Top 384 Quantitative Developer Jobs

Principal Quant Developer
Fidelity Investments —Jersey City, NJ
- $107,000 - $216,000 a year
- Full-time
- Computer Science
- System design
- Math
- Loan repayment program
- Tuition reimbursement
Principal Quant Developer
Fidelity Investments —Durham, NC
- $107,000 - $216,000 a year
- Full-time
- Computer science
- Computer Science
- Master's degree
- Loan repayment program
- Tuition reimbursement
IVA and Digital Platform Developer
Astound —Wilkes-Barre, PA
- $70,000 - $80,000 a year
- Full-time
- Computer Science
- Research
- 3 years
- Paid holidays
- Disability insurance
Principal Quant Developer
Fidelity Investments —Smithfield, RI
- $107,000 - $216,000 a year
- Full-time
- Computer science
- Computer Science
- Master's degree
- Loan repayment program
- Tuition reimbursement
Hedge Fund Application Developer
TBA —Stamford, CT
- $80,000 - $150,000 a year
- Full-time
- Hybrid work
- Background check
- Microsoft Excel
- Mid-level
- Health insurance
- 401(k)
Quick Apply
Quantitative Analytics Tech Lead (Multifamily business)
Freddie Mac —McLean, VA
- $144,000 - $216,000 a year
- Full-time
- Research
- Office
- 3 years
Quantitative Analytics Professional
Freddie Mac —McLean, VA
- $105,000 - $157,000 a year
- Full-time
- Computer Science
- Office
- Master's degree
Quantitative Analytics Tech Lead – Model Validation
Freddie Mac —McLean, VA
- $144,000 - $216,000 a year
- Full-time
- Office
- 3 years
- Finance
Java Algo Developer, Fixed Income Trading, Vice President
Citi —New York, NY
- $142,320 - $213,480 a year
- Full-time
- 6 years
- Computer Science
- Office
- Paid holidays
- Disability insurance
C++ Quant Developer
BMO Financial —New York, NY
- $260,000 a year
- Part-time
- Mid-level
- Office
- C++
- Health insurance
- Tuition reimbursement
7d
Staff Software Engineer
Thomson Reuters —New York, NY
- $158,900 - $295,100 a year
- Full-time
- Hybrid work
- Computer science
- 7 years
- Computer Science
- Commuter assistance
- Health savings account
Risk Intelligence Lead GRM
City National Bank —New York, NY
- $90,000 - $160,000 a year
- Microsoft Access
- 3 years
- Master's degree
- Health insurance
- Dental insurance
14d
Risk Intelligence Lead GRM
City National Bank —Jersey City, NJ
- $90,000 - $160,000 a year
- Microsoft Access
- 3 years
- Master's degree
- Health insurance
- Dental insurance
14d
Senior Architect & Full Stack Developer – Front Office Technology
Leoforce —New York, NY
- $200,000 - $220,000 a year
- Computer science
- Azure
- Computer Science
Quick Apply
1d
Senior Trading Systems Engineer
Leoforce —Chicago, IL
- $275,000 - $450,000 a year
- Computer Science
- 5 years
- System design
Quick Apply
1d
Full Stack Developer
System One —Vienna, VA
- Contract
- Computer science
- Azure
- Computer Science
Quick Apply
1d
Low Latency Java Algo Developer, Fixed Income Trading, Vice President
Citi —New York, NY
- $142,320 - $213,480 a year
- Full-time
- Computer Science
- Office
- Java
- Paid holidays
- Disability insurance
Actuary, Model Risk
Genworth —Richmond, VA
- $169,000 a year
- Hybrid work
- Office
- 3 years
- Master's degree
- Paid holidays
- Loan repayment program
13d
Principal Quant Developer
Fidelity Investments —Boston, MA
- $107,000 - $216,000 a year
- Full-time
- Computer Science
- System design
- Math
- Loan repayment program
- Tuition reimbursement
Risk Intelligence Lead GRM
City National Bank —Charlotte, NC
- $90,000 - $160,000 a year
- Microsoft Access
- 3 years
- Master's degree
- Health insurance
- Dental insurance
14d

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Principal Quant Developer

Fidelity Investments -
Jersey City, NJ

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Job Details

Full-time
$107,000 - $216,000 a year

Benefits

Loan repayment program
Tuition reimbursement
Paid time off
Parental leave

Qualifications

Version control
Software engineering
Time series models
Test Automation Development (Quality assurance practices)
Quantitative applied research
Continuous Delivery (CD) implementation
Testing and evaluation
System design
Test-driven development
Implementing APIs
Systems engineering
Probability theory
GitHub
DevOps automation
PL/SQL

Full Job Description

Job Description:

Note: Fidelity will not provide immigration sponsorship for this position.

