Quant jobs / Fidelity Investments

Quantitative Analyst – Asset Allocation Research

A research role in an investment adviser's quantitative team, supporting portfolio managers who set strategic and tactical asset allocation. The hire also helps shape a wider macro and allocation research programme.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Support asset allocation portfolio managers with ad hoc quantitative research
Run the quantitative parts of the monthly allocation review
Build and maintain a library of macroeconomic indicators and models
Design and test new research and portfolio construction workflows
Prototype AI and agentic tools for the research process

What they ask for

Required

Independent investment research record (4+ years preferred)
Asset allocation or portfolio engineering knowledge
Economics, finance and mathematical modelling
Python
Experience with LLMs and agentic frameworks
Strong communication

Preferred

Optimisation methods
Experience introducing new investment processes

Education: Not stated
Experience: 4+ years of independent investment research preferred
Languages and tools: Python
Markets: multi-asset

How to prepare

Build a macro-driven tactical asset allocation back-test in Python
Study mean-variance, Black-Litterman and risk-parity portfolio construction
Create a small library of macro indicators with data checks
Try an LLM-assisted research workflow and document its limits

What to study

The Portfolio and Factor Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Fidelity Investments’s site before applying: requirements, location and pay can change after we check them.

View the posting on Fidelity Investments’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Fidelity Investments and doesn’t handle applications.