Fidelity Investments in Chicago seeks a Principal Quantitative Developer to design and maintain risk analytics platforms for portfolios and derivatives. You will develop Python- and SQL-based analytics, validate models, and support VaR and stress testing across liquid and alternative investments.
You will collaborate with risk managers and portfolio teams to deliver data-driven solutions, build dashboards with Power BI, and ensure data quality for regulated reporting in an onsite working
#J-18808-LjbffrSenior Quantitative Risk Developer - Portfolio & Derivatives in chicago at Unknown Company
This position is listed as full time and onsite.