Quantitative Portfolio Engineer Job at Fidelity Investments (Boston)

New

Quantitative Investment Analyst

The Research and Development team within the Portfolio Engineering group is resp...

Location

United States , Boston; Greenwood Village

Salary:

100000.00 - 200000.00 USD / Year

Fidelity Investments

Expiration Date

Until further notice

Requirements

5+ years of work experience in the investment management industry in a role where quantitative finance and technical skills were required
Graduate degree in a related field (Finance, Engineering, Mathematics and Computer Science)
Experience with quantitative portfolio construction methods, optimization techniques, tax-sensitive investment management and portfolio analysis
Advanced technical skills for prototyping solutions e.g. R, Python, data access, source control, and BI tools
Ability to understand and collaborate with technology at a deep level to evolve investment platform
Analytical and architecture-oriented attitude, ability to visualize patterns and abstract problems
Ability to work across the organization in various disciplines to drive consensus/closure
strong collaboration and influence skills
project management mind-set
Creative, innovative thinker with intellectual curiosity and motivation to learn and grow

Job Responsibility

Research, design and prototype the next generation of quantitative investment methodologies such as portfolio construction, optimization tuning, prediction modelling and quality metrics
Evolve the investment management process and workflow to create tax-smart client portfolios taking into consideration asset allocation, asset location & fund selection to deliver optimal portfolios for clients
Work with portfolio management, research and engineering to enhance the existing portfolio construction process for both single and multi-account investment solutions across multiple distribution channels
Partner with the investment architecture and business partners as a subject matter expert to guide requirements for future platform capabilities
Look for opportunities to improve investment management efficiency and effectiveness across Portfolio Engineering (e.g., scale, process, client outcomes)
Evaluate emerging technologies and portfolio construction techniques with potential to improve investment outcomes

What we offer

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

Fulltime

Senior Manager, Product Manager-Data Products

As a Product Manager focusing on Bank Modernization you will be reimagining our ...

Location

United States , McLean; Richmond; New York; Wilmington

Salary:

182500.00 - 249900.00 USD / Year

Capital One

Expiration Date

Until further notice

Requirements

At least 5 years of experience working in Product Management
Currently has, or is in the process of obtaining one of the following with an expectation that the required degree will be obtained on or before the scheduled start date: A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, Computer Engineering, Software Engineering, Mechanical Engineering, Information Systems or a related quantitative field)
A Master's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, Computer Engineering, Software Engineering, Mechanical Engineering, Information Systems or a related quantitative field) or an MBA with a quantitative concentration

Job Responsibility

Empowered. Part of a team driving the bank’s omni-channel servicing portfolio responsible for setting and delivering an experience framework on how our customers should be serviced in both digital and digital-human interactions
Learning constantly. Work deeply with customers, associates, designers, technologists and data scientists to build cutting edge solutions
Innovating relentlessly. Pushing big change by asking bold questions
starting small, testing, and learning your way to something dramatically better
Sharing openly. Telling stories that change the way people think about building products and solving problems, and that illustrate the power of what software can do to make them even better
Connecting creatively. Jumpstarting a self-supporting community by sowing the right seeds, building the right tools, integrating the right off-the-shelf products and just plain elbow grease
Succeeding strategically. Solving the right problem and holding on the wrong one

What we offer

comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being
performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI)

Fulltime

Manager, Product Management - Travel Product Strategy (Business Cards & Payments)

Manager, Product Management - Travel Product Strategy (Business Cards & Payments...

Location

United States , Richmond; McLean; New York

Salary:

149800.00 - 205100.00 USD / Year

Capital One

Expiration Date

Until further notice

Requirements

At least 3 years of experience working in Product Management
Currently has, or is in the process of obtaining one of the following with an expectation that the required degree will be obtained on or before the scheduled start date: A Bachelor's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, Computer Engineering, Software Engineering, Mechanical Engineering, Information Systems or a related quantitative field)
A Master's Degree in a quantitative field (Statistics, Economics, Operations Research, Analytics, Mathematics, Computer Science, Computer Engineering, Software Engineering, Mechanical Engineering, Information Systems or a related quantitative field) or an MBA with a quantitative concentration

Job Responsibility

Develop product strategy through market and customer focused empathy research, and close partnerships with analyst teams
Design and deliver travel portal experiences that simplify and optimize business travel booking, management, and rewards redemption
Manage and grow the existing card portfolio for small business customers, partnering closely with analytics teams to design and implement targeted customer engagement strategies

What we offer

performance based incentive compensation, which may include cash bonus(es) and/or long term incentives (LTI)
comprehensive, competitive, and inclusive set of health, financial and other benefits that support your total well-being

Fulltime

New

Managing Director, Head of QIS Solutions

What is the Opportunity? QIS Solutions & Advisory: Act as the senior structuring...

