This position involves designing and developing investment risk analytics platforms to support quantitative risk analytics and data-driven risk modeling, particularly for alternative investment products. The role requires collaboration with risk and portfolio managers to deliver effective risk solutions. The focus is on developing quantitative analytics using Python and SQL, as well as enhancing risk reporting processes. The candidate will also analyze and prepare large-scale investment datasets to support risk oversight.

• Bachelor's degree in a related field and five years of experience as a Principal Quantitative Developer, or a Master's degree and three years of experience in the same role.
• Demonstrated expertise in validating and back testing portfolio and derivatives risk models using Python, R, and SQL.
• Experience in designing standardized and ad hoc risk reporting and building interactive dashboards using Python and Power BI.
• Proficiency in extracting, cleansing, and transforming large-scale financial data using SQL, Snowflake, and Python.
• Ability to design and implement automated workflows and batch processing for portfolio risk analytics.

• Partner with risk and portfolio managers to deliver quantitative, data-driven investment and portfolio risk solutions.
• Produce quantitative risk reporting and analytics to monitor market, credit, liquidity, and derivatives risks.
• Apply quantitative analysis to evaluate portfolio risk characteristics and profit and loss drivers.
• Develop and maintain models, processes, and workflows for enterprise risk generation and validation.
• Ensure the accuracy and reliability of portfolio data used in investment risk analytics and reporting.

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