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Head Of Quantitative Equity Strategy information

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$55.5K

$124.7K

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How much do head of quantitative equity strategy jobs pay per year?

As of Sep 12, 2026, the average yearly pay for head of quantitative equity strategy in the United States is $124,659.00, according to ZipRecruiter salary data. Most workers in this role earn between $90,000.00 and $157,500.00 per year, depending on experience, location, and employer.

What is a head of quantitative equity strategy?

A Head of Quantitative Equity Strategy is a senior professional responsible for leading the development and implementation of quantitative methods to guide equity investment decisions. They oversee the creation and management of mathematical models and algorithms used to analyze stocks and portfolios. This role involves collaborating with portfolio managers, researchers, and technology teams to identify market opportunities, manage risks, and optimize performance. Additionally, they play a key part in setting the strategic direction for the firm's quantitative equity initiatives.

What are the key skills and qualifications needed to thrive as a head of quantitative equity strategy?

To excel as a Head Of Quantitative Equity Strategy, you need advanced quantitative analysis skills, a deep understanding of financial markets, strong programming abilities, and typically a graduate degree in finance, mathematics, or a related field. Expertise with statistical software, programming languages like Python or R, and portfolio management systems is essential, along with relevant certifications such as CFA or FRM. Strategic leadership, strong communication, and the ability to collaborate across teams are critical soft skills that set top performers apart. These capabilities are crucial to developing robust investment strategies, driving team performance, and delivering consistent results in a competitive, data-driven environment.

How does the head of quantitative equity strategy typically collaborate with other teams within an investment firm?

The Head of Quantitative Equity Strategy works closely with portfolio managers, data scientists, risk management, and technology teams to develop and refine systematic investment strategies. Regular collaboration involves sharing quantitative insights, aligning on investment objectives, and integrating new data sources or analytical tools. Effective communication and cross-functional meetings are essential to ensure strategies are robust, scalable, and compliant with regulatory standards. This collaborative environment fosters innovation and helps align the quantitative team's work with the firm's broader investment goals.

What are popular job titles related to Head Of Quantitative Equity Strategy jobs?

For Head Of Quantitative Equity Strategy jobs, the most frequently searched job titles are:

Infographic showing various Head Of Quantitative Equity Strategy job openings in the United States as of August 2026, with employment types broken down into 91% Full Time, 6% Part Time, and 3% Contract. Highlights an 80% Physical, 5% Hybrid, and 15% Remote job distribution, with an average salary of $124,659 per year, or $59.9 per hour.

Quantitative Fixed Income Researcher

Los Angeles, CA • On-site

The TCW Group
Finance and Insurance • 501 - 1,000 employees

$150K - $175K/yr

Full-time

Medical, Dental, Vision, Retirement, PTO

Re-posted 18 days ago


Job description

Position Summary
TCW Quantitative Research Team develops models, algorithms, and tools used to drive and support systematic and fundamental investment strategies. The team supports investment teams and traders across all asset classes to integrate data-driven insights and quantitative techniques into the investment process.
The Quantitative Fixed Income Researcher role is highly collaborative, working closely with senior quantitative researchers, the head of quantitative research to design, test, and implement models and investment strategies. By analyzing a diverse range of financial and economic data, the researcher leverages statistical, machine learning, and econometric techniques to enhance our investment process. The role partners closely with fixed-income investment teams to support investment thesis development and enhance alpha generation, while clearly communicating research findings to a wide range of stakeholders and staying current on relevant academic literature and market developments.
Essential Duties
  • Lead quantitative research on fixed-income products in private and public markets.
  • Thought partner to PMs and integrate research outputs into investment process
  • Enhance fixed-income aspects of TCW's multi-asset, multi-factor framework.
  • Own research streams end-to-end (idea → back tests → production → monitoring).
  • Review, challenge, and improve model assumptions, data quality, and robustness.
  • Set research priorities jointly with the head of quantitative research.
  • Contribute to research standards, documentation, and best practices.
  • Mentor and review work of junior quants.
  • Communicate complex quantitative results clearly to PMs, traders, risk, and leadership.

Required Qualifications
  • Deep experience in fixed income markets and instruments, both public and private.
  • Advanced training in Mathematics, Statistics, Physics, Computer Science, Econometrics, Finance, or another highly quantitative field. MSc or equivalent.
  • Minimum 5 years of work experience with fixed-income products with strong emphasis on quantitative methods.
  • Experience with factor models and portfolio optimization techniques in fixed income.
  • Extensive experience in coding in Python.

Professional Skills Qualifications
  • Experience within a quantitative hedge fund or asset manager highly desired; equivalently, sell-side fixed-income research with published research pieces.
  • Experience in modern version-controlled research environments, i.e. git and docker.
  • Familiarity with agentic coding (e.g. Claude Code or similar).
  • Strong knowledge of probability and statistical techniques (e.g. time-series, cross-sectional and panel regressions, CART models, ensemble learning, dynamic factor models, Monte Carlo methods, Copula models, GARCH/stochastic volatility models)

Desired Qualifications
  • Experience with private credit and securitized products would be a strong plus.
  • Expertise in the application of factor investing in fixed income would be a plus.

This role requires candidates to work from a TCW office a minimum of four days a week. Flexibility for remote work is offered on one day, depending on business needs.
Estimated Compensation:
Base Salary: For CA based position, the base salary range is $150k to $175k. This is an anticipated range only.
Other Compensation and Benefits: In addition to base salary, employees are eligible for a discretionary bonus and a comprehensive benefits package designed to support you and your family, invest in your health and wellbeing, and help build long-term financial security. Benefits include medical, dental, and vision coverage, retirement benefits, and paid time off. These benefits reflect our commitment to supporting the health, wellbeing, and long-term financial security of our employees and their families.
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