DeFi Quant Developer

As a DeFi Quant Developer at Fidelity Investments, you will conduct deep research on protocols, primitives, and on-chain strategies using advanced scientific modelling, machine learning, and quantitative methods. You'll design, develop, and implement core quantitative research infrastructure, bringing an engineering mindset to deliver sophisticated projects that help identify edges in the DeFi marketplace. Note: Fidelity will not provide immigration sponsorship for this position.

What you'll do

• Conduct in-depth research on financial data and emerging DeFi infrastructure to identify exploitable patterns, trends, and yield-generating opportunities
• Utilize quantitative techniques, machine learning, and data science methods to process large financial datasets
• Collaborate with quant researchers and DeFi analysts to turn research findings into actionable insights
• Design, implement, and maintain quantitative models for various use cases
• Research, evaluate, and explore risk management and optimization algorithms
• Develop software in Python and other programming languages that processes, analyzes, and predicts market behaviour
• Continuously retrain and backtest models based on market performance and new data
• Work closely with quantitative researchers, technologists, and stakeholders to integrate DeFi strategies into the broader research framework
• Participate in regular meetings, code sharing, and cross-functional collaboration to ensure alignment between research and business objectives

What you bring

• 3-5 years of experience in digital assets, DeFi, fintech, crypto-native organizations, research firms, or a related field
• BSc, MSc, or PhD degree in Mathematics, Physics, Computer Science, or another quantitative field
• Existing knowledge of public blockchains and DeFi protocols such as DEXs, lending, or derivatives platforms
• Strong Python programming skills and experience with libraries like Pandas, Numpy, and Scikit-Learn
• Working knowledge of machine learning principles, classification models, time series regression, and stochastic calculus
• Understanding of relational database concepts and experience writing SQL queries
• Working knowledge of Git
• Strong written and verbal communication skills
• Comfort working independently while collaborating across teams

Nice to have

• Background or experience in algorithmic trading
• Familiarity with programming in Rust

What we offer

• Base salary range of $97,000-$185,000 USD per year, with placement varying based on job responsibilities, geographic location, relevant experience, and other factors
• Bonus or other variable compensation depending on position and eligibility
• Comprehensive health care coverage and emotional well-being support
• Market-leading retirement benefits
• Generous paid time off and parental leave
• Charitable giving employee match program
• Educational assistance including student loan repayment, tuition reimbursement, and learning resources
• Fidelity is transitioning to a full-time onsite working model through a phased rollout; onsite expectations vary by role and location

About Fidelity Investments

Fidelity Digital Assets, a subsidiary of Fidelity Investments, provides institutional-grade digital asset services including secure custody, integrated trading, and 24/7 support for institutional investors, as well as retail crypto offerings through the Fidelity Investments app and website. The team aids in building out Fidelity Digital Assets' capabilities in decentralized finance and expanding technical blockchain and DeFi ecosystem expertise, influencing new product development and research initiatives.