SQL.
DE defining and maintaining operational workflows creating data quality assurance tools for validating holdings from various vendors Morningstar Bloomberg Index providers and accounting views and instrument data across multi-asset classes Equity Corporate Bonds Municipal Bonds Commodities Derivatives and Alternative strategies using Oracle SQL Snowflake Python Microsoft Excel and Visual Basic VBA and cleaning validating cross-checking tracking and documenting changes anomalies and inconsistencies in raw data for investment risk analysis.
DE analyzing BarraOne Multi-Asset Class MAC risk factor model construction factor definitions and calculations translating equity fixed income alternatives risk and stress analytics into meaningful insights used for portfolio maintenance integrating BarraOne risk models into existing infrastructure and expanding and enhancing analytic platforms and tools using Microsoft Excel Snowflake Tableau Oracle SQL Python and R and performing investment risk analysis portfolio performance and risk reporting using BarraOne Multi-Factor Model MAC risk and performance attribution.
DE measuring incremental effects of portfolio construction methodologies performing fund holdings and returns analysis using statistical methods and analytical tools - Analysis of Variance ANOVA and Analysis of Covariance ANCOVA writing risk model methodologies and specification documents interpreting business requirements and creating model performance monitoring reports in Confluence and Microsoft Office Suite integrating portfolio management workflows into vendor tools Factset and MSCI BarraOne using Microsoft Office Suite Tableau Oracle SQL Snowflake Python and R and researching and testing methods to improve existing models using regression techniques time series analysis and interest rate models and Monte Carlo simulations.
Salary 165000.00 to 194000.00Year.
PE1M2LI-DN
Fidelitys 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.
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CategoryData Analytics and Insights
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