Location

United Kingdom , London

Salary:

Not provided

Brewin Dolphin

Expiration Date

April 24, 2026

Requirements

Advanced degree in Finance, Mathematics, Engineering or related quantitative discipline
Significant experience in QIS, systematic investing or quantitative portfolio construction, ideally spanning both sell-side (index/strategy design, origination) and buy-side (portfolio management, asset allocation)
Demonstrated ability to engage with institutional investors at a senior level (CIOs, portfolio managers) and translate complex quantitative concepts into accessible investment narratives

Job Responsibility

Lead the origination and structuring of bespoke QIS solutions for institutional clients, focusing on thematic and problem-driven mandates
Author and maintain a library of applied case studies and thought leadership publications
Participate in client meetings as a senior structuring voice
Coordinate with QIS structuring teams to assess feasibility of proposed solutions
Research engagement and thought leadership
Stay connected to academic research and industry developments in systematic investing, portfolio construction and risk management
Develop and maintain relationships with academic institutions and industry thought leaders
Represent RBC QIS at conferences, in publications and through media engagements
Coordinate with structuring, trading and quants to ensure solution proposals are commercially viable, executable and delivered promptly
Inform the development of analytics and tools needed for the solutions offering

What we offer

A comprehensive Total Rewards Program including bonuses and flexible benefits, competitive compensation, commissions, and stock where applicable
Leaders who support your development through coaching and managing opportunities
Ability to make a difference and lasting impact
Work in a dynamic, collaborative, progressive, and high-performing team
Opportunities to do challenging work
Opportunities to take on progressively greater accountabilities

Fulltime

Systematic Portfolio Manager

We’re seeking a talented Systematic Portfolio Manager, who is open to relocating...

Location

United Kingdom , London

Salary:

Not provided

Goodman Masson

Expiration Date

Until further notice

Requirements

Strong academic background in mathematics, statistics, quantitative finance, engineering, computer science, or related fields
Demonstrated ability to take ownership of live portfolios and deploy systematic strategies quickly
Minimum 2+ years of experience in quantitative research or systematic portfolio management within asset management, hedge funds, or proprietary trading
Advanced Python engineering skills with experience building modular, maintainable research and production systems (NumPy, pandas, scikit-learn, XGBoost, statsmodels, plotting libraries, MLOps utilities)
Strong knowledge of backtesting frameworks, walk-forward and rolling-window testing, and model-validation best practices
Practical experience managing model bias, operational risk, and research-to-production transitions
Equities experience preferred
strong candidates from macro, FX, fixed income, or commodities backgrounds will also be considered

Job Responsibility

Take over and systematize multiple existing sub-portfolios within 3 months, including signal integration, risk controls, and performance analytics
Lead full-cycle development of quantimental investment systems-from hypothesis and empirical testing to production deployment
Build modular, production-quality Python codebases using modern analytics, ML, and statistical tools
Conduct research across econometrics, machine learning (RF, XGBoost, feature engineering), and regime-based modelling
Identify and manage modelling risks including lookahead bias, data leakage, overfitting, slippage, and market-impact effects
Design, test, and oversee multi-system, multi-regime strategies for real portfolio implementation
Work directly with the CIO on strategy refinement, validation, and portfolio construction
Produce and communicate regular strategy updates across digital channels (email, dashboards, WhatsApp Business, etc.)
Manage digital distribution lists, product access links, and ensure smooth communication with internal/external stakeholders
Partner with Sales, Marketing, and Compliance to ensure materials meet brand, regulatory, and client standards

Senior Quantitative Software Engineer

We are seeking a Senior Quantitative Software Engineer to bridge the gap between...

Location

Mexico , Mexico City

Salary:

Not provided

Enormous Enterprise

Expiration Date

Until further notice

Requirements

Bachelor's or Master's degree in Computer Science, Financial Engineering, Mathematics, Physics, or related quantitative field
5+ years of professional software development experience with C# and .NET Framework/Core
3+ years of experience in financial securities, portfolio management, or quantitative finance applications
4+ years working with relational databases (SQL Server preferred) and query optimization
3+ years developing cloud-native applications, preferably in AWS (Azure experience also valued)
Strong understanding of data structures, algorithms, and computational complexity analysis
Proven ability to diagnose performance issues through code profiling and optimization techniques
Experience with financial concepts such as asset allocation, rebalancing, tax-loss harvesting, or portfolio optimization

