Senior Quantitative Equity Research Analyst

Fidelity Investments; Greater London; On-site; GBP 120,000 - 180,000; Full time

Job summary

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

Research new alpha sources, advise on fund positioning, and assist with systematic portfolio optimization. The role requires strong experience in multi-factor modeling, equity risk, ML techniques, and programming in Python/R/SQL.

Qualifications

• 7+ years of experience in quantitative equity research.
• Experience building multi-factor quantitative models using linear or ML approaches.
• Deep understanding of equity risk models, factor and covariance concepts.
• Proven expertise in portfolio construction and optimization techniques.
• Experience applying large language models to extract insights from unstructured data.
• Proficiency in Python, R and SQL; strong data handling skills.
• Familiarity with major financial databases and analytics tools.

Responsibilities

• Build quantitative factors and models to enhance alpha generation and risk management.
• Evaluate large structured datasets to deliver differentiated sources of alpha.
• Provide recommendations on portfolio positioning, risk drivers, and optimization techniques.
• Assist with new product development, fund pitches and client communications.
• Contribute to the research agenda and publish findings internally.

Skills

Quantitative equity research

Multi-factor models

Linear & nonlinear models

Portfolio construction

Python/R/SQL

LLMs for data

Economic intuition

Education

Master's degree in quantitative fields

Tools

Compustat

Worldscope

IBES

FactSet

Bloomberg

Barra

Job description

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

Research new alpha sources, advise on fund positioning, and assist with systematic portfolio optimization. The role requires strong experience in multi-factor modeling, equity risk, ML techniques, and programming in Python/R/SQL.