Senior Quantitative Risk Developer (Alt Investments)

Soteria Reinsurance Ltd.

Chicago, Northern (IL, KY)

Hybrid

USD 155,000 - 166,000

Full time

5 days ago

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Job summary

Fidelity Investments is seeking a Principal Quantitative Developer to design and develop investment risk analytics platforms, with a focus on alternative investments. You will build linear and nonlinear risk analytics, support VaR analysis, and create reporting dashboards using Python and SQL for portfolio-level risk monitoring.

The role requires strong experience validating models, calibrating parameters, and delivering data-driven insights to risk managers and traders.

Qualifications

Bachelor's or Master's degree in a quantitative field with relevant experience.

Responsibilities

Partners with risk and portfolio managers to deliver quantitative, data-driven risk solutions across investments and derivatives.
Produces quantitative risk reporting and analytics for market, credit, liquidity, and derivatives risks.
Applies quantitative analysis to evaluate portfolio risk characteristics and PnL drivers, including derivatives exposure.
Develops and maintains risk models, processes, and workflows for enterprise risk generation and validation.
Supports portfolio construction, validation, and reconciliation for market-traded and OTC instruments.