Vice President – Multi-Asset Systematic Strategies Analytics and Platform Team Lead

Fidelity Investments•Jersey City, NJ

43d•$140,000 - $285,000•Onsite

About The Position

We are seeking an experienced quantitative risk professional to lead an analytics team responsible for the development and daily operations of the portfolio risk platform supporting the Multi-Asset Systematic Strategies (MASS) portfolio management team within Fidelity’s Quantitative Research & Investing (QRI) division. The MASS product suite covers cross-asset systematic trend, systematic global macro, equity and credit market neutral, arbitrage, and equity option overlay strategies. The successful candidate will play an active role in both developing the framework for modeling and managing the risk of the MASS strategies in partnership with quant research in addition to coordinating the buildout of the enterprise risk platform with technology and operations. The platform is used for risk management of the individual MASS strategies and risk capital allocation of the multi-strategy fund that invests in systematic strategies across QRI. In addition, the team partners closely with the quantitative researchers in MASS to develop analytics needed to develop new investment products (e.g. transaction cost modeling, backtesting alpha signals), as well as providing investment risk commentary on individual strategies. The role sits within the Platform and Analytics Group (PAG) within QRI. PAG works alongside quantitative researchers across Asset Management to develop and maintain the infrastructure that supports risk modeling and portfolio construction. QRI is responsible for the management and development of quantitative investment strategies and solutions while providing high quality quantitative, data-driven support to Fidelity’s fundamental investment professionals, ensuring they have access to the most relevant data and advanced quantitative analysis.

Requirements

10+ years of experience in the investment industry, with a significant portion in a quantitative risk management, portfolio analytics, or financial engineering role.
At least 5 years of experience in a leadership or people management capacity, with a demonstrated ability to build and lead high-performing quantitative teams.
A Master’s or PhD in a quantitative discipline such as Financial Engineering, Computational Finance, Financial Mathematics, Statistics, Physics, or Computer Science is required.
Expert-level understanding of derivatives pricing and risk analytics across a wide range of asset classes (commodities, FX, equities, credit, rates).
Proven experience leading the development and implementation of quantitative risk models and platforms.
Strong strategic vision and the ability to translate business needs into robust technical solutions.
Proficiency in Python and SQL, with a deep understanding of their application in large-scale data management and analysis.
Extensive experience with industry-standard risk systems (e.g., RiskMetrics, Barra) and a strong grasp of their underlying methodologies.
Demonstrated ability to challenge and improve upon existing models and processes.

Nice To Haves

CFA or FRM designation is strongly preferred.

Responsibilities

Lead, mentor, and develop a team of quantitative risk specialists, fostering a culture of collaboration, innovation, and continuous improvement.
Set the strategic direction for the team, aligning priorities with the evolving needs of the MASS business and the broader QRI division.
Oversee the daily validation of risk analytics, ensuring the accuracy and integrity of key risk metrics such as VaR, stress tests, factor exposures, and performance attribution.
Manage the allocation of team resources to effectively support daily risk oversight, new strategy onboarding, and platform development projects.
Direct the design and enhancement of the risk platform, collaborating closely with technology partners to ensure scalability, robustness, and flexibility.
Drive the research and implementation of new risk methodologies and models to enhance the understanding and management of portfolio risks.
Oversee the onboarding of new and complex multi-asset strategies onto the risk platform, ensuring seamless integration and accurate risk representation.
Champion the development of innovative risk reports, dashboards, and analytical tools that provide actionable insights to portfolio and risk managers.
Serve as the primary point of contact between the team and senior stakeholders, including portfolio managers, risk managers, and technology leaders.
Effectively communicate complex quantitative concepts, model results, and risk analyses to both technical and non-technical audiences.
Partner with technology teams to define the roadmap for the risk platform's architecture, data infrastructure, and data quality frameworks.
Represent the quantitative risk function in cross-departmental meetings, regulatory inquiries, and internal audits.