Quantitative Equity Research Analyst

Soteria Reinsurance Ltd.; Greater London; Sur place; GBP 120 000 - 180 000; Plein temps

Résumé du poste

Fidelity Investments in London is seeking a Quantitative Equity Research Analyst to join the Equity Quantitative team within the QRI division. The analyst will partner with fundamental portfolio managers to deliver quantitative analytics for alpha generation, risk management, and portfolio construction.

You will develop multi-factor models, evaluate large structured datasets, and apply ML techniques to extract insights and inform investment decisions, while communicating findings to portfolio

Qualifications

• 7+ years of experience in quantitative equity research.
• Experience building multi-factor models for alpha generation.
• Deep knowledge of equity risk models and portfolio analytics.
• Strong presentation and communication skills.

Responsabilités

• Develop and test quantitative factors and models for equity strategies.
• Analyze large structured datasets to identify sources of alpha.
• Provide recommendations on risk exposures and portfolio construction.
• Support product development and client communications with research insights.
• Publish and distribute research within Fidelity.

Connaissances

Quantitative research

Multi-factor models

Linear & nonlinear modelling

Portfolio construction

Python/R/SQL

Equity risk models

Data analysis

Formation

Master’s degree in quantitative finance or related field

Outils

FactSet

Bloomberg

Barra

Description du poste

Job Description: Note: Fidelity will not provide immigration sponsorship for this position.

The Role Fidelity Investments is looking for a Quantitative Equity Research Analyst to join the Equity Quantitative team – a part of the Quantitative Research & Investments (QRI) division. In this role, the analyst will partner with fundamental Equity portfolio managers to provide quantitative analytics for alpha generation, risk management, and portfolio construction. The analyst will conduct research on new alpha sources to enhance existing models, deliver actionable advice on fund positioning and risk drivers, and assist with portfolio construction using optimizations and other systematic approaches.

The Value You Deliver

• Building quantitative factors and models through idea generation and empirical analysis to enhance the investment process of fundamental portfolio managers
• Evaluating large structured and alternative datasets to deliver differentiated sources of alpha
• Providing customized and proactive recommendations to portfolio managers by analyzing portfolio risk exposures, investigating portfolio construction and optimization techniques, and conducting performance attribution
• Assisting portfolio managers with new product development, fund pitches, and client communications
• Actively contributing to the team’s research agenda and taking responsibility for research projects, as well as publishing and distributing research internally

The Expertise and Skills You Bring

• 7+ years of experience in quantitative equity research
• Relevant experience building multi-factor quantitative models employing both linear and non-linear (e.g., machine learning based or GenAI) algorithms
• Deep understanding of equity risk models, including model construction, factor and covariance definitions, factor calculations, and translating output statistics into meaningful information for fundamental investors
• Proven expertise with portfolio construction and optimization techniques
• Working knowledge of applying large language models to extract insights from unstructured data
• Proficiency with programming languages and statistical software (e.g., Python, R, SQL)
• Deep knowledge of various financial and economic databases, such as Compustat, Worldscope, IBES etc.
• Experience with financial packages and portfolio optimization tools (e.g., FactSet, Bloomberg, Barra)
• Master’s degree in quantitative finance, financial mathematics, business administration, computer science, engineering, or the physical sciences
• Ability to think independently with good economic intuition as well as strong presentation and communication skills

The Group QRI is an investments and research division within Asset Management at Fidelity. QRI is responsible for managing and developing quantitative and hybrid quant/fundamental investment strategies and solutions while also providing high quality quantitative, data-driven research to Fidelity’s investment professionals, ensuring they have access to the most relevant data and advanced quantitative analysis.

Certifications: Category: Investment Professionals At Fidelity, we are passionate about making our financial expertise broadly accessible and effective in helping people live the lives they want! We are a privately held company that places a high degree of value in creating and nurturing a work environment that attracts the best talent and reflects our commitment to our associates. We are proud of our diverse and inclusive workplace where we respect and value our associates for their unique perspectives and experiences. For information about working at Fidelity, visit FidelityCareers.com. Fidelity Investments is an equal opportunity employer. Fidelity will reasonably accommodate applicants with disabilities who need adjustments to participate in the application or interview process. To initiate a request for an accommodation please contact the following: For roles based in the US: Contact the HR Leave of Absence/Accommodation Team by sending an email to [e-mail], or by calling 800-835-5099, prompt 2, option 2 For roles based in Ireland: Contact [e-mail] For roles based in Germany: Contact [e-mail] Fidelity Privacy Policy