Quantitative Investment Analyst

Fidelity•Boston, MA

2d•Onsite

About The Position

The Quantitative Research & Investments (QRI) group is an investments and research division within Asset Management at Fidelity. We are responsible for the management and development of quantitative and hybrid quant/fundamental investment strategies and solutions while providing high quality quantitative, data-driven support to Fidelity’s investment professionals, ensuring they have access to the most relevant data and advanced quantitative analysis. Fidelity Asset Management Solutions (FAMS) is a leading provider of multi-asset class solutions for retail and institutional clients. The Multi-Asset Class (MAC) Quantitative Research Team within QRI provides research and analysis to FAMS portfolio managers and other investment professionals in support of our broad range of investment solutions. This research is vital in helping portfolio managers to select the most suitable investment options and manage asset class and risk exposures across all investment solutions we deliver. Members of the team either work directly within a specific investment team as an embedded analyst or support all investment teams as a central analyst. Fidelity is seeking a seasoned quantitative investment analyst to join the Multi-Asset Class (MAC) team, supporting our target date strategies. As a key contributor, you will develop and communicate market views, produce thematic research and thought leadership, and design and evaluate innovative investment strategies focused on alpha generation. You’ll enhance quantitative frameworks for both strategic and tactical asset allocation, and refine tools for outcome-driven portfolio construction and risk management. Your work will directly impact the management of Fidelity’s mutual funds and client accounts, while also supporting the development of new products tailored to evolving client needs.

Requirements

Deep understanding of market dynamics, quantitative strategies, portfolio construction, and risk management
Advanced degree in finance, math, engineering, science, or business
7+ years in multi-asset quantitative research
3+ years generating alpha in discretionary investment processes
Programming and data management experience; proficiency in agentic harnesses using Python or R
Strategic thinker with a bias for timely execution
Professional presence with strong communication across all levels
Independent idea generator with a collaborative working style
Passionate about markets and investing
High integrity, humility, and team orientation
Committed to investment principles and repeatable processes
Client-focused mindset

Nice To Haves

Proprietary alpha signals and factor models
Systematic cross-asset investment strategies
Discretionary macro research
Target date glidepath design
Retirement solutions to address longevity risk
Downside protection and robust diversification
Liability-driven investment solutions

Responsibilities

Develop and communicate market views
Produce thematic research and thought leadership
Design and evaluate innovative investment strategies focused on alpha generation
Enhance quantitative frameworks for both strategic and tactical asset allocation
Refine tools for outcome-driven portfolio construction and risk management
Develop and communicate global macro views based on both independent and collaborative research
Conduct research in tactical asset allocation, while also supporting strategic asset allocation, portfolio construction, and manager research
Build quantitative tools and infrastructure to support discretionary and systematic investment processes
Collaborate with investment, client-facing, data and technology teams
Translate complex quantitative ideas for non-technical audiences
Share insights through stakeholder presentations and published research