Senior Fixed Income Quantitative Analyst, Risk Models & Market Research
Fidelity Investments is a privately held, Boston-headquartered financial services company providing investing, trading, retirement, wealth management, brokerage, workplace benefits, custody and clearing, and digital-asset services.
About Fidelity Investments
Fidelity serves individual investors, employers, wealth-management firms, institutions, innovators, and charitable donors through diversified financial-services businesses. Current offerings include brokerage and trading, mutual funds and exchange-traded products, retirement and workplace savings, financial planning and advice, wealth management, institutional custody and clearing, and crypto/digital-asset products.
Skills
Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will lead research, development and implementation of quantitative risk and market models for Fixed Income investing. You will build scenario-analysis and stress-testing frameworks, establish diagnostics and monitoring, partner with investment and technology teams to deliver production analytics, contribute to macro research, and mentor other researchers.
Requirements
- 7+ years in fixed income quantitative research or risk modeling
- Strong communication and collaboration skills
- Deep quantitative modeling expertise including statistical methods, factor risk models, scenario analysis, stress testing
- Strong coding skills with experience delivering analytical libraries and production capabilities
- Preferred: advanced degree in finance, science, engineering or mathematics (PhD preferred)
- Preferred: experience building fixed income risk systems
Responsibilities
- Lead development and enhancement of risk models for Fixed Income portfolios
- Develop scenario-analysis and stress-testing frameworks using linear factor models and Monte Carlo simulations
- Establish model diagnostics, backtesting, documentation and monitoring
- Partner with investment and technology professionals to deliver production analytics
- Communicate quantitative results and risk insights to portfolio managers, traders and senior leaders
- Provide technical leadership and mentor researchers
- Contribute to quantitative macro research