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Entrylevel Quant Finance Jobs (NOW HIRING)

Tecolote Research

Entry Level Analyst

Washington, DC · On-site

$55K - $75K/yr

... financial analysis, cost analysis and budget formulation. Successful candidates will have excellent communication, quantitative, research, and analytical skills. Responsibilities Data Analytics

PDT Partners

Quantitative Researcher

New York, NY · On-site

$190K - $250K/yr

Experience Required: Entry-level (PhD Program) or Experienced (Postdoc, Faculty, Scientific Lab ... In our research-driven approach to the financial markets, our Chief Scientist oversees the group ...

PDT Partners

Quantitative Researcher

New York, NY · Hybrid

$190K - $250K/yr

Experience Required: Entry-level (PhD Program) or Experienced (Postdoc, Faculty, Scientific Lab ... In our research-driven approach to the financial markets, our Chief Scientist oversees the group ...

CenCore LLC

Finance / FP&A Associate

Springville, UT · On-site

Description CenCore is seeking an entry-level Finance / FP&A Associate to support budgeting ... Strong analytical, problem-solving, and quantitative skills. * Strong organizational skills and ...

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Entrylevel Quant Finance information

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$98K

$169.7K

$259.5K

How much do entrylevel quant finance jobs pay per year?

As of Sep 2, 2026, the average yearly pay for entrylevel quant finance 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.
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Entrylevel Quant Finance jobs near you
Infographic showing various Entrylevel Quant Finance job openings in the United States as of August 2026, with employment types broken down into 94% Full Time, 4% Part Time, and 2% Contract. Highlights an 83% Physical, 6% Hybrid, and 11% Remote job distribution, with an average salary of $169,729 per year, or $81.6 per hour.

Algorithmic Trading Analyst

BestEx Research

Stamford, CT • On-site

Full-time

Posted 7 days ago

Job description

BestEx Research is a financial technology and research firm specializing in building sophisticated execution algorithms and transaction cost modeling tools servicing multiple asset classes. The firm provides high-performance algorithmic execution services to hedge funds, CTAs, asset managers, and banks through a traditional electronic broker and in a broker-neutral Software as a Service (SaaS) model.
Its cloud-based platform, Algo Management System (AMS), is the first end-to-end algorithmic trading solution for equities and futures that delivers an entire ecosystem around execution algorithms, including Transaction Cost Analysis (TCA), Strategy Studio for algorithm customization, trading dashboards, and pre-trade analytics in a single platform. The platform is currently live across U.S., European, and Canadian equities and global futures markets.
BestEx Research is transforming a $100 billion industry by replacing traditional black-box execution with transparent, data-driven, and customizable algorithmic trading solutions. Our technology stack combines high-performance C++, Python, R, cloud infrastructure, and advanced quantitative research to build next-generation trading systems.
Our mission is to become the global leader in execution analytics and algorithmic trading while helping clients significantly reduce transaction costs across asset classes. Visit our website https://www.bestexresearch.com/ to learn more about our products, research, and mission.
Requirements
Description
We are seeking highly motivated and detail-oriented entry-level candidates to join our Stamford, CT team as Algorithmic Trading Analysts. This role is a foundational position within our electronic trading organization, designed for candidates who want to build deep expertise at the intersection of market structure, algorithmic execution, trading technology, and software development.
In this role, you will work closely on a variety of projects alongside our trading desk, quant and engineering teams to build and improve various aspects of our global multi-asset algorithmic trading platform.
Over time, you will have the opportunity to build expertise in one of several different front office roles focused on quant research, product management or client coverage.
Specifically, You Will:
  • Develop a strong working knowledge of market structure and electronic trading behavior in several asset classes and regions.
  • Learn how algorithmic execution strategies, routing logic, and trading systems underneath them actually work.
  • Learn to evaluate algorithm performance across clients and strategies using statistical analysis and data visualization.
  • Gain experience testing and supporting our trading product.
  • Build fluency in product planning, prioritization, and cross-functional communication across trading, technology, and client teams
  • Develop communication and presentation skills for internal and client-facing interactions.
  • Develop working knowledge of Global Equities and Futures market structure, and how electronic trading behavior differs across regions and asset classes

Requirements
  • Bachelor's, Masters or PhD in Computer Science, Engineering, Finance, Quantitative Finance, Mathematics, Statistics, Data Science or a related quantitative discipline
    Strong foundation in probability, statistics and data analysis.
  • Strong analytical mindset and problem-solving skills with high attention to details
  • Working knowledge of Python/R and SQL
  • Excellent written and verbal communication skills
  • Collaborative, proactive attitude with a strong sense of ownership and desire to learn in a fast-paced trading environment
  • Willingness to work in person daily in our office in Stamford, CT

Apply