Quantitative Developer Jobs
Quantitative Developer jobs are open across hedge funds, investment banks, and fintech firms, from junior analyst to senior and principal roles, with specializations in algorithmic trading, risk modeling, and derivatives pricing. Find a role that fits below and apply directly.
Find Quantitative Developer JobsOverview
Showing 5 of 62+ Quantitative Developer jobs











Fidelity will not provide immigration sponsorship for this position.
Job Description:
The Role
Fidelity’s Asset Management Technology division is seeking a Senior Quantitative Developer to join their Fixed Income Embedded Quant Development Team. This is a senior engineering role within a fast-paced, collaborative environment, where you will work closely with quantitative researchers and investment professionals. As an embedded member of the research team, you will build high quality, robust, efficient, and scalable analytical solutions that directly support portfolio construction, risk management, and alpha generation. This role impacts the organization by improving the quality and time-to-market of Research initiatives through a combination of both analytical and software development skillsets.
The assignments will include gathering the ideas, conceptualizing them through a programming language, and creating a packaged solution that can be used by the investment professionals.
The Expertise and Skills You Bring
- Bachelor’s degree in a quantitative field such as Financial Engineering, Physics, Applied Mathematics, Computer Science, or a closely related discipline, with at least three (3) years of experience as a Senior Quant Developer or in a similar role
- Advanced technical degree strongly preferred
- Experience in quantitative analytics, ideally in the fixed income market, including interest rate modeling and interest rate derivatives
- Strong skills in quantitative finance, with an emphasis on applying numerical methodologies to financial problems, including finite-difference methods for PDE solvers, tree models, Monte Carlo simulation, and optimization techniques for curve fitting
- Deep understanding of probability theory, linear regression, and time-series analysis
- Expert-level software engineering skills in C++, with proficiency in Python, shell scripting, SQL, and Linux (preferably in a command-line environment)
- Strong proficiency in object-oriented programming (OOP) principles and hands-on experience implementing design patterns in production code
- Full-stack software development knowledge and critical thinking skills to design optimal solutions for high-performance fixed income analytics
- Experience with cloud technologies, particularly AWS, and container orchestration platforms such as EKS
- Experience implementing CI/CD and DevOps best practices, including Continuous Integration and Continuous Deployment pipelines (using Linux and Jenkins), and code versioning with GitHub
- Familiarity with Secure Software Development Life Cycle (SSDLC) practices and implementation
- Strong presentation and communication skills, with the ability to effectively engage with quantitative researchers and investment professionals
- Progress toward CFA (or equivalent) is a plus
The Team
The Quantitative Development team is part of Asset Management’s Quantitative Research and Investment Technology group. We partner closely with Fixed Income investment teams to deliver high-performance analytical tools that support portfolio management, risk analysis, and alpha research. Our mission is to operationalize reliable, high-quality solutions that enhance investment outcomes and drive innovation.
Fidelity’s Onsite Working Model
Fidelity is transitioning to a full-time onsite working model through a phased rollout across regions and roles. Currently, some roles and locations require 100% onsite presence, while others require less. Onsite expectations are likely to evolve as the rollout continues. This transition does not apply to fully remote roles.
Certifications:
Category:
Information TechnologyPlease be advised that Fidelity’s business is governed by the provisions of the Securities Exchange Act of 1934, the Investment Advisers Act of 1940, the Investment Company Act of 1940, ERISA, numerous state laws governing securities, investment and retirement-related financial activities and the rules and regulations of numerous self-regulatory organizations, including FINRA, among others. Those laws and regulations may restrict Fidelity from hiring and/or associating with individuals with certain Criminal Histories.
See All 62 Quantitative Developer Jobs
Find roles that match your experience and apply in just a few clicks.
Find Quantitative Developer JobsQuantitative Developer Job Market
Who's Hiring



Top Industries Hiring
- Investment & Asset Management20
- Banking & Financial Services7
- Technology & Software4
- Staffing & Recruiting2
- News & Publishing1
What Employers Look For
The qualifications that appear most often in quantitative developer jobs.
