Fidelity Investments
Quantitative Risk Modeler
Jersey City, NJ · Full-time
Sponsorship not specified$100k-$200kDetected 1 day ago
PythonSQLData EngineeringData ScienceStatisticsFinancial ModelingLoad TestingResearchCommunicationCollaborationRisk Modeling
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odds of building a lasting career here
54Sponsors, lottery-bound
Cap-exempt (no lottery)0
Sponsors this role80
Entry-level history0
PERM / green-card track0
Lottery odds (Level III)83
Fits your clock70
Sponsors, but it's cap-subject — you still face the weighted lottery (~45% per draw at Level III). Good if you win; have a cap-exempt backup on your list.
Lottery odds assume a STEM candidate.
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About the role
- Quantitative Research and Investments (QRI) is seeking an experienced quantitative risk professional to contribute to the development and enhancement of Fidelity Asset Management's risk analytics platform.
- The successful candidate will have two separate mandates.
- Particular focus will be given to optimizing run-time performance, scalability, and robustness of the core risk calculators on the platform.
Responsibilities
- PAG works alongside quantitative researchers in QRI, and across Asset Management, to develop and maintain the infrastructure that enables R&D for alpha generation, risk modeling and portfolio construction.
- Design the specifications and code for core risk capabilities of Fidelity's risk management platform including decompositions of ex-ante risk, stress testing, attribution, and tail risk.
- Collaborate with investment professionals across Fidelity Asset Management to ensure that risk platform enhancements satisfy end user business requirements.
- Deliver complex projects with multiple stakeholders.
- A demonstrated ability to partner with both quantitative and fundamental investors and technologists.
Requirements
- The successful evolution of the platform will require balancing long term strategic enhancements with tactical enhancements required by the business.
- Masters or equivalent experience in Mathematics, Economics, Statistics, Quantitative Finance, or a similarly quantitative field.
- 5+ years of experience within risk management, market risk analytics or quantitative research.
- Experience with data handling (ETL, data joining with SQL, cleaning, processing, summarizing, descriptive analysis), and building and back-testing statistical and econometric models.
Skills
- Work with database engineers, software and quantitative developers to deploy new risk analytics into Fidelity's production environment.
- Programming skills in Python and database languages.
Compensation
- The base salary range for this position is $100,000 - $200,000 per year.
Company info
- First is to develop the specifications and codebase needed to compute risk analytics not currently supported by the platform, and then collaborate with quantitative developers to deploy these analytics into production.
Visa & Work Authorization
- Note: Fidelity is not providing immigration sponsorship for this position.
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This listing is sourced directly from Fidelity Investments's careers page and normalized into a canonical job model.