Data analyst specialist driving data quality and availability for CEVA Logistics. Collaborating with internal teams and managing IT solution processes for operational excellence.
About the role
- Quantitative Analyst at Fidelity developing strategic asset allocation frameworks and performing quantitative research. Collaborating with teams to enhance portfolio construction and drive investment insights.
Responsibilities
- Develop, maintain and iterate upon strategic and tactical asset allocation frameworks across asset classes
- Monitor macroeconomic, market, and policy developments to inform allocation shifts
- Collaborate with investment client-facing teams to translate views into actionable portfolio guidance
- Evaluate adoption potential of emerging and extended asset classes in a multi-asset solutions
- Align with Distribution teams on focus strategies based on outcomes of asset allocation frameworks
- Drive end-to-end research projects from conception to delivery and prototype potential research ideas that could be expanded to content used across the FI organization
- Co-author high impact whitepapers, market commentaries, and timely client-facing insights on asset allocation trends
- Represent the team as a subject matter expert in various internal forums
- Own quantitative projects to enhance portfolio construction methodologies, including scenario analysis, stress testing, and optimization
- Partner with manager research and portfolio engineering teams to inform implementation of asset allocation strategy and properly identify and mitigate associated risk
- Champion new methodologies and analytics to enhance research quality and efficiency
- Lead initiative to streamline processes and improve scalability across teams
- Contribute to governance frameworks by ensuring models, assumptions and research processes meet high standards of rigor and transparency
- Inform and drive organizational alignment on key capabilities such as risk modeling and optimization
- Review analytical approaches and assumptions used in FI’s suite of offerings
- Work closely with product, distribution, and investment specialist teams to align asset allocation strategy with business goals
- Support internal education and enablement through training and content development
- Participate in client and due diligence meetings as needed to provide perspectives on markets and asset allocation
Requirements
- Bachelor’s degree in mathematics, engineering, computer science, finance, or another quantitative field required
- Master’s degree and/or CFA credential preferred (or progressing towards CFA charter)
- 7+ years of quantitative research and/or portfolio construction experience. Private markets experience a plus
- Demonstrated experience, interest, and skill in quantitative analysis and research
- Deep quantitative and coding skills with the ability to think analytically
- Working experience with any statistical software packages (e.g., Python, R, MATLAB), Excel, and SQL
- Experience with and knowledge of portfolio optimization methods and risk models
- Exposure to quantitative portfolio tools such as MSCI Barra, Axioma, FactSet
- Familiarity with large, complex data sets and data visualization tools
- Desire to learn and evaluate new technologies and approaches that could be applied to investment decision processes
- Strong interpersonal skills and a passion for working in a team environment
- Commercial mindset and experience in a cross functional role across the sales, investment, product and marketing organizations
- Strong communication/presentation skills and ability to translate complex quantitative analysis into meaningful and applicable investment solutions.
Benefits
- comprehensive health care coverage and emotional well-being support
- market-leading retirement
- generous paid time off and parental leave
- charitable giving employee match program
- educational assistance including student loan repayment, tuition reimbursement, and learning resources to develop your career
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