- Advanced degree in mathematics, computer science, physics, or a quantitative field
- Proficiency in Python and C++ for high-performance numerical computing
- Experience building and backtesting quantitative models in live or simulated trading environments
- Strong knowledge of stochastic calculus, probability theory, and statistical methods
- Familiarity with low-latency systems design and performance optimization techniques
- Experience with time-series databases, market data feeds, and financial data pipelines
Tips for Your Quantitative Developer Job Search
Tailor your resume to each stack
Quantitative developer job descriptions split sharply between C++ and Python shops. Match your resume's languages section to what the posting emphasizes, and surface relevant libraries like NumPy, pandas, or Boost rather than listing every tool you've touched.
Show your math, not just your code
Hiring managers for quantitative developer roles expect proof of quantitative reasoning. Include a brief annotation on each project describing the model or statistical method used, not only the implementation language or runtime performance you achieved.
Apply early to roles that fit
Migrate Mate lists quantitative developer openings from across the United States in one place, so you can find roles that match and apply directly to each listing.
Target firms by their quant strategy
High-frequency trading desks, systematic macro funds, and risk technology teams look for different skills. Research each firm's public papers or engineer blogs before applying so your cover letter names the specific modeling domain they work in.
Prepare a take-home coding sample in advance
Many quantitative developer interviews include a timed coding screen focused on numerical methods or data structures. Have a clean, commented solution to a classic stochastic pricing problem ready to walk through before your first phone screen.
Negotiate the comp structure, not just base
Quantitative developer offers often include a discretionary bonus tied to desk performance. Ask explicitly how the bonus pool is calculated and what the vesting schedule looks like on any deferred compensation before you sign.
Quantitative Developer Jobs: Frequently Asked Questions
Which companies are hiring the most quantitative developers?
Fidelity Investments, Clearwater Analytics (CWAN), and Trexquant Investment LP are hiring the most quantitative developers right now, with openings concentrated in New York, Illinois, and Massachusetts, based on current listings on Migrate Mate as of November 2026. Demand is especially high at firms running systematic trading strategies and at banks expanding their risk technology platforms.
How many quantitative developer jobs are remote?
About 42% of quantitative developer openings are fully remote or hybrid as of November 2026, though on-site roles remain common at trading firms where low-latency infrastructure access is required. Risk analytics, model validation, and back-office quant development roles tend to offer the most remote flexibility compared to front-office trading system positions.
How do you become a quantitative developer?
Start by building a strong foundation in both mathematics and software engineering, typically through a degree in applied mathematics, computer science, physics, or engineering. Develop fluency in Python and C++, then apply those skills to financial modeling projects you can share publicly. Internships at asset managers or trading firms are the most direct path into a first full-time role.
Can you get a quantitative developer job with little experience?
Yes, entry-level quantitative developer roles exist, particularly at banks and fintech firms building risk or analytics platforms. Focus on demonstrating numerical coding ability through personal projects, Kaggle competitions, or open-source contributions to financial libraries. A strong academic background in a quantitative discipline carries significant weight when professional experience is limited.
What does the quantitative developer interview process look like?
Most quantitative developer interviews run in three to four stages: an initial recruiter screen, a technical phone interview covering data structures and numerical methods, a take-home coding project involving a modeling or optimization problem, and a final on-site or virtual loop with engineers and quants. Some firms add a math or probability brain-teaser round typical of trading-focused hiring.
Where can I find and apply to quantitative developer jobs?
You can find and apply to quantitative developer jobs on Migrate Mate, which lists current openings from across the United States in one place. Search the listings to find roles that match your skills and experience, then apply directly to each one that fits.
See All 62 Quantitative Developer Jobs
Find roles that match your experience and apply in just a few clicks.
Find Quantitative Developer Jobs