About The Opportunity
Job Type: Permanent
Application Deadline: 19 June 2026
Title: Quantitative Analyst
Department: Systematic Investing
Location: Cannon Street, London
Reports To: Global Head of Quant and Portfolio Engineering
Level: Associate Director
About Your Team
Fidelity Systematic Investing (FSI) brings together systematic capabilities across Quant, Equity, Fixed Income and Multi-Asset to deliver solutions to clients. We build a common infrastructure and operating platform to respond to the changing industry landscape and evolving client needs while leveraging Fidelity’s research platform.
About Your Role
Work on quantitative models and projects with a focus on macro and TAA strategies, supporting the commercialisation of quantitative research and the systematic investing teams' capabilities, developing existing models and their performance, and driving impact across the organisation through advanced quantitative techniques.
Quantitative Research
- Development of new quantitative trading & screening models.
- Conduct research into new signals and help integrate them into existing models.
- Monitor and disseminate trade ideas from our range of quant tools.
- Conduct standalone research projects resulting in written reports or presentations for both internal and external consumption.
- Provide thematic quantitative research and thought leadership.
Infrastructure Development
- Collaborate with the team to enhance the existing research platform and code base.
- Improve the dissemination and visualisation of model output.
- Contribute to the establishment and maintenance of high-quality code development and testing.
Communication
- Communicate model output with Portfolio Managers, Analysts, Traders and Investment Directors in a clear, concise way.
- Help in the marketing of the quant & systematic team both internally and externally.
- Participate in regular team meetings across our range of fund disciplines.
- Represent Fidelity International in meetings with clients.
- Work closely and build relationships with peers in UK, Europe and Asia across the entire firm, including the fixed income, equities, multi‑asset, sales & distribution, and technology teams.
About You
- BSc or MSc (with knowledge of statistics, econometrics & numerical methods).
- Experience in signal development on macro and TAA strategies.
- Passion for quantitative investing and some experience in developing quantitative models.
- Excellent written and oral communication skills.
- Proficiency in Microsoft Office (especially Excel).
- Programming experience (preferably Python – knowledge of pandas, numpy etc.).
- Experience manipulating and understanding large datasets.
- CFA or other evidence of experience in financial markets is considered a plus.
- Knowledge of SQL, Bloomberg & Git is a plus.
Conduct Rules Responsibilities
The role-holder is expected to meet the following FCA Conduct Rules when performing their role under the Certification Regime.
FCA/PRA Conduct Rule (COCON) Responsibilities
I abide by the FCA’s Conduct Rules when discharging my responsibilities described above.
- I must act with integrity.
- I must act with due care, skill and diligence.
- I must be open and cooperative with the FCA, the PRA and other regulators.
- I must pay due regard to the interests of customers and treat them fairly.
- I must observe a proper standard of market conduct.
- I must act to deliver good outcomes for retail customers.
- DBS Check required for all SMCR roles.
- A recorded line is required for roles in‑scope of SMCR or K&C.
Benefits
We’ll offer a comprehensive benefits package, value your wellbeing, support your development and be flexible about where and when you work – finding a balance that works for all of us. For more about our work, our approach to dynamic working and how you could build your future here, visit careers.fidelityinternational.com.
