Quantitative Analyst, Multi-Asset Systematic Strategies

Fidelity • Boston, MA

3d • Onsite

About The Position

The Group Quantitative Research and Investing (QRI) is an investments and research division within Asset Management at Fidelity. QRI is responsible for managing and developing quantitative and hybrid quant/fundamental investment strategies and solutions while also providing high quality quantitative, data-driven research to Fidelity’s investment professionals, ensuring they have access to the most relevant data and advanced quantitative analysis. The Multi-Asset Systematic Strategies (MASS) team is responsible for developing and managing a range of multi-asset systematic and rules-based alternative strategies, including derivatives overlay funds, managed futures/trend following, systematic global macro, alternative risk premia, and multi-strategy funds. We also provide customized derivatives-based hedging solutions tailored to client needs.

Requirements

• Bachelor’s degree
• 10+ years of quantitative research experience in asset management or hedge funds
• Deep understanding of financial markets, especially alternative risk premia
• Experience designing multi-asset systematic strategies
• Proven record of developing and deploying successful investment strategies

Nice To Haves

• Trading/execution experience is a plus
• Programming proficiency is a plus
• PhD or advanced degree in a quantitative field (finance/economics, statistics, applied math, physics, CS, engineering, etc.)
• Buy-side experience in systematic multi-asset research
• Experience developing alpha signals, risk models, and systematic strategies
• Ability to work efficiently with large structured/unstructured datasets
• Experience leveraging LLMs/GenAI in research workflows
• Strong background in quantitative investing
• Passion for markets and investing
• Ability to write and deploy production-quality code
• Experience modeling and trading derivatives across equities, fixed income, FX, and commodities

Responsibilities

• Develop and refine proprietary investment models across asset classes, including quant global macro, managed futures, alternative risk premia, tail risk hedging, and multi-strategy approaches.
• Build a research framework with rigorous backtesting, validation, and robust model integrity.
• Lead high-impact research initiatives across systematic strategies.
• Work closely with trading, risk, and technology teams to support effective model implementation.
• Mentor quantitative researchers and foster a culture of innovation and analytical rigor.
• Participate in client diligence meetings and contribute to conferences and thought leadership.
• Stay current with advancements in quantitative finance and integrate emerging techniques into strategies.

Benefits

• Comprehensive health care coverage
• Emotional well-being support
• Market-leading retirement
• Generous paid time off
• Parental leave
• Charitable giving employee match program
• Educational assistance including student loan repayment, tuition reimbursement, and learning resources to develop your career

What This Job Offers

• Job Type: Full-time
• Career Level: Senior