Fidelity’s Asset Management Technology Division is seeking a Director of Quant Development to join their Fixed Income Embedded Quant Development Team. This is a core software engineering role in our dynamic and fast-paced quantitative development team. You will be ‘embedded’ within the quantitative research team and you will partner with the investment teams on various projects including portfolio construction, risk management, and alpha research. You will build high quality, robust, and efficient analytical solutions that will be used to improve Fixed Income’s investment processes. 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.
Primary Location: Merrimack, NH
The Expertise and Skills You Bring
• Bachelor’s (Masters preferred) in a quantitative or computational field such as Computer Science, Applied Mathematics, Statistics, Engineering
• 10+ years of experience in a quantitative/computational environment supporting investment management with Fixed Income asset class securities
• 5+ years of experience in designing and developing methods and solutions related to Fixed Income analytics, risk & pricing models
• Full-stack software development knowledge and critical thinking skills to design optimal solutions for computing fixed income security level analytics
• Strong software engineering skills, including C++, Python, shell scripting, SQL, and Linux preferably in a command line environment
• Ability to communicate effectively with multiple stakeholders, including fundamental and quantitative researchers and technology partners
The Team
Quantitative Development team is part of Asset Management’s Quantitative Research & Investment Technology group that partners with the Fixed Income investment teams on various projects including portfolio construction, risk management, and alpha research. We build high quality, robust, and efficient high-responsive solutions that are used to improve efficiency and decision-making processes.
