Fidelity International

Quantitative Analyst

About Fidelity International

Fidelity International offers world class investment solutions and retirement expertise. We are a privately owned, independent company, with the commitment and resources to provide the investment expertise, technology and service innovation needed to help our clients achieve their financial goals.

Our people are passionate, engaged, smart and curious, and we give them the independence and the confidence to make a difference. While we take pride in the excellence of our investment solutions and client service, we know we can always do better. We are honest, respectful and make tough calls, challenging the status quo to achieve better outcomes through innovation. Above all else, we always put our clients first.

Our Values

All of our people must be able to demonstrate affinity with the Fidelity core values:

Innovation – Being willing to experiment and try new and better ways to serve our clients.

Integrity – Taking personal responsibility for always acting in the best interests of our clients.

Excellence – Striving to be the best while knowing we can always be better next time.

Our Behaviours

All of our people must be able to operate in accordance with our behaviours:

Commitment – We are committed to our clients and proud to work for Fidelity. We push through obstacles to make things happen; we make decisions quickly and thoughtfully. We are individually committed to building a culture of excellence.

Collaboration – We collaborate with colleagues, seek alternative views, invite different ideas and always challenge traditional thinking. This approach allows us to create a whole that is much greater than the sum of its parts.

Client Focus – We are expected to, and measured on, our ability to put our client first. We go the extra mile to understand their needs and strive to exceed their expectations. We listen carefully, we communicate clearly, and we’re quick to respond. We’re respectful of the trust placed in us to manage their money.

Department Description

Our Fixed Income, Multi Asset, Equity and Real Estate groups use quantitative techniques to identify investment opportunities. Their study will typically include long term asset return expectation setting, portfolio construction, tactical investment models, and economic forecasting models. We also use some elements of quant work in our sales and marketing effort.

Purpose of your role

The PhD Analyst will support Fidelity’s quant efforts by rotating throughout the organisation in areas requiring mathematical application to resolve quantitative problems. This unique exposure to our investment disciplines and is an ideal entry into the financial industry as you will, have the opportunity to work with both of the following business groups:

  • Fixed Income Quantitative Researchers work closely with Portfolio Management, Trading and Credit Research. The team is responsible for generating trade ideas, contract sensitivity generation, risk measurement and the development of portfolio construction tools. All members of the team regularly interact with other Fixed Income teams and Investment Management Systems support.
  • Solutions Design (Part of Multi-Asset Investing) is focused on delivering client outcomes over the longer term by finding the optimal long term solution for each client given their needs and constraints. Scientific expertise and extensive modelling underpins our proprietary methodology for scenario analysis, combined with a pragmatic approach to building solutions. We use solutions design in a number of different ways, including risk rated asset class mixes aligned to client needs, roll down methodologies and liability driven investment strategy design.

Key Responsibilities

  • Research into and development of relative value models to suggest trades for implementation of various portfolios.
  • Research into and development of models to measure risk and exposure to portfolios.
  • Research into and development of portfolio construction techniques.
  • Be aware of the current Anti-Money Laundering requirements as they affect the business.
  • To be familiar with and adhere to the requirements of Fidelity’s code of ethics.

Experience and Qualifications Required

  • Excellent numerical, analytical and problem solving skills as evidenced by an appropriate PhD e.g. Maths, Engineering, Physics, Statistics.
  • Familiarity with a variety of mathematical and statistical techniques.
  • An ability to think for oneself and develop ideas from generic premises.
  • Strong Excel skills with ideally some Access and VBA knowledge.
  • Self-motivated and able to work independently.
  • Strong inter-personal skills; effective communicator at all levels from Fund Accounting to Portfolio Manager to CIO.
  • Strong attention to detail with an ability to multi-task and prioritise workload accordingly.
  • A passion for investment and potential to take IMC or equivalent.

Desirable

  • Programming experience (preferably in Matlab).
  • Publications in academic journals.
  • Financial Experience.

Remember to mention TARGETjobs when contacting employers!

Top