FMR

Quantitative Equity Research Analyst

United Kingdom · Work style not stated · Full time

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About the role

Description from the employer’s posting. Check the employer’s page for the current version.

EmployerFMR
LocationUnited Kingdom
Work styleWork style not stated
Employment typeFull time
Employer posted2 Sep 2026

Job Description:

Note: Fidelity will not provide immigration sponsorship for this position.

The Role

Fidelity Investments is looking for a Quantitative Equity Research Analyst to join the Equity Quantitative team – a part of the Quantitative Research & Investments (QRI) division. In this role, the analyst will partner with fundamental Equity portfolio managers to provide quantitative analytics for alpha generation, risk management, and portfolio construction. The analyst will conduct research on new alpha sources to enhance existing models, deliver actionable advice on fund positioning and risk drivers, and assist with portfolio construction using optimizations and other systematic approaches.

The Value You Deliver

Building quantitative factors and models through idea generation and empirical analysis to enhance the investment process of fundamental portfolio managers

Show full description

Evaluating large structured and alternative datasets to deliver differentiated sources of alpha

Providing customized and proactive recommendations to portfolio managers by analyzing portfolio risk exposures, investigating portfolio construction and optimization techniques, and conducting performance attribution

Assisting portfolio managers with new product development, fund pitches, and client communications

Actively contributing to the team’s research agenda and taking responsibility for research projects, as well as publishing and distributing research internally

The Expertise and Skills You Bring

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)

Master’s degree in quantitative finance, financial mathematics, business administration, computer science, engineering, or the physical sciences

Ability to think independently with good economic intuition as well as strong presentation and communication skills

The Group

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 while also providing high quality quantitative, data-driven research to Fidelity’s investment professionals, ensuring they have access to the most relevant data and advanced quantitative analysis.

Certifications:

Category:

Investment Professionals

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