
location_on3317, Redgate Drive, Durham, Durham County, North Carolina, 27703, United States
We are seeking a Principal Quant Engineer to join the Quantitative Research & Investments Technology (QRIT) team within Fidelity Asset Management Technology. Our mission is to partner with quant research and investments teams to design, build, enhance, and support a comprehensive Systematic Fixed Income research and portfolio construction ecosystem. This role sits at the intersection of advanced quantitative strategy and robust software engineering, requiring hands-on development alongside a team of software engineers and quantitative developers.
As a Principal Quant Engineer, you will be instrumental in shaping the architecture and functionality of our fixed income systems. You will collaborate closely with senior stakeholders to capture complex requirements and formulate strategic plans. Success in this position requires the ability to influence decisions and build strong relationships across Fidelity and at all levels of the organization. You will leverage your expertise in system architecture, design patterns, and software engineering fundamentals to drive the evolution of our portfolio construction tools.
Applications are reviewed on a rolling basis. Please note that the application window closes when the position is filled or unposted.
Fidelity is an equal opportunity employer committed to diversity and inclusion. We consider qualified applicants regardless of background. 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, and numerous state laws and self-regulatory organization rules (including FINRA). These regulations may restrict hiring or association with individuals having certain criminal histories.
Work model: On-site
3317, Redgate Drive, Durham, Durham County, North Carolina, 27703, United States
Durham, North Carolina
Master's degree in a computational field. Experience in Asset Management. Experience integrating data services with Excel or other UI like Angular. Prior quant dev experience with Fixed Income asset class. Demonstrated experience with portfolio construction and/or portfolio optimization.
Skills: Python, Micro-Services, Restful Apis, Excel, Angular, Aws, Ci/cd, Devops, Oop, Functional Programming.
Education: Bachelor's degree in a computational field such as Computer Science required; Master's degree preferred.