Quantitative Risk Modeler NJ: Innovate Risk Analytics for Fidelity
6 days ago
We are seeking an experienced quantitative risk professional to own the development and enhancement of Fidelity Asset Management's risk analytics platform.
This platform supports ex-ante risk, VaR, attribution, stress testing, and scenario analysis across all asset classes, used by investment professionals for risk management, portfolio construction, and alpha research.
Key Responsibilities- Design specifications and code for core risk capabilities including decompositions of ex-ante risk, stress testing, attribution, and tail risk
- Collaborate with database engineers, software developers, and quantitative developers to deploy new risk analytics into production
- Work with investment professionals to ensure that risk platform improvements satisfy end-user business requirements
You will have a PhD or equivalent experience in Mathematics, Economics, Statistics, Quantitative Finance, or a similarly quantitative field, along with 10+ years of experience within risk management, market risk analytics, or quantitative research.
Prior work experience in financial modeling, data science, and model deployment to production environments is highly desired.
Requirements- Programming skills in Python and database languages
- Experience with Python-based GPU-accelerated high-performance computing libraries such as JAX, TensorFlow, or PyTorch
- Effective communication with both internal and external partners
Fidelity Investments is a privately held company with a mission to strengthen the financial well-being of our clients. We help people invest and plan for their future, assisting companies and non-profit organizations in delivering benefits to their employees, and providing institutions and independent advisors with investment and technology solutions.
We offer a range of opportunities for learning, empowering you to thrive at work and at home. Our hybrid working model blends the best of onsite and offsite work experiences, valuing honesty, integrity, and the safety of our associates and customers within a heavily regulated industry.
The estimated salary for this position is $170,000 per year.
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