This position involves leading the development of quantitative models that integrate various data-driven signals into research frameworks. The role requires advanced econometric and programming skills to analyze financial data and enhance predictive accuracy through machine learning methodologies. The candidate will work closely with research, technology, and trading teams to improve investment strategies and infrastructure. The focus is on optimizing portfolio construction while addressing risk and performance metrics.

• Bachelor’s degree in a related field and five years of experience as an AM Quantitative Analyst II or similar role.
• Alternatively, a Master’s degree in a related field and three years of experience as an AM Quantitative Analyst II or similar role.
• Demonstrated expertise in portfolio optimization techniques using Gurobi or Cplex.
• Experience in constructing and analyzing options-implied volatility surfaces.
• Proficiency in developing non-linear signal aggregation frameworks using ML models.

• Improve performance of stock selection models through idea generation and empirical analysis.
• Implement quantitatively based equity models and evaluate new risk models.
• Investigate large structured and alternative data sources to generate alpha.
• Develop signals based on equity option characteristics to capture market information.
• Lead exploratory research into new investment products leveraging proprietary models.
• Monitor and attribute portfolio risks and returns.
• Guide the integration of quantitative tools into trading systems.
• Advise on computational frameworks and cloud migration initiatives.
• Participate in the team’s research agenda from idea generation to implementation.
• Collaborate with teams to integrate quantitative methods into 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.