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Fidelity Bank · 1 day ago

Quantitative Researcher

Boston, MA

Full-time

Hybrid

Senior Level

$150K/yr - $250K/yr

5+ years exp

Fidelity Bank is a leading financial services company, and they are seeking a Quantitative Researcher to join their Quantitative Research and Investing team. This role involves developing alpha signals and risk models, leveraging advanced tools and methodologies to enhance Fidelity's investment strategies across various asset classes.

BankingBitcoinCustomer ServiceFinancial ServicesInsuranceWealth Management

Responsibilities

Develop quant methodologies that leverage variety of data sources

Contribute innovative ideas and execute on them within our research process

Work closely with other team members to support ongoing research efforts

Develop trading strategies from idea generation, testing, all the way to production

Contribute to our quant research platform effort

Contribute to the broader training and development of an elite quantitative and data driven research and investment team

Help craft the overall research and development agenda

Qualification

Quantitative analysisAlpha signals developmentRisk modelsPython programmingSQL proficiencyData wranglingMachine learningNetwork graph technologiesCloud technologiesResearch skillsCollaborative skillsCommunication skills

Required

5+ years of relevant work experience in a quantitative asset management role

PhD in a quantitative field of finance/economics or in statistics, applied mathematics, physics, computer science, engineering, or a closely related field is required

Alternatively, a master's or equivalent advanced degree in aforementioned fields but with 8+ years of relevant work experience in a quantitative asset management role

Experience in developing alpha signals, risk models and investing strategies

Experience in wrangling with large structured and unstructured data in an efficient and scalable manner

Experience in leveraging LLMs/GenAI as part of day-to-day research & development and as building block for quant models

Strong background in quantitative investing

Passion for the market

Ability to write and deploy robust production-quality code is required

Experience in deploying network graph technologies and/or techniques in live investment strategies is required

Experience in equity, fixed Income, derivatives (multi-asset class experience) is required

Experience in delivering automated end-to-end workflows (from raw data to optimized portfolio)

Thorough understanding and ability to drive the quantitative process across its lifecycle from idea generation, development, testing and production

Ability to clearly communicate and explain complex topics, share ideas, initiate and bring to fruition collaborative efforts across investment divisions

Outstanding hands-on research skills including data exploration, model development and evaluation, training, validation, and deployment at scale

Collaborative, creative and team-oriented approach to research, investing and technology

Excellent programming skills with Python and SQL

Ability to work with large, unstructured datasets and modern (cloud-based) technologies e.g. Snowflake (SQL), S3, Docker etc