Job Responsibility

Design and implement portfolio models, tax optimization algorithms, and rebalancing logic in C# and .NET Core
Translate quantitative financial strategies into clean, efficient, and testable backend code
Diagnose and resolve complex performance issues by analyzing algorithmic complexity and code efficiency
Collaborate with engineering teams to integrate quantitative logic into production-grade microservices
Build and optimize RESTful APIs that serve financial calculations and portfolio analytics
Work with diverse data systems including SQL Server, MongoDB, DynamoDB, and other AWS data services
Conduct code reviews with a focus on correctness, efficiency, and maintainability of quantitative algorithms
Profile and optimize backend services to ensure sub-second response times for compute-intensive operations
Write clear technical documentation in Confluence to explain complex financial logic to cross-functional teams
Implement serverless and scalable solutions leveraging AWS services (Lambda, Step Functions, ECS)

What we offer

Work on cutting-edge FinTech solutions that impact billions in assets under management
Collaborate with a talented team of engineers, quantitative analysts, and financial experts
Flexible, remote-friendly work environment with offices in Austin, TX and West Palm Beach, FL
Competitive compensation, benefits, and opportunities for professional growth
Make a direct impact on product architecture and quantitative strategy
Fast-paced, innovative culture that values technical excellence and continuous learning

Investment Data Scientist

As part of the AMS Research team, the Investment Data Scientist plays a key role...

Location

United States , Saint Petersburg

Salary:

Not provided

Raymond James

Expiration Date

Until further notice

Requirements

Bachelor’s degree in Computer Science, Mathematics, Statistics, Physics, Engineering, Economics, Finance, or a related quantitative field
3–6 years of hands-on experience with Python development and quantitative analysis
Demonstrated experience building optimization models, statistical systems, and/or automated workflows
Python libraries for data manipulation and array mathematics: pandas, NumPy, SciPy, and optimization libraries such as CVXPY
Statistical modeling and optimization: mixed integer programming, regressions, time series, and Monte Carlo simulation
Data visualization: Streamlit, Tableau, Power BI, Plotly Dash, or similar platforms
Quantitative finance: portfolio construction methods, risk modeling, and financial data analysis
Writing clean, documented, and version-controlled Python code
Translating business problems into quantitative models and technical solutions
Building and maintaining automated workflows

Job Responsibility

Develop and maintain robust Python code for portfolio construction, statistical analysis, and automation of investment workflows
Design and implement portfolio optimization algorithms
Apply advanced statistical methods to extract insights from financial datasets
Collaborate with Investment Committee members, analysts, and quant team members to align model development with investment objectives and operational needs
Build automated processes to eliminate manual tasks, reduce errors, and improve workflow efficiency
Create interactive dashboards and visualizations to communicate analytical findings

Fulltime

Senior Credit Portfolio Risk Manager

Senior management-level position leading credit risk function for unsecured lend...

Location

Singapore , Singapore

Salary:

Not provided

Citi

Expiration Date

Until further notice

Requirements

Bachelor's degree in a quantitative field such as Finance, Economics, Statistics, Mathematics, Engineering, or Computer Science
Master's degree or MBA preferred
Minimum of 8-10 years of experience in credit risk management within the financial services industry
Significant focus on unsecured lending
Proven experience in a leadership or team management role
Extensive experience in developing, testing, optimizing, and implementing credit strategies
Advanced proficiency in statistical modeling, predictive analytics, machine learning techniques, and quantitative methods for credit risk
Strong understanding of data warehousing, SQL, and experience with large datasets
Deep understanding of credit lifecycle management (origination, account management, collections), PD/LGD/EAD modeling, stress testing, and regulatory requirements
Expertise in analytical tools such as SAS, R, Python, SQL, and data visualization tools

Job Responsibility

Develop, implement, and continually refine credit risk strategies for unsecured lending products
Utilize advanced risk analytics and loss forecasting techniques to identify emerging trends and assess portfolio performance
Monitor key financial drivers and portfolio metrics to inform decision-making
Collaborate with product, marketing, finance, and operations teams to align risk strategies with business objectives
Lead the development, validation, and implementation of predictive credit risk models, scorecards, and decision engines
Oversee data management practices for credit risk
Lead, mentor, and develop a team of risk analysts and specialists
Build and maintain strong relationships with internal stakeholders across various departments
Lead the end-to-end process of developing new credit strategies
Design and execute champion/challenger tests and other experimental designs

What we offer

Extensive on-the-job training and exposure to senior leaders
Traditional learning opportunities
Chance to give back and make a positive impact through volunteerism
Resources to meet unique needs
Empowerment to make healthy decisions
Support for managing financial well-being and planning for future

Fulltime

Quantitative Portfolio Engineer

Fidelity Investments

Location:
United States , Boston

Category:
Finance

Contract Type:
Not provided

Salary:

Job Description:

Job Responsibility:

Requirements:

Nice to have:

Additional Information:

Job Posted:
April 22, 2026

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