Fidelity Investments

Position Title/Short Description

Full Text of JOE Listing:

The Portfolio Analyst will develop quantitative techniques, models, and tools to support and enhance the investment process used to manage Fidelity’s mutual funds and client accounts, particularly those focused on liability-driven investing.

Responsibilities
• Monitor, measure, and attribute portfolio risks and returns
• Design custom benchmarks to satisfy client objectives
• Create model portfolios to aid investment implementation and team communication
• Harmonize the composition of portfolios having similar client mandates
• Build tools and generate reports needed to help optimize portfolio structure
• Present technical concepts and results in a way that is easy to understand
• Make investment recommendations and clearly explain the underlying rationale

Qualifications
• Deep understanding of applied mathematics and statistics is required. Specifically, proficiency in stochastic processes, linear algebra, optimization theory, numerical methods, and statistical analysis is needed
• Knowledge of fixed income securities and valuation, as well as work experience within the fixed income domain, is required
• Demonstrated experience and expertise in problem solving is required. A good working knowledge of Matlab, Excel/VBA, and relational databases is a strong plus
• Very strong interpersonal skills and a desire to work in a team environment are critical