ZipRecruiter

Log In

1

Algorithmic Execution Quant Jobs in Iselin, NJ (NOW HIRING)

Gauntlet

Quant Developer

New York, NY · On-site +1

  • Medical

  • Dental

  • Vision

  • PTO

Optimize strategies: signals research, execution optimization, gas-aware rebalancing across tokens ... A track record of building quantitative systems that run in production - algorithmic trading ...

Nomura International

ED- Senior Platform Sales

Manhattan, NY · On-site

$230K - $300K/yr

  • Medical

  • Retirement

  • PTO

... funds, and quantitative trading firms. This senior sales professional will be responsible for ... S. equity markets, trading workflows, algorithmic execution, and institutional investment processes.

Nomura International

ED- Senior Platform Sales

Manhattan, NY

$230K - $300K/yr

  • Medical

  • Retirement

  • PTO

... funds, and quantitative trading firms. This senior sales professional will be responsible for ... S. equity markets, trading workflows, algorithmic execution, and institutional investment processes.

previous page

Showing results 41-60

All JobsAlgorithmic Execution Quant JobsAlgorithmic Execution Quant Jobs in Iselin, NJ

Algorithmic Execution Quant information

See Iselin, NJ salary details

$53.3K

$121K

$199.5K

How much do algorithmic execution quant jobs pay per year?

As of Aug 16, 2026, the average yearly pay for algorithmic execution quant in Iselin, NJ is $121,012.00, according to ZipRecruiter salary data. Most workers in this role earn between $79,700.00 and $154,900.00 per year, depending on experience, location, and employer.

What is the difference between Algorithmic Execution Quant vs Quantitative Trader?

AspectAlgorithmic Execution QuantQuantitative Trader
Primary FocusDeveloping and implementing algorithms for trade execution to minimize market impactCreating trading strategies to generate alpha and profit from market movements
Work EnvironmentQuantitative research teams, trading desks, technology-drivenTrading floors, portfolio management teams, research departments
Required SkillsProgramming, market microstructure, execution algorithmsQuantitative modeling, market analysis, strategy development

While both roles involve quantitative skills, an Algorithmic Execution Quant specializes in optimizing trade execution processes, whereas a Quantitative Trader focuses on developing strategies to generate profits. The roles often collaborate but serve different functions within trading firms.

What are the key skills and qualifications needed to thrive as an algorithmic execution quant, and why are they important?

To thrive as an Algorithmic Execution Quant, you need a strong background in quantitative analysis, programming (often in Python or C++), and a solid understanding of financial markets, typically supported by an advanced degree in a quantitative discipline. Proficiency with statistical modeling tools, trading platforms, and market data systems, as well as familiarity with technologies like FIX protocol, is crucial. Strong problem-solving ability, attention to detail, and effective communication help you collaborate across trading, research, and technology teams. These skills are essential for designing, optimizing, and maintaining robust trading algorithms that achieve best execution and mitigate risk in fast-moving markets.

What are some common challenges faced by algorithmic execution quants when developing and deploying trading algorithms?

Algorithmic Execution Quants often encounter challenges such as adapting strategies to rapidly changing market conditions, managing latency and slippage, and ensuring compliance with regulatory requirements. They must also balance the need for innovation with the necessity for robust risk controls and system reliability. Collaboration with traders, developers, and risk managers is essential to refine algorithms and ensure they perform optimally in live trading environments.

What does an algorithmic execution quant do?

An Algorithmic Execution Quant is responsible for designing, developing, and optimizing algorithms that execute large financial trades efficiently and at minimal cost. They analyze market microstructure, create models to predict market impact, and work closely with traders and engineers to implement these strategies in real-time trading systems. Their work is essential in minimizing transaction costs and improving trade execution quality for their firm.

What are popular job titles related to Algorithmic Execution Quant jobs in Iselin, NJ?

For Algorithmic Execution Quant jobs in Iselin, NJ, the most frequently searched job titles are:

What job categories do people searching Algorithmic Execution Quant jobs in Iselin, NJ look for?

The top searched job categories for Algorithmic Execution Quant jobs in Iselin, NJ are:

What cities near Iselin, NJ are hiring for Algorithmic Execution Quant jobs?

Cities near Iselin, NJ with the most Algorithmic Execution Quant job openings:

Algorithmic Execution Quant jobs near you

GBM - Quantitative Dev/Strat - Systematic Rates Trading, New York

Goldman Sachs, Inc.

