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About the Role
Fidelity Investments is seeking a Quantitative Equity Research Analyst to join the Equity Quantitative team within the Quantitative Research & Investments (QRI) division. This role involves partnering with fundamental Equity portfolio managers to provide quantitative analytics for alpha generation, risk management, and portfolio construction. The analyst will research new alpha sources, offer advice on fund positioning and risk drivers, and assist with portfolio construction using systematic approaches.
Responsibilities
- Build quantitative factors and models through idea generation and empirical analysis to enhance the investment process of fundamental portfolio managers.
- Evaluate large structured and alternative datasets to deliver differentiated sources of alpha.
- Provide customized and proactive recommendations to portfolio managers by analyzing portfolio risk exposures, investigating portfolio construction and optimization techniques, and conducting performance attribution.
- Assist portfolio managers with new product development, fund pitches, and client communications.
- Contribute to the team’s research agenda, take responsibility for research projects, and publish and distribute research internally.
Requirements
- 7+ years of experience in quantitative equity research.
- Relevant experience building multi-factor quantitative models employing both linear and non-linear (e.g., machine learning based or GenAI) algorithms.
- Deep understanding of equity risk models, including model construction, factor and covariance definitions, factor calculations, and translating output statistics into meaningful information for fundamental investors.
- Proven expertise with portfolio construction and optimization techniques.
- Working knowledge of applying large language models to extract insights from unstructured data.
- Proficiency with programming languages and statistical software (e.g., Python, R, SQL).
- Deep knowledge of various financial and economic databases, such as Compustat, Worldscope, IBES etc.
- Experience with financial packages and portfolio optimization tools (e.g., FactSet, Bloomberg, Barra).
- Ability to think independently with good economic intuition.
- Strong presentation and communication skills.
Skills
- Quantitative equity research
- Multi-factor quantitative models
- Linear and non-linear algorithms
- Machine learning
- GenAI
- Equity risk models
- Portfolio construction
- Optimization techniques
- Large language models
- Python
- R
- SQL
- Compustat
- Worldscope
- IBES
- FactSet
- Bloomberg
- Barra
Experience Level
- 7+ years of experience
Education Level
- Master’s degree in quantitative finance, financial mathematics, business administration, computer science, engineering, or the physical sciences
About the Company
- 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.
- QRI provides high quality quantitative, data-driven research to Fidelity’s investment professionals, ensuring they have access to the most relevant data and advanced quantitative analysis.