Quant jobs / Fidelity Investments

Quant Manager – Systematic Trading Platform

A quant leadership role in Fidelity Capital Markets, leading research behind the systematic trading and analytics platform. You build models and execution algorithms for equity and fixed income brokerage clients.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Research and build predictive models that improve execution quality
Assess how retail execution and trading algorithms perform
Build custom trading algorithms for clients with product and technology teams
Work with order flow and electronic trading consultants to engage clients
Coach junior quants and move analysis into production

What they ask for

Required

Predictive modelling
Optimisation techniques
Python or KDB/q
Execution algorithm evaluation
Production model development
Series 7, 57 and 63 licences

Education: Master's in engineering, computer science, applied maths or another quantitative discipline
Experience: Experienced; exact years not stated
Languages and tools: Python
KDB+/q
Markets: equities, fixed-income

How to prepare

Build a model that predicts short-term price impact or fill probability from public tick data
Evaluate a simple execution algorithm (TWAP/VWAP) against benchmarks
Learn KDB+/q basics for handling tick data
Study equity and fixed income market structure and best-execution rules

What to study

The HFT Quantitative Researcher roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Fidelity Investments’s site before applying: requirements, location and pay can change after we check them.

View the posting on Fidelity Investments’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Fidelity Investments and doesn’t handle applications.