PeabodyRecruiter Since 2001
the smart solution for Peabody jobs

Senior Quant Developer - 1702675

Company: Fidelity Investments
Location: Boston, MA
Posted on: March 24, 2017

Job Description:

Duties: Develops and supports research, portfolio construction, and

investment operation applications. Supports quantitative asset allocation

research and risk management capabilities.

Primary Responsibilities:

• Develops quant and risk solutions, using R, Java, and SQL.

• Partners closely with quant research analysts to support the

implementation of solutions.

• Supports validation and backs testing of financial models.

• Collaborates with quantitative research team, portfolio managers,

technology teams, and senior management.

• Participates in the design and documentation of technology

architecture.

• Analyzes and supports quantitative asset allocation research, risk

management capabilities, and idea conceptualization for enterprising

efforts throughout the project lifecycle.

• Maintains and develops code base to support optimization, back

testing, and parallel computation of investment products.

• Performs automation regression testing.

Requirements: Master’s degree (or foreign education equivalent) in

Computer Science, Engineering, Information Technology, Information Systems,

Mathematics, Physics, or a closely related field and two (2) years of

experience in the job offered or two (2) years of experience validating

quantitative models for asset management. Candidate must also possess:

Demonstrated Expertise (“DE”) testing mathematical assumptions of

investment models, using Monte Carlo simulation to analyze equity portfolio

positions, and drafting final validation reports; DE performing CCAR stress

tests of FX models, including profit attribution analysis and stress

scenario sensitivity testing; and developing risk factor models, analytics,

and databases using VBA, R, and kdb+; DE implementing Libor market models

with stochastic volatility for fixed income asset classes using C++;

simulating the forward Libor rate using Monte Carlo methods; and

propagating the stochastic process using CIR models, including performing

Principle Discipline Analysis (PCA) to reduce the computational dimension;

DE developing derivative pricing systems -- models and algorithms -- using

C++ and Python; unifying the memory management method; designing the public

interface and bind to Excel; and managing the code repository in SVN.

To apply, visit http://jobs.fidelity.com and search for Job Number 1702675.

Keywords: Fidelity Investments, Peabody , Senior Quant Developer - 1702675, Finance , Boston, MA, Massachusetts


Didn't find what you're looking for? Search again!

I'm looking for
in category
within


Log In or Create An Account

Get the latest Massachusetts jobs by following @recnetMA on Twitter!

Peabody RSS job feeds