The Systematic Liquid Alternatives Quant Development team within Fidelity’s Asset Management Technology group is seeking a highly motivated and curious Principal Quantitative Developer. In this role you will contribute to a dynamic and fast-paced development team supporting researchers in prototyping and delivering new systematic strategies in Alternatives. You will be ‘embedded’ within the quantitative research team and provide high impact and robust technology solutions on various projects enabling research, portfolio construction, and risk management.

This position will be based in Boston, MA or Jersey City, NJ

The Expertise and Skills You Bring

• Expert in Python with experience across the development stack (full stack)

• Demonstrated knowledge of mathematics, statistics, and quantitative finance

• Domain knowledge in either equities, fixed income or alternative asset classes

• Knowledge of portfolio risk analytics

• Exposure to object-oriented programming (OOP) and design patterns

• Experience in at least one unit testing framework and understanding of test-driven development (TDD) concepts and methodologies

• Skilled in a range of database technologies:  SQL (Oracle & Snowflake preferred)

• Experience implementing CI/CD and DevOps best practices

• Ability to lead the implementation of a research project through the entire software development lifecycle using a full-stack implementation.

• A creative problem solver and a curiosity fueled by keeping up with advanced methodologies and industry trends, especially in the quant finance community

• Strong presentation and communication skills, with a knack for engaging with quant researchers, investment professionals, and senior management

• Bachelor's degree (or above) in a quantitative or computational field such as Statistics, Computer Science or Applied Mathematics

• 6 + years of experience in implementation of analytical models and working with investment professionals

• Progress towards CFA (or equivalent) a plus

The Team

The Quant Development team is part of Asset Management’s Quantitative Research & Investment Technology group. We partner with Asset Management’s Systematic Liquid Alternatives team on cutting edge projects including systematic investment strategies, portfolio construction, risk management, and alpha research. We build high quality, robust, and highly-scalable solutions that are used to improve Asset Management’s efficiency and decision-making processes.