Senior Specialist - Instrument Modelling

Responsibilities

• Perform detailed analysis of financial instrument structures, including Fixed Income, Derivatives, FX, and Multi-Asset overlays, to ensure correct representation and valuation.
• Model securities and related attributes such as duration, convexity, credit ratings, and pricing to ensure proper risk representation.
• Investigate and correct rejected or invalid data feeds, liaising with operations, data management, and technology teams to implement corrective actions.
• Ensure securities are correctly configured for risk calculations, including VaR, stress testing, and scenario analysis.
• Partner with portfolio managers, risk teams, and performance teams to ensure attribution accuracy and provide updates on data resolution.
• Contribute to organizational change programs and deliver solutions to onboard funds to the attribution system.

Requirements

• University degree in Statistics, Mathematics, Finance, Economics, or Computer Science.
• Proven experience in investment risk, attribution, or related financial services operations.
• Strong understanding of investment products including fixed income, equities, derivatives, and structured products.
• Knowledge of risk concepts such as VaR, CvaR, sensitivities, and stress testing.
• Proficiency in data analysis tools, specifically Excel and SQL.
• Experience working with risk systems such as Barra, Factset RiskMetrics, or Bloomberg PORT.
• Strong problem-solving skills and high attention to detail.

Preferred Qualifications

• Proficiency in Python or VBA.

About the Company

Fidelity International helps clients build better financial futures. We operate a global hub-and-spoke model, bringing together diverse expertise to provide best-in-class investment analytics and performance information to stakeholders worldwide.