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Buy Side Quantitative Developer Jobs (NOW HIRING)

Bloomberg LP

Quant Analyst - Market Risk

New York, NY · On-site

... Engineering, or Quantitative Finance * Work experience at VP level or above (4+ years) at a Market Risk modeling team of a buy-side or sell-side institution, or at the equivalent level at a vendor

Bloomberg

Quant Analyst - Market Risk

Manhattan, NY · On-site

... Engineering, or Quantitative Finance * Work experience at VP level or above (4+ years) at a Market Risk modeling team of a buy-side or sell-side institution, or at the equivalent level at a vendor

Socket.dev

Account Executive, Buy-Side

Manhattan, NY · On-site

The Role CMG is seeking a Buy-Side Account Executive to join a rapidly growing commercial team ... Engineering functions. As a leading FinTech looking to deliver innovation to the equity capital ...

SIG Susquehanna

Overview As a quantitative strategy developer, you'll work in a computationally intensive role that ... You'll work on the desk side by side with senior developers who understand the nuances of building ...

Quality Ai

US About the Role This is a quantitative research role in the buy-side sense of the word. You will ... Graduate degree in statistics, financial engineering, econometrics, mathematics,physicsor a ...

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Buy Side Quantitative Developer information

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$98K

$169.7K

$259.5K

How much do buy side quantitative developer jobs pay per year?

As of Sep 12, 2026, the average yearly pay for buy side quantitative developer in the United States is $169,729.00, according to ZipRecruiter salary data. Most workers in this role earn between $134,500.00 and $199,000.00 per year, depending on experience, location, and employer.

What is a buy side quantitative developer?

A Buy Side Quantitative Developer is a technology professional who designs, develops, and maintains quantitative models and software tools for investment firms such as hedge funds, asset managers, and pension funds. Their primary responsibilities involve implementing algorithms that analyze large data sets, create trading strategies, and help portfolio managers make informed investment decisions. Unlike sell side roles, which focus on providing services to clients, buy side quant developers work directly with firms investing their own or client capital. Strong skills in programming, mathematics, and finance are essential for this position.

What are the key skills and qualifications needed to thrive as a buy side quantitative developer, and why are they important?

To thrive as a Buy Side Quantitative Developer, you need a strong background in mathematics, statistics, programming (often Python, C++, or Java), and a relevant degree such as computer science, math, or engineering. Familiarity with financial data platforms, quantitative modeling tools, and version control systems like Git is typically required, and advanced certifications like CFA or FRM can be advantageous. Exceptional problem-solving abilities, teamwork, and effective communication distinguish top performers in this role. These skills enable the development of robust trading strategies and facilitate seamless collaboration in fast-paced investment environments where accuracy and innovation drive performance.

What are some common challenges buy side quantitative developers face when integrating new models into existing trading systems?

Buy Side Quantitative Developers often encounter challenges such as ensuring model compatibility with legacy systems, maintaining low-latency performance, and managing data quality across diverse sources. They must rigorously test new models to avoid unintended impacts on live trading and often collaborate closely with portfolio managers, traders, and IT teams to align model outputs with investment strategies. Staying updated with evolving technology stacks and regulatory requirements is also key to successful model integration.

What is the difference between Buy Side Quantitative Developer vs Quantitative Analyst?

AspectBuy Side Quantitative DeveloperQuantitative Analyst
Primary FocusDeveloping trading algorithms, infrastructure, and tools for investment strategiesAnalyzing data, building models, and generating investment insights
Work EnvironmentCollaborates closely with traders and developers in a fast-paced trading environmentWorks with research teams to inform investment decisions
Required SkillsProgramming, software development, quantitative modelingStatistical analysis, financial modeling, data analysis
Common UsageHired by hedge funds, asset managers, proprietary trading firmsEmployed by investment banks, asset management firms, research institutions

While both roles involve quantitative skills, Buy Side Quantitative Developers focus on building trading systems and infrastructure, whereas Quantitative Analysts primarily analyze data and develop models to inform investment decisions.

What are popular job titles related to Buy Side Quantitative Developer jobs?

For Buy Side Quantitative Developer jobs, the most frequently searched job titles are:

Infographic showing various Buy Side Quantitative Developer job openings in the United States as of September 2026, with employment types broken down into 2% As Needed, 70% Full Time, 22% Part Time, and 6% Contract. Highlights an 94% Physical, 1% Hybrid, and 5% Remote job distribution, with an average salary of $169,729 per year, or $81.6 per hour.

