The Fixed Income & Derivatives Research team is responsible for developing and maintaining FactSet’s proprietary securities pricing models. We are a group of self-driven, articulate, and highly skilled professionals with a unique blend of quantitative and technical expertise.

Our work spans both expanding coverage to new instruments and refining existing models, providing end-to-end ownership of the development lifecycle. What we build has downstream impact across the organization - including engineering, product development, model validation, strategy, and sales - making our contributions both visible and critical.

As a Quantitative Researcher on the Derivatives team, you will play a key role in implementing and enhancing pricing models and the systems that support them - particularly those related to derivatives. This is a unique opportunity to join a growing team with a broad mandate and high visibility.

Example projects include:

• Researching, prototyping, and implementing support for new derivatives such as inflation caps/floors or exotic equity options
• Enhancing and maintaining existing models (e.g., swaptions, FX options)
• Collaborating with internal teams to improve CI/CD workflows
• Building quantitative services for internal and client-facing use

The ideal candidate will be eager to learn and thrive in a collaborative environment. Success on this team requires active participation and clear communication.

Requirements:

• Advanced degree in Science, Technology, Engineering, or Mathematics
• Programming experience in Python or Java

• Minimum of 1 year professional experience within quantitative finance

• Proven track record of successful project completion
• Strong analytical thinking and problem-solving skills
• Natural curiosity and creativity
• Effective communication skills, including the ability to explain technical concepts to non-technical audiences

Highly Desired:

• Experience in quantitative research/analysis, software engineering, data science, or machine learning
• Experience developing algorithms and optimizing/scaling performance-critical code
• Familiarity with Git, branching strategies, and repository management
• Understanding of service-oriented architecture
• Interest in learning financial concepts

What's In It For You

At FactSet, our people are our greatest asset, and our culture is our biggest competitive advantage. Being a FactSetter means:

• Contributing to a firm with over 40 years of consecutive growth, named a 2023 Best Place to Work by Glassdoor and led by a top-rated CEO Talent Champion.
• Support for your total well-being. This includes health, life, and disability insurance, as well as retirement savings plans and a discounted employee stock purchase program, plus paid time off for holidays, family leave, and companywide wellness days.
• Flexible work accommodations. We value work/life harmony and offer our employees a range of accommodations to help them achieve success both at work and in their personal lives.
• A global community dedicated to volunteerism, sustainability, and inclusivity, where collaboration is always encouraged, and individuality drives solutions.
• Career progression plans with dedicated time each month for learning and development.
• Employee-led Business Resource Groups that align with our DE&I strategy and are wholly supported by Executive Management.

Learn more about our benefits here.

Returning from a break?

We are here to support you! If you have taken time out of the workforce and are looking to return, we encourage you to apply and chat with our recruiters about our available support to help you relaunch your career.

At FactSet, we celebrate diversity of thought, experience, and perspective. We are committed to disrupting bias and a transparent hiring process. All qualified applicants will be considered for employment regardless of race, color, ancestry, ethnicity, religion, sex, national origin, gender expression, sexual orientation, age, citizenship, marital status, disability, gender identity, family status or veteran status. FactSet participates in E-Verify.

Salary is just one component of our compensation package and is based on several factors including but not limited to education, work experience, and certifications.