Quantitative Analyst

About Your Team

Fidelity Systematic Investing (FSI) brings together our systematic capabilities across Quant, Equity, Fixed Income and Multi-Asset to deliver solutions to clients. Building a common infrastructure and operating platform to respond to the changing industry landscape and evolving client needs while leveraging Fidelity's research platform.

To work on quantitative models and projects with a focus on macro and TAA strategies, supporting the development of the key priorities; the commercialisation of quantitative research and support of the systematic investing teams capabilities, the development of existing models and their performance, the impact on the wider organisation through the use of quant tools and innovation around how the latest quantitative techniques can impact the teams research.

• Development of new quantitative trading & screening models.
• Conduct research into new signals and help integrate into existing models.
• Monitor and disseminate trade ideas from our range of quant tools.
• Conduct standalone research projects resulting in written reports or presentations for both internal and external consumption.
• Provide thematic quantitative research and thought leadership.

• Collaborate with the team to enhance the existing research platform and code base.
• Improve the dissemination and visualisation of model output.
• Contribute to establishment and maintenance of high-quality code development and testing.

• Communicate model output with Portfolio Managers, Analysts, Traders and Investment Directors in a clear, concise way.
• Help in the marketing of the quant & systematic team both internally and externally.
• Participate in regular team meetings across our range of fund disciplines.
• Represent Fidelity International in meetings with our clients.
• Work closely and build relationships with peers in UK, Europe and Asia across the entire firm, including the fixed income, equities, multi-asset, sales & distribution, and technology teams.

• BSc or MSc (with knowledge of statistics, econometrics & numerical methods).
• Experience in signal development on macro and TAA strategies.
• Passion for quantitative investing and some experience in developing quantitative models.
• Excellent written and oral communication skills.
• Proficiency in Microsoft Office (especially Excel).
• Programming experience (preferably Python - knowledge of pandas, numpy etc.).
• Experience in manipulating and understanding of large datasets.
• CFA or other evidence of experience in financial markets is considered a plus.
• Knowledge of SQL, Bloomberg & Git is a plus.
• DBS Check required for all SMCR roles.
• A recorded line is required for roles in-scope of SMCR or K&C.

• I abide by the FCA's Conduct Rules when discharging my responsibilities described above.
• I must act with integrity.
• I must act with due care, skill and diligence.
• I must be open and cooperative with the FCA, the PRA and other regulators.
• I must pay due regard to the interests of customers and treat them fairly.
• I must observe proper standard of market conduct.
• I must act to deliver good outcomes for retail customers.