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Crc Risk Adjustment Coder Jobs in Massachusetts (NOW HIRING)

Amherst College

$90K - $100K/yr

... risk student behaviors ... Maintains thorough knowledge of College standards and practices, including the Student Code of ...

Anduril Industries

Systems Engineer

Quincy, MA · On-site

... technical adjustments * Support qualification testing, design-build-test (DBT), integration ... Support sea operations, strategic technical planning, risk management, and proposal efforts as ...

Slope

Systems Engineer

Quincy, MA · On-site

$146K - $194K/yr

... strong justification for any technical adjustments * Support qualification testing ... Support sea operations, strategic technical planning, risk management, and proposal efforts as ...

Anduril Industries

Senior Systems Engineer

Quincy, MA · On-site

$109K - $150K/yr

... technical adjustments * Drive qualification testing, design-build-test (DBT), integration ... Support sea operations, strategic technical planning, risk management, and proposal efforts as ...

L.L.Bean

Operations Lead - Dedham MA

Dedham, MA · On-site

$18.60/hr

Models safe behaviors, evaluate risk, and ensure that risks are reduced to acceptable levels ... Recommends adjustment to staffing levels/schedules to meet work requirements. * Address and respond ...

L. L. Bean, Inc.

Operations Lead - Dedham MA

Dedham, MA · On-site

$18/hr

Models safe behaviors, evaluate risk, and ensure that risks are reduced to acceptable levels ... Recommends adjustment to staffing levels/schedules to meet work requirements. * Address and respond ...

Dana-Farber Cancer Institute

$47K - $53K/yr

... risk and underserved populations. We conduct groundbreaking research that advances treatment, we ... Evaluates open credit balances to ensure proper adjustments have been made or processes third-party ...

BELFOR Holdings

Project Manager

Marlborough, MA · On-site

... risk/high-profile environments. You will serve on BELFOR Cat teams following hurricanes and other ... Communicate daily with Estimators on status of project, adjustments needed to timelines, or issues

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Crc Risk Adjustment Coder information

What is the difference between Crc Risk Adjustment Coder vs Medical Coder?

AspectCrc Risk Adjustment CoderMedical Coder
CertificationsCPMA, CPC, or RHIT/RHIA often preferredCPC, CCS, or CPC-H
Work EnvironmentHealthcare facilities, insurance companies, risk adjustment teamsHospitals, clinics, physician offices
Industry UsageRisk adjustment, Medicare Advantage, health plansMedical billing, coding, documentation

The Crc Risk Adjustment Coder specializes in coding for risk adjustment programs, focusing on accurate documentation for insurance and Medicare plans. Medical Coders handle a broader range of medical records and billing tasks across various healthcare settings. While both roles require coding certifications, Crc Risk Adjustment Coders focus more on risk and reimbursement accuracy within insurance programs.

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Crc Risk Adjustment Coder jobs near you

AM Quantitative Analyst I

Boston, MA • On-site

Fidelity Investments
Investment Management and Consulting Services • 10K+ employees
Learn more about Fidelity Investmentsexternal

