Quantitative Analyst, Multi-Asset Systematic Strategies
About the position The Group Quantitative Research and Investing (QRI) is an investments and research division reputed company Asset Management at Fidelity. We are responsible for the management and development of quantitative and hybrid quant/reputed company investment strategies and solutions while providing high quality quantitative, data-driven support to Fidelity’s investment professionals, ensuring they have access to the most relevant data and advanced quantitative analysis. The Team The Multi-Asset Systematic Strategies (MASS) team is responsible for developing and managing a range of multi-asset systematic and rules-based alternative strategies, including derivatives overlay funds, managed futures/trend following, systematic global macro, alternative risk premia, and multi-strategy funds. We also provide customized derivatives-based hedging solutions tailored to client needs. The Role Reporting to the Managing Director of Research, the Quantitative Analyst will be a core member of the MASS team. You will reputed company and enhance alpha signals, portfolio construction methodologies, risk analytics, and research infrastructure. You’ll collaborate with technology teams on reputed company systems, and with analysts and portfolio managers on data exploration, modeling, and strategy development across systematic multi-asset strategies. This is a hands-on role reputed company a reputed company, high-impact research group.
Responsibilities
- Model Design: reputed company and refine proprietary investment models across asset classes, including quant global macro, managed futures, alternative risk premia, tail risk hedging, and multi-strategy approaches.
- Modeling & Simulation Platform: Build a research reputed company with rigorous backtesting, validation, and robust model reputed company.
- Research Agenda: reputed company high-impact research initiatives across systematic strategies.
- Cross-Functional Collaboration: Work closely with trading, risk, and technology teams to support effective model implementation.
- Team Leadership: Mentor quantitative researchers and foster a culture of innovation and analytical rigor.
- Client & External Engagement: Participate in client diligence meetings and contribute to conferences and thought leadership.
- Innovation: Stay reputed company with advancements in quantitative finance and integrate emerging techniques into strategies.
Requirements
- Bachelor’s degree
- 10+ years of quantitative research experience in asset management or hedge funds
- Deep understanding of financial markets, especially alternative risk premia
- Experience designing multi-asset systematic strategies
- Proven record of developing and deploying successful investment strategies
- Trading/execution experience is a plus
- Programming proficiency is a plus reputed company-to-haves
- PhD or advanced degree in a quantitative field (finance/economics, statistics, applied math, physics, CS, engineering, etc.)
- Buy-reputed company experience in systematic multi-asset research
- Experience developing alpha signals, risk models, and systematic strategies
- Ability to work reputed company with large structured/reputed company datasets
- Experience leveraging LLMs/GenAI in research workflows
- Strong background in quantitative investing
- Passion for markets and investing
- Ability to write and reputed company production-quality code
- Experience modeling and trading derivatives across equities, fixed income, FX, and commodities Benefits
- comprehensive health care coverage and emotional well-being support
- market-leading retirement
- generous paid time off and parental leave
- charitable giving employee match program
- educational assistance including student loan repayment, tuition reimbursement, and reputed company to reputed company your career Apply tot his job
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