Remote Quant Developer Jobs
Remote Quant Developer jobs are in active demand across the U.S., with remote-first firms and distributed financial-technology, hedge-fund, and proprietary-trading teams all hiring. Employers posting remote quant developer roles right now include Fidelity Investments, Clearwater Analytics (CWAN), and Gauntlet. Scan the live roles below and apply to whichever ones fit.
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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.
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.
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Find Remote Quant Developer JobsRemote Quant Developer Job Market
Who's Hiring
Top Industries Hiring
- News & Publishing
- Government & Public Sector
What Employers Look For
The qualifications that appear most often in remote quant developer jobs.
- Proficiency in Python and C++ for quantitative modeling and low-latency systems
- Advanced degree in mathematics, statistics, physics, computer science, or financial engineering
- Experience building and backtesting algorithmic trading or risk models
- Familiarity with time-series databases such as kdb+/q or similar platforms
- Strong knowledge of derivatives pricing, stochastic calculus, or fixed-income mathematics
- Ability to collaborate with researchers and traders to implement production-ready strategies
Tips for Your Remote Quant Developer Job Search
Build a public portfolio of independent quant work
Remote employers can't observe you in an office, so a GitHub repository with documented backtests, pricing models, or risk tools does the credibility work for you. Clear methodology writeups matter as much as the code itself.
Apply early to remote roles that fit
Migrate Mate lists remote quant developer openings from across the U.S. in one place, so you can find roles that match your stack and apply directly without sifting through non-remote listings mixed in.
Sharpen your async written communication skills
Remote quant teams rely on written documentation instead of whiteboard sessions. Practice writing clear model summaries, assumption logs, and code comments. Interviewers at distributed firms often ask you to explain a methodology in writing as part of the screen.
Prepare for remote-first technical interview formats
Many distributed quant teams use take-home assignments rather than live coding sessions. Expect timed modeling tasks, backtesting exercises, or statistical derivations submitted asynchronously. Treat the write-up and code quality with the same rigor you'd give a production deliverable.
Remote Quant Developer Jobs: Frequently Asked Questions
How do I get a remote quant developer job?
Target companies that already operate distributed quant teams, such as remote-first fintechs, algorithmic trading firms, and quantitative research shops with no central office requirement. Remote employers screen heavily for self-direction, strong written communication, and the ability to document models clearly without in-person handoffs. Demonstrating fluency in Python or C++, solid statistics fundamentals, and a GitHub portfolio of independent quant projects gives you a clear edge over candidates who rely on office collaboration to fill in the gaps.
Which companies hire remote quant developers?
Companies hiring remote quant developers right now include Fidelity Investments, Clearwater Analytics (CWAN), and Gauntlet, based on current remote listings on Migrate Mate as of November 2026. Remote-first algorithmic trading firms, distributed fintech platforms, and quantitative hedge funds with globally distributed research teams are the most consistent sources of fully remote quant developer openings.
Can you get a remote quant developer job with no experience?
Yes, but remote entry-level quant developer roles are harder to land because employers expect you to work independently from day one with minimal supervision. Your strongest alternative to work history is a portfolio of independent projects: implemented pricing models, backtested strategies with documented methodology, or open-source contributions to quantitative libraries. Remote-first fintechs and smaller prop-trading startups are more willing than large firms to hire entry-level candidates who can demonstrate self-sufficient, documented work.
Do you need a degree for remote quant developer jobs?
Usually, but the degree requirement is flexible depending on what you can show alongside it. Most remote quant developer postings list a quantitative degree in mathematics, statistics, physics, or computer science as a baseline, but distributed teams weigh demonstrated skills heavily. A strong GitHub portfolio, documented model-building experience, and fluency in quantitative programming can offset an unrelated or absent degree, particularly at remote-first firms that evaluate candidates primarily through technical screens rather than credentials.
Which industries hire the most remote quant developers?
The sectors hiring the most remote quant developers are News & Publishing and Government & Public Sector, based on current remote listings on Migrate Mate as of November 2026. These sectors rely on distributed quant teams to build and maintain pricing models, risk systems, and algorithmic strategies across time zones without requiring a shared physical office.
See All 10 Remote Quant Developer Jobs
Find roles that match your experience and apply in just a few clicks.
Find Remote Quant Developer Jobs