The Role

The Quantitative Research & Investing Technology (QRIT) 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 investment strategies. You will provide high impact solutions on various projects including alpha research, portfolio construction, and risk management. Your technology knowledge covers a broad spectrum of technologies, including Python and PL/SQL databases, positioning you as a full-stack software engineer who capitalizes on enterprise technology. You are committed to constructing high-quality, scalable, robust, resilient and efficient analytical and software solutions that propel investment processes forward.

You will possess:

A Bachelor's degree in Computer Science, Financial Engineering, Information Technology, Information Systems, Mathematics, Physics, Statistics, Engineering, or a closely related field and six (6) years of experience as a Senior Quant Developer or similar role.
Alternatively, a Master's degree (or equivalent foreign education) in the same fields, accompanied by four (4) years of experience as a Lead Quantitative Development or similar role.

The Expertise and Skills You Bring

Core Engineering

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

Quantitative & Domain Knowledge

Strong, demonstrable knowledge of mathematics, statistics, and quantitative finance (core to this role)
Deep understanding of quantitative techniques and methods, statistics and econometrics including probability, linear regression and time series data analysis
Analyze and design systems to implement quantitative models for systematic financial investments using Python, including time series forecasting models, multi-asset class portfolio construction strategies, risk management tools, alpha research, and simulation-based algorithms
Domain knowledge in either equities, fixed income or alternative asset classes
Proven track record of delivering production quant solutions in a systematic investing or trading environment
Experience with industry-scale optimization libraries (e.g., Gurobi, CPLEX, Axioma, SciPy) and portfolio construction / optimization is a strong plus

Data & Infrastructure

Skilled in SQL databases (Oracle); Snowflake, NoSQL, or Graph databases a plus
Skilled in batch and API technologies: such as batch scheduling (using Autosys and Airflow) and creating REST APIs (using FAST API and Flask)
Proven ability to construct and manage robust data pipelines and event-driven workflows

DevOps & CI/CD

Experience in containerization with Docker; orchestration with Kubernetes a plus
Implement CI/CD pipelines (using Linux and Jenkins), code versioning using GitHub
Experience in Infrastructure as Code methodologies for consistent and scalable infrastructure management

MLOps & AI (Preferred)

Operationalizing ML models and pipelines on AWS using modern MLOps principles, including SageMaker (training, deployment, model registry, monitoring) and Bedrock (foundation model access, fine-tuning) and production lifecycle management
Familiarity with experiment tracking and model versioning tools (e.g., MLflow)
Applying ML to quantitative investing: time series forecasting, anomaly detection, and predictive analytics
Deploying and operationalizing LLM-based / agentic workflows in production (e.g., LangGraph, LangChain), including orchestration, tool use, monitoring, and evaluation

Collaboration & Communication

Strong communication and problem-solving skills; partners effectively with quant researchers and investment teams to deliver solutions through the full development lifecycle

The Team

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

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.

The base salary range for this position is $107,000-216,000 USD per year.

Placement in the range will vary based on job responsibilities and scope, geographic location, candidate’s relevant experience, and other factors.

Base salary is only part of the total compensation package. Depending on the position and eligibility requirements, the offer package may also include bonus or other variable compensation.

We offer a wide range of benefits to meet your evolving needs and help you live your best life at work and at home. These benefits include comprehensive health care coverage and emotional well-being support, market-leading retirement, generous paid time off and parental leave, charitable giving employee match program, and educational assistance including student loan repayment, tuition reimbursement, and learning resources to develop your career. Note, the application window closes when the position is filled or unposted.

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.

Refine Your Search

Quantitative Developer jobs

Principal Quant Developer

Principal Quant Developer

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Risk Intelligence Lead GRM

Senior Architect & Full Stack Developer – Front Office Technology

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Full Stack Developer

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Actuary, Model Risk

Principal Quant Developer

Risk Intelligence Lead GRM

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