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Hedge Fund Quant Jobs (NOW HIRING)

Larry Paulson

Equity Derivatives Quant

Manhattan, NY · On-site

Equity Derivatives Quant | Hedge Fund - NY Base up to 300k + bonuses We are looking to speak with strong Equity Derivatives Quants for a hedge fund opportunity. Relevant backgrounds: • Equity ...

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Northern Trust

Hedge Fund Risk Manager

Chicago, IL

$80K - $133K/yr

Conduct risk-focused due diligence on hedge fund managers * Evaluate strategy risk, leverage ... Strong analytical and quantitative skills * Ability to interpret limited transparency data

Northern Trust

Hedge Fund Risk Manager

Chicago, IL · On-site

$80K - $133K/yr

Conduct risk-focused due diligence on hedge fund managers * Evaluate strategy risk, leverage ... Strong analytical and quantitative skills * Ability to interpret limited transparency data

Northern Trust

Hedge Fund Risk Manager

Chicago, IL · On-site

$80K - $133K/yr

Conduct risk-focused due diligence on hedge fund managers * Evaluate strategy risk, leverage ... Strong analytical and quantitative skills * Ability to interpret limited transparency data

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Hedge Fund Quant information

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$98K

$169.7K

$259.5K

How much do hedge fund quant jobs pay per year?

As of Jul 3, 2026, the average yearly pay for hedge fund quant 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 Hedge Fund Quant job?

A Hedge Fund Quant (Quantitative Analyst) develops mathematical models and algorithms to analyze financial data, identify trading opportunities, and manage risk. They use programming, statistics, and financial theory to build predictive models for asset pricing, portfolio optimization, and algorithmic trading. Quants typically work with large datasets and employ machine learning or statistical methods to optimize investment strategies. Strong proficiency in programming languages like Python, C++, or R is essential. Their work helps hedge funds gain a competitive edge in financial markets through data-driven decision-making.

How much do hedge fund quants make?

Hedge fund quants typically earn a base salary ranging from $100,000 to $200,000 annually, with total compensation often exceeding $1 million when including bonuses and profit sharing. Compensation varies based on experience, performance, and the size of the fund, and many quants also receive bonuses tied to fund performance. Advanced skills in mathematics, programming, and finance are essential for high earnings in this role.

Is 40 too old to become a quant?

Hedge fund quants typically have strong backgrounds in mathematics, programming, and finance, and age is not a strict barrier to entering the field. Many professionals transition into quant roles later in their careers by acquiring relevant skills through advanced degrees, certifications, or self-study, making age less relevant than technical expertise and experience.

What are the key skills and qualifications needed to thrive in the Hedge Fund Quant position, and why are they important?

To thrive as a Hedge Fund Quant, you need advanced quantitative skills, a solid foundation in mathematics or statistics, and typically a graduate degree in a quantitative field. Proficiency with programming languages such as Python, R, or C++, as well as familiarity with statistical modeling tools and financial data platforms, is essential. Strong analytical thinking, attention to detail, and effective communication skills help you collaborate with portfolio managers and explain complex models. These abilities are critical for developing robust trading strategies, identifying market opportunities, and contributing to a competitive edge within a dynamic financial environment.

Does JP Morgan hire quants?

JP Morgan hires quantitative analysts and researchers, often referred to as quants, for roles in its investment banking, asset management, and trading divisions. These positions typically require strong skills in mathematics, programming, and financial modeling, and may involve working with tools like Python, R, or MATLAB. The firm values advanced degrees and relevant experience in quantitative finance or related fields.

What are the typical daily responsibilities of a Hedge Fund Quant?

As a Hedge Fund Quant, your day-to-day responsibilities often include researching and developing quantitative trading models, analyzing large datasets, and backtesting investment strategies. You will also monitor model performance, refine algorithms based on real-world results, and work closely with portfolio managers and traders to implement your findings. Many roles require you to stay updated on market trends and rapidly adapt strategies in response to new data. Collaboration with other quants and IT teams is common to ensure that models are both accurate and efficiently integrated into the firm’s trading systems. This dynamic work environment offers continual learning and opportunities for significant professional growth.