$145K/yr

Full-time

Re-posted yesterday

Fidelity Investments rating

8.7

Company rating: 8.7 out of 10

Based on 274 frontline employees who took The Breakroom Quiz

Job description


Note: Fidelity will not provide immigration sponsorship for this position.
Position Description:
Conducts research to mitigate portfolio exposure to risk factors including equity beta and duration within a multi-asset and liability-driven investment context. Builds robust quantitative tools to support all aspects of portfolio construction. Monitors, measures, and attributes portfolio risks and returns. Assists with the implementation of multi-asset class portfolios. Develops Python code to implement financial models that drive global market asset allocation and security selection. Creates web-based tools and dashboards using Python and Dash to visualize fund performance and risk metrics. Performs attribution and risk analysis on managed fund performance.
Primary Responsibilities:
  • Conducts research on strategic design and active allocation, from initial concept through full implementation.
  • Understands, maintains, and improves infrastructure that supports the investment process.
  • Builds and automates tools to monitor portfolios for compliance with mandates and risk boundaries.
  • Builds dashboards to help portfolio managers manage client portfolios.
  • Collaborates closely with investment and technology professionals within the division.
  • Provides insights and investment recommendations that are based on quantitative analysis.
  • Assists in domestic and international multi asset class research.
  • Supports multi-account portfolio construction processes.
  • Establishes and tests optimal investment strategies and conducts risk analyses to ensure successful transitions.
  • Provides insights and investment recommendations based on quantitative analyses.
  • Collaborates with portfolio managers and develops analytics studies using new strategies.
  • Supports and tests strategies related to investment and portfolio construction.
  • Develops investment action plans based on thorough financial analysis.
  • Conducts quantitative analysis of financial data and investment programs, including business valuations for public and private institutions.

Education and Experience:
Bachelor's degree in Accounting, Economics, Finance, Statistics, Mathematics, Financial Engineering, or a closely related field (or foreign education equivalent) and three (3) years of experience as an AM Quantitative Analyst I (or closely related field) performing quantitative analysis to support portfolio management within an asset management and investment products environment.
Or, alternatively, Master's degree in Accounting, Economics, Finance, Statistics, Mathematics, Financial Engineering, or a closely related field (or foreign education equivalent) and no experience.
Skills and Knowledge:
Candidate must also possess:
  • Demonstrated Expertise ("DE") performing research for tactical asset allocation models and developing long-term strategic asset allocation benchmarks for new products, using Python; implementing Black-Litterman based models for multi-asset portfolio construction using Gurobi; performing factor modeling focused on carry and valuation, including extended credit strategies in emerging market debt, leveraged loans, and high yield, using Pandas and NumPy; and developing capital market assumptions and integrating them into allocation frameworks, using Python.
  • DE monitoring and reporting portfolio risk using empirical and Barra-based factor models in Python and R; modeling currency risk using non-USD numeraires, implementing currency risk hedging with synthetic assets, and applying derivative building blocks to expand the hedging platform, using Python, R and SQL; developing empirical risk models and API tools for ex-post risk attribution, integrating dynamic factors, historical currency exposures, and tracking error decomposition in Python and JSON; and constructing pension portfolios to hedge liability duration and risk, using SQL and R.
  • DE conducting bottom-up research on multi-asset building blocks for alpha signal development; designing long and short equity strategies; building back-testing infrastructure for equity and credit portfolios using Python; developing sentiment-based signals using Natural Language Processing (NLP) and Machine Learning (ML) techniques (Natural Language Toolkit (NLTK) and PyTorch); implementing constrained portfolio optimization and risk attribution using Convex Optimization (CVXOPT) and Gurobi; and running optimizers with turnover limits, risk constraints, and tradability adjustments using mixed-integer optimization to simplify portfolio implementation in Gurobi.
  • DE collaborating with quant developers for production deployment in Autosys using cloud-based environment (AWS); implementing Extract, Transform and Load (ETL) pipelines and multiprocessing framework for data processing, using JavaScript Object Notation (JSON); and modernizing legacy code in MATrix LABoratory (MATLAB) and migrating to non-proprietary languages for improved readability and maintainability, using Python.

Salary: $145,000.00 to $175,000.00/year.
#PE1M2
#LI-DNI
Fidelity's Onsite Working Model
Fidelity is transitioning to a full-time onsite working model through a phased rollout across regions and roles. Currently, some roles and locations require 100% onsite presence, while others require less. Onsite expectations are likely to evolve as the rollout continues. This transition does not apply to fully remote roles.
Certifications:
Category:
Investment Professionals
Please be advised that Fidelity's business is governed by the provisions of the Securities Exchange Act of 1934, the Investment Advisers Act of 1940, the Investment Company Act of 1940, ERISA, numerous state laws governing securities, investment and retirement-related financial activities and the rules and regulations of numerous self-regulatory organizations, including FINRA, among others. Those laws and regulations may restrict Fidelity from hiring and/or associating with individuals with certain Criminal Histories.

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