Senior Quantitative Developer

Fidelity Investments • Merrimack, NH

1d

About The Position

Fidelity’s Asset Management Technology division is seeking a Senior Quantitative Developer to join its Fixed Income Embedded Quant Development Team. This senior engineering role is in a fast-paced, collaborative environment and works closely with quantitative researchers and investment professionals. As an embedded member of the research team, the developer builds high-quality, robust, efficient, and scalable analytical solutions that support portfolio construction, risk management, and alpha generation. The role helps improve the quality and time-to-market of research initiatives through analytical and software development skills.

Assignments include gathering ideas, conceptualizing them through a programming language, and creating packaged solutions for investment professionals. The Quantitative Development team is part of Asset Management’s Quantitative Research and Investment Technology group. It partners with Fixed Income investment teams to deliver high-performance analytical tools for portfolio management, risk analysis, and alpha research, operationalizing reliable, high-quality solutions to enhance investment outcomes and drive innovation.

Requirements

• Bachelor’s degree in a quantitative field such as Financial Engineering, Physics, Applied Mathematics, Computer Science, or a closely related discipline.
• At least three years of experience as a Senior Quant Developer or in a similar role.
• Experience in quantitative analytics, ideally in fixed income, including interest rate modeling and interest rate derivatives.
• Strong quantitative finance skills, including applying numerical methods to financial problems such as finite-difference methods for PDE solvers, tree models, Monte Carlo simulation, and optimization techniques for curve fitting.
• Deep understanding of probability theory, linear regression, and time-series analysis.
• Expert-level C++ software engineering skills and proficiency in Python, shell scripting, SQL, and Linux, preferably in a command-line environment.
• Strong proficiency in object-oriented programming principles and hands-on experience implementing design patterns in production code.
• Full-stack software development knowledge and critical-thinking skills to design optimal solutions for high-performance fixed income analytics.
• Experience with cloud technologies, particularly AWS, and container orchestration platforms such as EKS.
• Experience implementing CI/CD and DevOps best practices, including continuous integration and continuous deployment pipelines using Linux and Jenkins, and code versioning with GitHub.
• Familiarity with Secure Software Development Life Cycle practices and implementation.
• Strong presentation and communication skills, including the ability to engage effectively with quantitative researchers and investment professionals.

Nice To Haves

• Advanced technical degree strongly preferred.
• Progress toward CFA or equivalent is a plus.

Responsibilities

• Gather ideas from quantitative researchers and investment professionals, translate them into programming solutions, and create packaged tools for investment professionals.
• Build high-quality, robust, efficient, and scalable analytical solutions supporting portfolio construction, risk management, and alpha generation.
• Develop high-performance fixed income analytics and tools for portfolio management, risk analysis, and alpha research.
• Partner closely with Fixed Income investment teams and improve the quality and time-to-market of research initiatives.

What This Job Offers

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