Fixed Income Quantitative Analyst
On-siteMerrimack, New Hampshire, United States
Job Summary
Build and maintain arbitrage-free interest rate modeling infrastructure for Securitized and other investment teams while developing valuation models for inflation-linked securities and rate derivatives. Design relative value strategies for Rates products using curve-fitting, mean-reversion, and regression techniques, then partner closely with Rates and Securitized traders to create analytics that expose model outputs for daily decision-making. Implement robust interactive tools to improve research-to-trading workflows and explain complex quantitative concepts to non-technical stakeholders. This role focuses on Rates and Securitized Markets within Fidelity's Quantitative Research and Investments division, which manages over $2 trillion in assets.
Required Qualifications
- 3+ years of industry experience as a quantitative analyst in Fixed Income domain
- Strong programming experience in Python (preferred) or another quantitative modeling language
- Deep comfort with applied mathematics, statistics, and numerical methods
- Demonstrated expertise in technical and financial problem solving
- Experience with complex SQL programming and data modeling for large-scale market and analytics datasets
- Strong interpersonal and verbal communication skills with an eagerness to work in a collaborative team environment
- Must be able to work onsite in Fidelity's office in Merrimack, New Hampshire
Desired Qualifications
- Experience building arbitrage-free term-structure models (e.g., one-factor/two-factor short-rate or related frameworks)
- Experience with securitized products analytics, including prepayment modeling concepts
- Familiarity with inflation-linked products and cross-market Rates relative value analysis
- Advanced degree in a STEM discipline
- Interest and passion for investing and global fixed income markets
- Familiarity with fixed income trading workflows, market microstructure, and pricing
- Experience working with fixed income trading platforms such as Tradeweb, MarketAxess, ICE, Bloomberg, etc.
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