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Quantitative Risk Modeler

2 months ago

Jersey City, New Jersey, United States Fidelity TalentSource LLC Full time
Job Title: Lead Quantitative Risk Modeler

Fidelity Investments is seeking an experienced quantitative risk professional to own the development and enhancement of our risk analytics platform.

Key Responsibilities:
  • Design and implement risk analytics capabilities, including ex-ante risk, stress testing, attribution, and tail risk.
  • Collaborate with database engineers, software developers, and quantitative researchers to deploy new risk analytics into production.
  • Work with investment professionals to ensure that risk platform improvements satisfy end-user business requirements.
  • Deliver sophisticated projects with multiple stakeholders.
Requirements:
  • PhD or equivalent experience in Mathematics, Economics, Statistics, Quantitative Finance, or a similarly quantitative field.
  • 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 strongly desired.
  • Experience with data handling, statistical and econometric models, and programming skills in Python and database languages.
About Fidelity:

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, assist companies and non-profit organizations in delivering benefits to their employees, and provide institutions and independent advisors with investment and technology solutions.

We value honesty, integrity, and the safety of our associates and customers within a heavily regulated industry. Certain roles may require candidates to go through a preliminary credit check during the screening process.