Fidelity's QRI division is seeking to enhance its quantitative and hybrid quant/fundamental investment strategies and support fundamental investment professionals with high-quality, data-driven analysis.
Requirements
- Skilled in modern analytical techniques (e.g. Python, pandas, scikit-learn, LLMs, etc.)
- Must be able to code in Python
- Should have exposure to SQL/databases
- Demonstrated experience/interest/skill in data science analysis, data visualization or research
- Academic or intellectual interest in financial markets
Responsibilities
- Using mathematic, economic and data science techniques to collect, process, and analyze alternative data sets
- Developing knowledge and insights from large and/or unstructured data sets
- Web scraping, text analytics, and automated reporting
- Assisting with various projects to support company-specific work
- Use resources including Wall Street contacts and internal groups like data and systems support, market data, and research services
Other
- Class of 2027 Master’s or PhD degree – Class of 2027, 2028 PhD, Masters or Bachelor’s Degree in a technical area
- Excellent oral and written communication skills
- Strong analytical, quantitative, and problem-solving skills
- Must be available for the full duration of the program (June 1st, 2026 – August 7th, 2026)
- Hybrid work requirement: work onsite every other week in a Fidelity office