Do hedge funds hire quants?

Hedge funds frequently hire quantitative analysts, or quants, to develop trading algorithms, model market data, and manage risk. Quants typically have strong backgrounds in mathematics, programming, and finance, and often use tools like Python, R, or MATLAB. These roles are competitive and require relevant experience or advanced degrees in quantitative fields.
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Hedge Fund Quant jobs near you
Infographic showing various Hedge Fund Quant job openings in the United States as of June 2026, with employment types broken down into 16% As Needed, 55% Full Time, 1% Part Time, 1% Temporary, and 27% Contract. Highlights an 91% Physical, 4% Hybrid, and 5% Remote job distribution, with an average salary of $169,729 per year, or $81.6 per hour.
Global Head of Hedge Fund Partnerships & Strategy

Global Head of Hedge Fund Partnerships & Strategy

VAST Data

Manhattan, NY • On-site

Full-time

Posted 28 days ago

Job description

Description
VAST Data is seeking a Global Head of Hedge Fund Strategy & Partnerships to build and lead our hedge fund practice worldwide. This is a unique opportunity for a highly connected industry leader who understands the hedge fund ecosystem and has deep relationships across quantitative funds, multi-strategy platforms, systematic trading firms, discretionary funds, and the broader financial technology landscape.
This role is not a direct sales position. Instead, you will serve as the strategic bridge between the hedge fund industry and VAST's product, engineering, field, and executive leadership teams.
You will be responsible for creating VAST's hedge fund strategy from the ground up-developing executive relationships, identifying market opportunities, influencing product direction, establishing industry credibility, enabling field teams, and building the foundation for a future team and practice.
The Role
Build the Hedge Fund Practice
  • Define and execute VAST's global hedge fund strategy
  • Establish VAST as a trusted infrastructure and AI platform partner within the hedge fund community
  • Develop a long-term roadmap for expanding VAST's presence across the world's leading hedge funds
  • Build the foundation for a future team focused on financial services and hedge fund engagement

Develop Executive Relationships
  • Build and maintain senior relationships with CIOs, CTOs, Heads of Infrastructure, Quantitative Research leaders, Data Platform leaders, and Engineering executives across the hedge fund ecosystem
  • Create introductions and strategic engagement opportunities between hedge fund leaders and VAST executives
  • Serve as a trusted advisor to both customers and internal stakeholders

Drive Market Intelligence & Strategy
  • Identify emerging trends, workload requirements, benchmarking needs, and technology priorities across the hedge fund industry
  • Translate customer insights into actionable recommendations for Product Management, Engineering, and Executive Leadership
  • Help define the capabilities, integrations, and performance benchmarks required to accelerate adoption within hedge funds

Enable Internal Teams
  • Educate VAST sales, solutions engineering, product, and executive teams on hedge fund market dynamics
  • Develop industry-specific messaging, plays, competitive positioning, and engagement strategies
  • Partner with field teams to accelerate opportunities and expand existing hedge fund relationships

Create Industry Presence
  • Build and execute a hedge fund-focused events and engagement strategy
  • Represent VAST at industry conferences, executive forums, customer roundtables, and private networking events
  • Develop strategic relationships with influential industry participants, partners, consultants, and advisors

Requirements
  • 10+ years of experience working with or selling into hedge funds, quantitative trading firms, asset managers, or financial services organizations
  • Deep network of executive relationships across the hedge fund ecosystem
  • Proven ability to build strategic programs, partnerships, or industry practices from the ground up
  • Strong understanding of data infrastructure, AI infrastructure, HPC, quantitative research environments, or large-scale analytics platforms
  • Experience influencing product strategy and working cross-functionally with engineering and product organizations
  • Exceptional executive communication and relationship-building skills
  • Ability to operate independently while influencing senior stakeholders across a rapidly growing organization

Preferred Experience
  • Former hedge fund technology, infrastructure, engineering, data platform, or quantitative research leader
  • Experience in strategic alliances, industry partnerships, business development, or market development roles
  • Prior experience with AI infrastructure, high-performance computing, large-scale storage, data platforms, or cloud infrastructure
  • Experience building and scaling industry-specific practices or centers of excellence

Apply