Senior Quantitative Developer for Investment Systems

Soteria Reinsurance Ltd.

Jersey City (NJ)

On-site

USD 174,000 - 181,000

Full time

4 days ago
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Job summary

Fidelity Investments is seeking a Principal Quantitative Developer to build reliable, scalable systems that support investment research and decision‑making. You’ll design APIs, data pipelines, and cloud‑based tooling, ensuring CI/CD, automated testing, and data integrity across production environments.

Role requires strong quantitative modeling, Python/R proficiency, and experience in asset‑class analytics.

Qualifications

  • Candidates hold at least a Bachelor's degree in a quantitative/technical field and 5 years in a principal quantitative developer role.
  • A Master’s degree with 3 years of related experience is also acceptable.

Responsibilities

  • Analyzes and implements systematic investment strategies including time-series forecasting, multi-asset portfolio construction, and risk management frameworks.
  • Translates research concepts into production‑ready software across the full software development lifecycle.
  • Designs scalable, maintainable, and performant quantitative systems based on business needs.
  • Provides domain expertise across asset classes and supports research teams in developing new models and tools.
  • Mentors junior team members and collaborates with Product, Engineering, and Investment Research.

Skills

Quantitative modeling
Test case development
Regression testing
Python
R
CI/CD
Cloud-based systems

Education

Bachelor’s degree in Computer Science/Engineering/Mathematics/Statistics/Finance
Master’s degree in related field

Tools

Python
R
Cloud platforms
CI/CD tooling

Job description

Fidelity Investments is seeking a Principal Quantitative Developer to build reliable, scalable systems that support investment research and decision‑making. You’ll design APIs, data pipelines, and cloud‑based tooling, ensuring CI/CD, automated testing, and data integrity across production environments.

Role requires strong quantitative modeling, Python/R proficiency, and experience in asset‑class analytics.

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