New York, NY • On-site

Full-time, Part-time

Re-posted 10 days ago

Goldman Sachs rating

8.3

Company rating: 8.3 out of 10

Based on 27 frontline employees who took The Breakroom Quiz

47th of 171 rated banks

Job description


Quant Dev/Strat - Systematic Rates Trading
Desk Overview
The Systematic Rates Trading desk sits at the intersection of quantitative research, technology, and market-making execution. The team is responsible for overseeing the systematic trading, pricing, and risk management frameworks for global Rates products (including government bonds, interest rate swaps, and futures). We design, build, and manage real-time pricing engines, algorithmic hedging systems, and execution platforms that operate at scale in highly liquid and volatile markets.
Role Description
This is a high-impact, front-office seat designed for a strong Quantitative Developer / Strat who is a self-driven, highly motivated independent thinker. In this role, you will not just implement pre-defined models; you will actively drive the end-to-end development of trading algorithms, market-making logic, and portfolio optimization tools.
We are looking for an individual who takes a high amount of ownership over their work, from initial exploratory data analysis to production-grade deployment. You will collaborate closely with traders and quantitative researchers to optimize execution, analyze market microstructure, and build robust, high-performance systems where code quality directly impacts desk P&L.
Responsibilities
  • Algorithm Development: Design, develop, and optimize systematic trading algorithms, market-making logic, and real-time algorithmic hedging systems.
  • Exploratory Data Analysis (EDA): Conduct rigorous data analysis on massive, high-frequency market datasets to identify pricing anomalies, refine trading signals, and improve execution strategies.
  • Market Microstructure & TCA: Analyze Rates market microstructure and build sophisticated Transaction Cost Analysis (TCA) frameworks to minimize slippage, model market impact, and optimize execution performance.
  • Portfolio Optimization: Implement and refine mathematical models for portfolio optimization, risk allocation, and real-time risk management.
  • System Architecture & Performance: Design and maintain the high-performance, low-latency trading infrastructure and data pipelines powering the systematic Rates business.
  • End-to-End Ownership: Proactively identify technical bottlenecks, propose architectural improvements, and take full responsibility for the reliability and scalability of the trading stack.

Who We Look For
We are seeking an exceptional software engineer and quantitative thinker with a "builder" mindset. You should thrive in a fast-paced, collaborative trading floor environment where you are expected to work independently, think critically, and take complete ownership of your projects.
Basic Qualifications
  • Education: Bachelor's, Master's, or PhD in Computer Science, Computer Engineering, Financial Engineering, Mathematics, or a related quantitative field.
  • Core Languages: Expert-level proficiency in C++ or Java (for high-performance, low-latency systems) and Python (for data analysis, prototyping, and scripting).
  • CS Fundamentals: Strong foundation in data structures, algorithms, systems programming, and concurrent/multi-threaded application design.
  • Engineering Best Practices: Deep understanding of the software development lifecycle, including version control (Git), CI/CD pipelines, testing frameworks, and performance profiling.
  • Problem Solving: Exceptional debugging skills and the ability to navigate complex, distributed systems under time-sensitive, live-trading conditions.

Preferred Qualifications
  • Domain Knowledge: Strong understanding of Rates products (Treasuries, Swaps, Futures), yield curve modeling, and fixed-income analytics.
  • Industry Experience: Prior experience working as a Quant Developer, Strat, or Software Engineer on a systematic trading desk, market-making team, or high-frequency trading (HFT) firm.
  • Data Engineering: Experience building and maintaining large-scale time-series databases (e.g., KDB+/q, SQL) and ETL pipelines.
  • Quantitative Skills: Familiarity with statistical modeling, optimization techniques, and machine learning libraries in Python.

Salary Range
The expected base salary for this New York, NY, United States-based position is $150000-$225000. In addition, you may be eligible for a discretionary bonus if you are an active employee as of fiscal year-end.
Benefits
Goldman Sachs is committed to providing our people with valuable and competitive benefits and wellness offerings, as it is a core part of providing a strong overall employee experience. A summary of these offerings, which are generally available to active, non-temporary, full-time and part-time US employees who work at least 20 hours per week, can be found here.

What Goldman Sachs employees say

Pay

Benefits

Hours and flexibility

Workplace

Get the full story on Breakroom

Goldman Sachs logo

About Goldman Sachs

Sourced by ZipRecruiter

At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs.

Industry

Finance and insurance

Company size

10,000+ Employees

Headquarters location

New York, NY, US

Year founded

1869

View All Goldman Sachs Jobs

Apply