Senior Quantitative Developer - Fixed Income Embedded Quant Development Team

Fidelity will not provide immigration sponsorship for this position.

Job Description:

The Role

Fidelity’s Asset Management Technology division is seeking a Senior Quantitative Developer to join their Fixed Income Embedded Quant Development Team. This is a senior engineering role within a fast-paced, collaborative environment, where you will work closely with quantitative researchers and investment professionals. As an embedded member of the research team, you will build high quality, robust, efficient, and scalable analytical solutions that directly support portfolio construction, risk management, and alpha generation. This role impacts the organization by improving the quality and time-to-market of Research initiatives through a combination of both analytical and software development skillsets.

The assignments will include gathering the ideas, conceptualizing them through a programming language, and creating a packaged solution that can be used by the investment professionals.

The Expertise and Skills You Bring

• Bachelor’s degree in a quantitative field such as Financial Engineering, Physics, Applied Mathematics, Computer Science, or a closely related discipline, with at least three (3) years of experience as a Senior Quant Developer or in a similar role
• Advanced technical degree strongly preferred
• Experience in quantitative analytics, ideally in the fixed income market, including interest rate modeling and interest rate derivatives
• Strong skills in quantitative finance, with an emphasis on applying numerical methodologies to financial problems, including 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 software engineering skills in C++, with proficiency in Python, shell scripting, SQL, and Linux (preferably in a command-line environment)
• Strong proficiency in object-oriented programming (OOP) 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 (SSDLC) practices and implementation
• Strong presentation and communication skills, with the ability to effectively engage with quantitative researchers and investment professionals
• Progress toward CFA (or equivalent) is a plus

The Team

The Quantitative Development team is part of Asset Management’s Quantitative Research and Investment Technology group. We partner closely with Fixed Income investment teams to deliver high-performance analytical tools that support portfolio management, risk analysis, and alpha research. Our mission is to operationalize reliable, high-quality solutions that enhance investment outcomes and drive innovation.

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:

Information Technology

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.