Job Description:
Position Description:
Designs applications and subsystems on multiple platforms using Python, Perl, and Forecasting, Analysis, and Modeling Environment (FAME). Investigates large structured and novel financial data sources to generate new attribution models. Develops core analytical capabilities or model libraries and performs advanced statistical analysis. Proposes bug fixes and enhancements for existing core Attribution calculation engines. Uses Perl, Python, HTML, and JavaScript to build webpage tools and reports for client to use and manage attribution models and generate expected reports.
Primary Responsibilities:
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Develops and maintains programing libraries, creates numerical library components, performance tunes of these libraries, and consults on high-performance computing initiatives, optimization, and strategy.
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Develops, implements, and maintains quantitative models.
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Collaborates with analysts on the research side, and software engineers on the technology side.
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Develops new models and products that will provide an advantage to the organization in the marketplace.
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Detects scope changes and calls out issues.
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Analyzes information to determine, recommend, and plan computer software specifications on major projects.
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Proposes modifications and improvements based on user needs.
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Develops software system tests and validation procedures, programs, and documentation.
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Develops and implements a set of techniques or analytics applications to transform raw data into meaningful information.
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Uses data-oriented programming languages and visualization software.
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Applies data mining, data models, natural language processes, and machine learning to extract and analyze information from large structured and unstructured datasets.
Education and Experience:
Bachelor’s degree (or foreign education equivalent) in Mathematics, Financial Mathematics, Statistics, Computer Science, Engineering, or a closely related field and three (3) years of experience as a Senior Quantitative Developer (or closely related occupation) developing performance, attribution, characteristics, and risk measurement applications using Perl, Python, and FAME in a financial services environment.
Or, alternatively, Master’s degree (or foreign education equivalent) in Mathematics, Financial Mathematics, Statistics, Computer Science, Engineering, or a closely related field and one (1) year of experience as a Senior Quantitative Developer (or closely related occupation) developing performance, attribution, characteristics, and risk measurement applications using Perl, Python, and FAME in a financial services environment.
Skills and Knowledge:
Candidate must also possess:
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Demonstrated Expertise (“DE”) developing, modeling, researching, and building attribution calculation models (Brinson Hood Beehover, Brinson Fachler, and Multi Asset Class) and engines using Python and FAME; and programing complex datasets using Perl, Python, and FAME.
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DE developing and maintaining programming libraries by creating attribution calculation library components and tuning the performance using Python’s Panel Data Series and FAME.
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DE building webpage tools to run, coordinate, and generate configurations, attribution models, and analysis reports using Perl, Python, HTML, and JavaScript; and developing end-to-end application systems -- building front end graphical for user’s backend business and math logic interactions-- to generate core logic usage of Python, Perl, FAME, SQL, and HTML.
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DE coordinating 1 M+ rows performance data sets in data storage using Python, Perl, FAME APIs, or SQL query; and developing investment analysis prototypes and models in support of performance investment products to compare applicable benchmarks, using Perl, Python, and FAME.
#PE1M2
Certifications:
Category:Information Technology
Fidelity’s hybrid working model blends the best of both onsite and offsite work experiences. Working onsite is important for our business strategy and our culture. We also value the benefits that working offsite offers associates. Most hybrid roles require associates to work onsite every other week (all business days, M-F) in a Fidelity office.
Top Skills
What We Do
At Fidelity, our goal is to make financial expertise broadly accessible and effective in helping people live the lives they want. We do this by focusing on a diverse set of customers: - from 23 million people investing their life savings, to 20,000 businesses managing their employee benefits to 10,000 advisors needing innovative technology to invest their clients’ money. We offer investment management, retirement planning, portfolio guidance, brokerage, and many other financial products.
Privately held for nearly 70 years, we’ve always believed by providing investors with access to the information and expertise, we can help them achieve better results. That’s been our approach- innovative yet personal, compassionate yet responsible, grounded by a tireless work ethic—it is the heart of the Fidelity way.