Quant Analyst - Market Risk

New York, NY • On-site

Bloomberg LP
Finance and Insurance • 10K+ employees
Learn more about Bloomberg LPexternal

Full-time

Medical, Dental, Vision, Life, Retirement, PTO

Posted 23 days ago

Key responsibilities

  • Research, design, prototype, implement, test, document and support statistical, machine-learning, and econometric Market Risk models

  • Support the integration and release of quant code into production systems in collaboration with Model Validation and Engineering partners

  • Communicate modeling concepts and assumptions to external clients, product managers, sales, risk product support, and engineering teams

Bloomberg rating

9.4

Company rating: 9.4 out of 10

Based on 11 frontline employees who took The Breakroom Quiz

Job description

Quant Analyst - Market Risk
Location
New York
Business Area
Product
Ref #
10053364
Description & Requirements
Bloomberg's Quantitative Analytics team is responsible for the design and implementation of modeling analytics that support client pricing and risk management solutions for financial products across the entire suite of Bloomberg products and services, including its terminal with 300,000+ clients, trading system solutions, buy- and sell-side enterprise risk management, and derivatives valuation services. These models include those for pricing derivative products across all major asset classes, including market data; counterparty credit, XVA and initial margin; Value-at-Risk and other Market Risk metrics; Credit Risk models, and Climate Risk models. The team has two recent Risk Quant of the Year winners and is dedicated both to novel research as well as efficient model delivery through modern C++ and Python libraries.
Within the Quantitative Analytics team, the Quantitative Market and Liquidity Risk Analytics group ("QMLRA") is responsible for all market and liquidity risk related modeling. This includes, but is not limited to, stress testing, including modelling of various stress scenarios for cash and derivatives portfolios, VaR, stressed VaR and various tail-risk measures, regulatory capital calculations, CCAR scenarios, FRTB, SIMM, and liquidity Assessment. The group is responsible for model research and development, as well as model deployment into production in collaboration with our Model Validation, Engineering, and Product Manager partners.
The QMLRA group has an open position in New York for an experienced Market Risk quantitative analyst to support our growing client business. The candidate will be responsible for researching, and prototyping models, documenting models, planning project execution, and coordination of team members.
We will trust you to:
  • Research, design, prototype, implement, test, document and support statistical, machine-learning, and econometric Market Risk models
  • Support the integration and release of quant code into production systems in association with our Model Validation and Engineering partners
  • Communicate modeling concepts and assumptions to external clients, product managers, sales, the risk product support unit, and engineering teams. This includes writing technical documentation and delivering presentations to a variety of audiences
  • Assist the QMLRA Team Leader with Market Risk project management. This includes coordination of fellow team members as well as collaboration with Engineering, Product Managers, and Model Validation partners
  • Maintain Market Risk methodology thought leadership. The Quant Analytics team sometimes publishes research papers in academic and industry journals

You will need to have:
  • Ph.D. or equivalent experience in a quantitative field such as Mathematics, Statistics, Physics, Engineering, or Quantitative Finance
  • Work experience at VP level or above (4+ years) at a Market Risk modeling team of a buy-side or sell-side institution, or at the equivalent level at a vendor
  • Hands-on experience in Market Risk modeling, understanding of risk measures, familiarity with financial products and derivatives (expertise needed in at least two asset classes), along with fluency in the relevant regulatory and non-regulatory Market Risk calculations
  • Knowledge of probability theory and stochastic processes, probabilistic and machine learning techniques, statistical estimation and testing, Monte Carlo methods, numerical analysis, and linear algebra
  • Experience with Natural Language Processing modeling techniques, e.g. Sentiment Analysis, Topic Modeling, Text Classification, Semantic Analysis, and Named Entity Recognition. Proficiency with agentic modeling is a bonus
  • Proven C++ and Python programming and software engineering skills. This includes code design, implementation, testing and production release, as well as working knowledge of common data science libraries
  • Hands-on experience in project management, execution and delivery, and communications with internal and external stakeholders and clients

We would love to see:
  • Strong oral and written communication skills. You enjoy working in teams with other quants, engineers, and product managers
  • Passion about the Capital Markets, Finance, and Economics
  • High-level of intellectual curiosity and demonstrated capability to generate new and interesting approaches to solving complex problems

Salary Range = 155,000 - 285,000 USD Annual + Benefits + Bonus
The referenced salary range is based on the Company's good faith belief at the time of posting. Actual compensation may vary based on factors such as geographic location, work experience, market conditions, education/training and skill level.
We offer one of the most comprehensive and generous benefits plans available and offer a range of total rewards that may include merit increases, incentive compensation (exempt roles only), paid holidays, paid time off, medical, dental, vision, short and long term disability benefits, 401(k) +match, life insurance, and various wellness programs, among others. The Company does not provide benefits directly to contingent workers/contractors and interns.
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About Bloomberg

Sourced by ZipRecruiter

Bloomberg runs on data. As the Data Management & Analytics team within Engineering, we support our organization's needs around managing data efficiently. The vision of the team is to build solutions that drive data quality, data dictionary, data stewardship, data lineage, reference, and master data management across various data domains (prospect, customer, vendor, material etc.). We partner with business teams across the organization in addressing their data needs and ultimately helping run business operations efficiently and make improved decisions.

Industry

Finance and insurance

Company size

10,000+ Employees

Headquarters location

New York, NY, US

Year founded

1981

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