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Associate Portfolio Engineer - 2011897

Company: Fidelity Investments
Location: Greenwood Village, CO
Posted on: September 18, 2020

Job Description:

Scales investment processes across qualified portfolios, using analytical and quantitative financial methods and techniques. Analyzes securities, stocks, bonds, Equitable Trading Funds (ETFs), mutual funds, and separately managed accounts to construct and manage asset allocation for clients and customers.

Primary Responsibilities:

Provides insight into financial process improvements for advanced trading strategies and liaises with technical teams for issue resolution.

Analyzes large data sets of portfolio holdings, identifies trading opportunities, configures optimization platform inputs for desired trades, and evaluates overall portfolio quality.

Monitors portfolio characteristics, understanding factor and risk model exposures, performs cross-sectional and time-series analysis to improve investment outcomes, and builds processes to facilitate ongoing oversight across data points.

Informs investment decisions by analyzing financial information to forecast business, industry, or economic conditions.

Interprets data on price, yield, stability, future investment-risk trends, economic influences, and other factors affecting investment programs.

Monitors developments in the fields of industrial technology, business, finance, and economic theory to provide the organization with relevant and useful information for financial planning.

Conducts quantitative analyses of information affecting investment programs of public or private institutions.

Education and Experience:

Masters degree (or foreign education equivalent) in Accounting, Economics, Finance, Financial Mathematics, Computational Finance and Risk Management, Mathematics, or a closely related field and one (1) year of experience in the job offered or one (1) years of experience performing quantitative analytics and risk evaluation of multi-asset class investment portfolios.

Skills and Knowledge:

Candidate must also possess:

Demonstrated Expertise (DE) developing Groovy-based code to reflect complex investment management logic; developing robust analytics and scripts to facilitate investment oversight for quality and accuracy of portfolios, using R, RShiny, and Python for test-driven processes with unit-testing and code review.

DE measuring, analyzing, and interpreting risk characteristics of client portfolios, using multi-factor Principal Component Analysis (PAC) and Factor Analysis approaches; identifying portfolio risk trade-off, market and liquidity risk impacts, tracking error, value-at-risk model (VaR), and expected shortfall (CVaR); and identifying interrelationships of asset classes across U.S. and international equity, fixed income, and alternative investments.

DE automating investment analysis, procedures, and active portfolio management processes, using R and Python for quantitative data and statistical analysis, model evaluation, and building business logics and reports; performing data access queries, using SQL (Microsoft SQL Server and Oracle SQL), Bloomberg, and VBA; performing version control using Gitbucket; and performing quantitative analytics and risk evaluation of multi-asset class investment portfolios comprised of mutual funds, ETFs, stocks, and bonds, using portfolio optimization, asset management theory, and financial data modeling and analysis.

DE designing, building, and managing portfolio management processes according to optimization techniques -- linear, nonlinear, and quadratic optimization techniques -- using computational applications (Northfield, Axioma, and Cplex); and performing back-testing and scenario analysis to ensure accuracy of developed models and optimization results.

For full job details and to apply, please visit https://jobs.fidelity.com/ and search for job number: 2011897.

Keywords: Fidelity Investments, Denver , Associate Portfolio Engineer - 2011897, Finance , Greenwood Village, CO, Colorado


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