Senior Manager, Quant Data Analytics and Insights
- Location
- San Francisco, CA
- Employment
- Full Time
- Work model
- On-Site
- Level
- Senior
- Posted
Skills
About this role
Fidelity will not provide immigration sponsorship for this position.
Job Description
Position Description : Designs and maintains Python-based data abstraction and analytical tools to streamline and standardize quantitative processes. Responds to ad-hoc data analysis requests in support of projects performed by quant analysts. Contributes to the continued development and incorporation of non-traditional and unstructured data, as well as data science applications, to enhance the research and investment process. Programs in Python or R with the ability to develop customized quantitative tools. Works with FactSet and Bloomberg. Back-tests Quant Platform capabilities. Runs Cloud technologies. Supports production data management and model integrity, and provides end-to-end technical support for portfolio management, risk models, and quant research platforms. Develops quantitative techniques to inform securities investing, equities investing, pricing, or valuation of financial instruments. Develops mathematical or statistical models for risk management, asset optimization, pricing, or relative value analysis.
Primary Responsibilities
Conducts investment risk forecasting and portfolio construction, including model construction, factor definitions, factor calculations, and translates output statistics into meaningful information. Develops and operates data platforms to deliver production-grade data curation to be utilized in quantitative models, portfolio construction, and trading. Supports production reporting cycles across analytic environments. Ensures input data integrity, availability, and completeness; verifies successful process execution, accurate statistical output, and proper report generation. Produces new reporting capabilities. Works with quantitative analytics (fund and index performance measurement) and Security Reference data across asset classes and derivative instruments. Computes core statistical measures. Provides analytic solutions and reporting frameworks to business partners and senior leadership. Expands and improves technical and data infrastructure, research platforms, diagnostic tools, and reporting for multi-factor model risk forecasting, quantitative alpha models, big data analytics, and performance attribution. Education and Experience : Bachelor’s degree in Computer Science, Engineering, Information Technology, Information Systems, or a closely related field (or foreign education equivalent) and five (5) years of experience as a Senior Manager, Quant Data Analytics and Insights (or closely related occupation) performing analysis to evaluate portfolio investments against client guidelines and firm compliance controls, using Python, SQL, and R. Or, alternatively, Master’s degree in Computer Science, Engineering, Information Technology, Information Systems, or a closely related field (or foreign education equivalent) and three (3) years of experience as a Senior Manager, Quant Data Analytics and Insights (or closely related occupation) performing analysis to evaluate portfolio investments against client guidelines and firm compliance controls, using Python, SQL, and R. Skills and Knowledge : Candidate must also possess: · Demonstrated Expertise supporting large quantitative platforms as a product owner using Stash; facilitating stand ups, sprint planning, retrospectives, and backlog grooming, using Jira; and writing risk model methodologies and specification documents, interpreting business requirements, and creating analytical visualization solutions, using Confluence and Visio. · Demonstrated Expertise analyzing security analytics across asset classes, including equities, options, swaps, commodities, and fixed income (including swaps and security types in fixed income including treasuries, corporates, Municipal bonds, and securitized products) using BarraOne or FactSet; covering funds across active, systematic, open and closed