Fidelity is seeking a Quantitative Analyst to join its Quantitative Research and Investments (QRI) division in Merrimack, New Hampshire. The analyst will work with a 25-person team embedded within Fidelity's Fixed Income division, focusing on Rates and Securitized Markets. The primary responsibilities include building and improving arbitrage-free interest rate models and enhancing valuation models for various securities. This role offers a unique opportunity to collaborate with high-caliber investment professionals in a leading fixed income investment management division.

• 3+ years of industry experience as a quantitative analyst in the Fixed Income domain
• Strong programming experience in Python or another quantitative modeling language
• Deep comfort with applied mathematics, statistics, and numerical methods
• Demonstrated expertise in technical and financial problem solving
• Experience with complex SQL programming and data modeling for large-scale market and analytics datasets
• Strong interpersonal and verbal communication skills

• Build, maintain, and improve arbitrage-free interest rate modeling infrastructure for investment teams
• Develop and enhance valuation models for inflation-linked securities and rate derivatives
• Design and implement relative value strategies for Rates products using various techniques
• Partner closely with Rates and Securitized traders to create and improve analytics
• Build robust interactive tools that expose outputs from valuation models to trading teams
• Collaborate with investment and technology professionals to improve research-to-trading workflows
• Explain complex quantitative concepts clearly to non-technical stakeholders
• Take initiative and demonstrate leadership in advancing the investment process

• Fidelity offers competitive compensation, annual bonuses, retirement contributions, comprehensive healthcare coverage, parental leave, tuition assistance, wellness programs, and extensive professional development opportunities.