2 days ago
Merrimack, NH, USASenior
Responsibilities
- Partner with quantitative researchers and investment professionals to gather ideas and convert them into packaged analytical solutions.
- Build high-quality, robust, efficient, and scalable software supporting portfolio construction, risk management, and alpha generation.
- Develop quantitative analytics for fixed-income markets, including interest-rate modeling and interest-rate derivatives.
- Implement numerical methodologies including finite-difference PDE solvers, tree models, Monte Carlo simulation, and optimization techniques for curve fitting.
- Design and deliver high-performance fixed-income analytics using production software engineering and object-oriented design patterns.
- Support portfolio management, risk analysis, and alpha research through reliable quantitative development solutions.
- Implement CI/CD and DevOps practices, SSDLC practices, and code versioning workflows.
- Present technical and analytical work effectively to quantitative researchers and investment professionals.
Requirements
- Bachelor’s degree in Financial Engineering, Physics, Applied Mathematics, Computer Science, or a closely related quantitative discipline.
- At least three years of experience as a Senior Quant Developer or in a similar role.
- Experience with quantitative analytics, ideally in fixed-income markets, including interest-rate modeling and interest-rate derivatives.
- Strong quantitative finance knowledge, including finite-difference methods for PDE solvers, tree models, Monte Carlo simulation, and optimization 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.
- Strong object-oriented programming knowledge and hands-on experience implementing design patterns in production code.
- Full-stack software development knowledge and the ability to design optimal solutions for high-performance fixed-income analytics.
- Experience with AWS, EKS, CI/CD and DevOps practices, Jenkins, GitHub, and Secure Software Development Life Cycle practices.
- Strong presentation, communication, collaboration, and critical-thinking skills.
- An advanced technical degree is strongly preferred.
- Progress toward the CFA or an equivalent credential is a plus.
Benefits
- Fidelity is transitioning toward a full-time onsite working model, with current onsite requirements varying by region and role and expected to evolve during the rollout.
- The role is part of a collaborative Asset Management Quantitative Research and Investment Technology group supporting fixed-income investment teams.
About Fidelity
Fidelity Investments provides brokerage, retirement plan recordkeeping, wealth management, and asset management services to individuals, employers, advisors, and institutions, plus online trading platforms and mutual funds and ETFs. It earns fees from managing and administering assets, advisory services, and brokerage transactions. Founded in 1946 and headquartered in Boston, it is privately held and administers trillions of dollars for U.S. and global customers.