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SF
Hybrid Director, Quant Developer – Systematic Liquid Alternatives
Posted 3 months ago
About the role
- Director of Quantitative Development designing high-impact tech solutions for systematic investment strategies. Collaborating within quantitative research team on robust systems and innovation in investment technology.
Responsibilities
- The Systematic Liquid Alternatives Quant Development team within Fidelity’s Asset Management Technology group is seeking an experienced Director of Quantitative Development to design and deliver high-impact technology solutions for systematic investment strategies.
- This senior individual contributor role is embedded within the quantitative research team, enabling close collaboration with researchers and portfolio managers to prototype and implement robust, scalable systems.
- You will own the full development lifecycle—from research prototypes to production deployment and ongoing support—while driving innovation in areas such as back-testing frameworks, portfolio construction tools, risk analytics, and data engineering.
- This is a hands-on role requiring deep technical expertise, strong quantitative knowledge, and the ability to influence technology strategy in a fast-paced, research-driven environment.
Requirements
- Advanced Python development (full stack) with strong OOP and design pattern knowledge.
- Proven experience building distributable Python libraries and frameworks
- Solid foundation in mathematics, statistics, and quantitative finance
- Deep understanding of systematic strategies (managed futures, trend-following, alternative risk premia) and derivatives markets
- Experience with back-testing frameworks, portfolio risk analytics, and research-to-production workflows.
- Skilled in SQL and modern database technologies (Oracle, Snowflake preferred)
- Experience with release management, including CI/CD pipelines, DevOps practices, and regression testing.
- Strong communication and presentation skills; ability to engage effectively with researchers, investment professionals, and senior leadership
- Bachelor’s degree or higher in Computer Science, Applied Mathematics, Statistics, or related quantitative field
- 7+ years implementing systematic models and collaborating with investment professionals
- Progress toward CFA or equivalent credential is a plus.
Benefits
- comprehensive health care coverage and emotional well-being support
- market-leading retirement
- generous paid time off and parental leave
- charitable giving employee match program
- educational assistance including student loan repayment, tuition reimbursement, and learning resources to develop your career
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