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, Loveland , Associate Portfolio Engineer - 2011897, Finance , Greenwood Village, CO, Colorado
