Senior Quantitative Analyst: Portfolio & Alpha Lead

Fidelity; Boston (MA); On-site; USD 165,000 - 200,000; Full time

Job summary

Fidelity’s Investment Management team seeks an AM Quantitative Analyst II in Boston. You will lead cross-regional quantitative models, integrating equity, factor, macro data, and ML methods to build robust alpha signals.

Responsibilities include back-testing, risk modeling, data exploration, and portfolio construction across multi-strategy workflows, with a strong emphasis on producing actionable insights for investment decisions.

Qualifications

• Bachelor’s degree in Accounting, Economics, Finance, Statistics, Mathematics, Financial Engineering, or closely related field; 5 years of AM Quantitative Analyst II experience.
• Master’s degree in Accounting, Economics, Finance, Statistics, Mathematics, Financial Engineering, or closely related field; 3 years of AM Quantitative Analyst II experience.

Responsibilities

• Improves performance of stock selection models through analysis and back-testing.
• Implements quantitatively based equity models and risk models.
• Investigates large structured and alternative data sources to generate alpha.
• Develops signals from options characteristics linking options market to equity market.
• Leads exploratory research into new investment products leveraging alpha and risk models.
• Monitors, measures, and attributes portfolio risks and returns.
• Guides integration of quantitative tools into trading systems for automated signal deployment.
• Evaluates and enhances cross-team research infrastructure.
• Advises on computational frameworks and cloud migration for large-scale processing.
• Participates in research agenda from idea to portfolio simulations and implementation.

Skills

Python

R

MATLAB

SQL

ML

Econometrics

Data Visualization

Portfolio optimization

Gurobi

TensorFlow

Keras

Linux

Education

Bachelor’s degree in related field

Master’s degree in related field

Tools

Gurobi

CPLEX

TensorFlow

Keras

Linux

Job description

Fidelity’s Investment Management team seeks an AM Quantitative Analyst II in Boston. You will lead cross-regional quantitative models, integrating equity, factor, macro data, and ML methods to build robust alpha signals.

Responsibilities include back-testing, risk modeling, data exploration, and portfolio construction across multi-strategy workflows, with a strong emphasis on producing actionable insights for investment decisions.