Quantitative Risk Developer

About the role

Develop core risk capabilities for Fidelity’s portfolio analytics platform, including multi-asset ex-ante risk modeling, performance attribution, and stress testing. Collaborate with quantitative researchers, risk managers, technologists, and investment professionals to build, optimize, and integrate robust analytics libraries into production systems. Requires a master’s degree in a technical field and at least five years of experience as a quantitative developer for an investment firm; a bachelor’s degree with at least seven years of relevant experience may also be considered. Candidates should have expert Python skills, strong quantitative finance and software development practices, and effective communication skills; experience with risk or portfolio models, AI/ML, time-series anomaly detection, and Python GUIs is valued.