Director, Quant Development – Optimization, Matlab, Linear, SciPy, Gurobi, Axioma, Cplex
skillventory - A Leading Talent Research Firm
full-time
Posted on:
Location Type: Hybrid
Location: New Hampshire, New Jersey, Rhode Island • 🇺🇸 United States
Visit company websiteSalary
💰 $126,000 - $255,000 per year
Job Level
Lead
Tech Stack
AWSCloudPython
About the role
- Partner with the quant research and investments teams to design, build, enhance, and support a comprehensive portfolio optimization & back testing ecosystem
- Hands on development collaborating with a team of software engineers and quantitative developers
Requirements
- Minimum of 7 years of proven professional experience working in financial services (Asset Management experienced preferred)
- Prior experience leveraging industry scale optimization libraries (Matlab Linear, Gurobi, Cplex, Axioma, Gurobi, or SciPy)
- Experience with Python and micro-services / RESTful APIs
- Proven ability to design highly scalable and low latency systems
- Experience working on AWS cloud environment and working knowledge of CI/CD & DevOps
- Strong experience in system architecture, design patterns and software engineering fundamentals such as OOP, functional programming, data modeling.
- Advanced understanding of data structures
- Demonstrated experience with portfolio construction and/or portfolio optimization is a plus
- Proven ability to capture requirements and formulate plans by partnering with various stakeholders
- Strong communication, interpersonal and relationship building skills to influence decisions and engage across Fidelity and at all levels of the organization
- Bachelor’s degree in a computational field such as Computer Science, Master’s degree is preferred
Benefits
- comprehensive health care coverage and emotional well-being support
- market-leading retirement
- generous paid time off and parental leave
- charitable giving employee match program
- educational assistance including student loan repayment, tuition reimbursement, and learning resources to develop your career
Applicant Tracking System Keywords
Tip: use these terms in your resume and cover letter to boost ATS matches.
Hard skills
PythonMatlab LinearGurobiCplexAxiomaSciPymicro-servicesRESTful APIssystem architecturedata structures
Soft skills
communicationinterpersonal skillsrelationship buildinginfluence decisionsstakeholder engagementrequirement capturingplanning