Senior Manager, Data Analytics and Insights - 2027602

Company: Fidelity Investments
Location: Merrimack, NH
Posted on: June 11, 2021

Job Description:

Leads development efforts to expand and enhance technical infrastructure and reporting capabilities associated with multi-factor model risk forecasting, quantitative alpha research, big data analytics, and performance attribution. Provides analytic solutions and data management services to clients in quantitative research, portfolio management, and senior leadership roles across a financial services environment. Participates in all aspects of portfolio risk including model construction, factor definitions and calculations, and translating output statistics into meaningful information used within the portfolio management function.

Primary Responsibilities:

Delivers innovative data visualization and analytic tools capable of illustrating current and time series investment themes, portfolio exposures, and factors driving fund performance.

Responsible for the oversight, maintenance, quality assurance, and operational support of analytic and reporting environments.

Ensures timely and accurate investment intelligence is delivered for direct use within the portfolio management process.

Supports the portfolio risk analytics environment activities ranging from portfolio risk analysis to factor-based performance attribution.

Monitors all calculation/reporting production cycles, fielding requests for custom analyses, and participates in development efforts to expand risk capabilities.

Serves as a subject area leader on all aspects of portfolio risk and the broader data environment.

Participates in or leads multi-team projects of varying size from both a project management and technical implementation perspective.

Consults with internal and external business partners as part of the expansion and maintenance of the quantitative research data environment.

Performs business, systems, and data analysis, detailed process design, and thorough acceptance testing across projects that require new content.

Performs complex analytic calculations and produces additional reporting capabilities used by investment professionals.

Oversees production reporting cycles across the analytic environments.

Responds to ad-hoc data analysis requests and inquiries in support of projects performed by Quantitative Research Analysts.

Education and Experience:

Bachelors degree (or foreign education equivalent) in Computer Science, Engineering, Information Technology, Information Systems, Mathematics, Physics, or a closely related field and five (5) years of experience in the job offered or five (5) years of experience performing investment and portfolio risk data analytics.

Or, alternatively, Masters degree (or foreign education equivalent) in Computer Science, Engineering, Information Technology, Information Systems, Mathematics, Physics, or a closely related field and three (3) years of experience in the job offered or three (3) years of experience performing investment and portfolio risk data analytics.

Skills and Knowledge:

Candidate must also possess:

Demonstrated Expertise (DE) analyzing fixed income analytics and risk; building SQL and Python applications to compute portfolio active risk and tail loss; building Excel based optimizers for portfolio rebalancing and optimization, using Excel Macros or Python; and building duration-based hedging models to support liability driven investments for pension portfolios, using Excel Macros and Python.

DE managing tera bytes of risk modeling data using standardizing procedures in Netezza Database; building data quality frameworks for cash management and supporting fixed income trading and portfolio management, using Python and SQL; and designing allocation engines methodologies -- Weighted Asset Allocation or Round Robin -- for fixed income trading.

DE writing risk model methodologies and specification documents, interpreting business requirements, and creating analytical visualization solutions using Microsoft Office suite; and researching and applying solutions to improve existing risk models by computing tail risk and risk analytics using Netezza SQL.

DE performing ad-hoc data analyses and risk reporting using Tableau dashboards; and creating visualization solutions in Excel.

For full job details and to apply, please visit https://jobs.fidelity.com/ and search for job number: 2027602.

Keywords: Fidelity Investments, Nashua , Senior Manager, Data Analytics and Insights - 2027602, Finance , Merrimack, NH, New Hampshire