Principal Quant Developer

Fidelity • Westlake, TX

1d

About The Position

Fidelity is seeking a Principal Quant Developer to join the Quantitative Research & Investments Technology (QRIT) team within Fidelity Asset Management Technology. The role partners with quantitative research and investment teams to design, build, enhance, and support a comprehensive Systematic Alternatives portfolio construction and management system. It includes hands-on development in collaboration with quantitative researchers, software engineers, and quantitative developers.

Asset Management Technology provides worldwide technology and support to Investment Management, Research, Trading, and Investment Operations. The position is part of the Quantitative Engineering team, which delivers and maintains solutions for the Quant Research team. Fidelity will not provide immigration sponsorship for this position. Fidelity is transitioning to a full-time onsite working model through a phased rollout; onsite expectations vary by region and role and may evolve. This transition does not apply to fully remote roles.

Requirements

• Bachelor’s degree in Computer Science, Engineering, Mathematics, Statistics, Finance, or a related quantitative discipline; a master’s degree is preferred.
• At least 7 years of experience in asset management, hedge funds, quantitative investing, or financial services.
• Strong understanding of systematic investment strategies, portfolio construction, risk models, and performance attribution.
• Experience building research and portfolio management platforms, quantitative libraries, analytics engines, and investment workflows.
• Advanced Python programming expertise and strong software engineering practices.
• Strong knowledge of data structures, algorithms, object-oriented design, functional programming, and distributed systems.
• Experience developing microservices, REST APIs, and event-driven architectures that support investment applications.
• Hands-on experience with SQL databases, including Oracle and Snowflake.
• Experience developing and deploying applications on AWS.
• Strong understanding of CI/CD pipelines, DevOps practices, infrastructure automation, and production support.
• Demonstrated ability to collaborate with quantitative researchers and portfolio managers to translate investment concepts into scalable technology solutions.
• Proven ability to gather requirements, influence technical direction, and deliver strategic platforms.
• Strong communication and stakeholder management skills, with the ability to work effectively across investment, research, and technology organizations.

Nice To Haves

• Master’s degree in Computer Science, Engineering, Mathematics, Statistics, Finance, or a related quantitative discipline.
• Experience working with financial instruments such as Futures, Interest Rate Swaps (IRS), Total Return Swaps (TRS), and FX Forwards is highly desirable.
• Java experience.

Responsibilities

• Design, build, enhance, and support a comprehensive Systematic Alternatives portfolio construction and management system.
• Collaborate with quantitative researchers, software engineers, quantitative developers, and investment teams on hands-on development.
• Translate investment concepts into scalable technology solutions.
• Gather requirements, influence technical direction, and deliver strategic platforms.
• Deliver and maintain technology solutions for the Quant Research team.

What This Job Offers

• Job Type: Full-time
• Career Level: Principal