The Principal Quant Developer will join the Quantitative Research and Investments Technology team at Fidelity Asset Management Technology. This role focuses on designing, building, enhancing, and supporting a portfolio optimization and back testing ecosystem. The individual will engage in hands-on development while collaborating with software engineers and quantitative developers. The position requires a strong background in financial services and advanced technical skills.

• Minimum of 7 years of proven professional experience working in financial services, preferably in Asset Management.
• Prior experience leveraging industry scale optimization libraries such as Matlab Linear, Gurobi, Cplex, Axioma, or SciPy.
• Experience with Python and micro-services or RESTful APIs.
• Proven ability to design highly scalable and low latency systems.
• Experience working on AWS cloud environment and knowledge of CI/CD and DevOps.
• Strong experience in system architecture, design patterns, and software engineering fundamentals.
• Advanced understanding of data structures.
• Demonstrated experience with portfolio construction and/or portfolio optimization is a plus.
• Bachelor’s degree in a computational field such as Computer Science; a Master’s degree is preferred.

• Partner with quant research and investments teams to design and build a comprehensive portfolio optimization ecosystem.
• Enhance and support the back testing ecosystem.
• Collaborate with a team of software engineers and quantitative developers on hands-on development.
• Capture requirements and formulate plans by partnering with various stakeholders.
• Influence decisions and engage across Fidelity and at all levels of the organization.

• Fidelity offers competitive compensation, annual bonuses, retirement contributions, comprehensive healthcare coverage, parental leave, tuition assistance, wellness programs, and extensive professional development opportunities.