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Hedge Fund Quantitative Developer Jobs (NOW HIRING)

Point72

Fund Flow Quantitative Developer

Stamford, NY · On-site

Point72 is looking for a Quantitative Developer to join its Fund Flow Research team. The Fund Flow Group provides best in class flow and positioning indicators to help PMs, analysts, and traders ...

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$210.6K

$240.5K

How much do hedge fund quantitative developer jobs pay per year?

As of Jun 9, 2026, the average yearly pay for hedge fund quantitative developer in the United States is $210,625.00, according to ZipRecruiter salary data. Most workers in this role earn between $187,500.00 and $233,800.00 per year, depending on experience, location, and employer.

What are Hedge Fund Quantitative Developers?

Hedge Fund Quantitative Developers, often called 'quant devs,' are professionals who create and maintain complex computer models and software used by hedge funds to analyze financial data, develop trading strategies, and manage risk. They combine expertise in programming, mathematics, and finance to translate quantitative trading ideas into reliable, efficient code. Their work enables hedge funds to process large datasets, backtest strategies, and execute trades at high speeds. Quantitative developers often collaborate closely with quantitative analysts and traders to implement and optimize algorithms in real-time trading systems.

What is the difference between Hedge Fund Quantitative Developer vs Quantitative Analyst?

AspectHedge Fund Quantitative DeveloperQuantitative Analyst
Primary RoleDevelops and implements trading algorithms and models for hedge fundsAnalyzes data to inform trading strategies and risk management
Skills & CredentialsStrong programming, quantitative skills, often with advanced degrees in math, finance, or computer scienceQuantitative skills, statistical analysis, often with similar educational background
Work EnvironmentFast-paced hedge fund setting, collaborative with traders and developersResearch-focused, often in financial institutions or asset management firms

Hedge Fund Quantitative Developers focus on building and optimizing trading systems, while Quantitative Analysts primarily analyze data to support trading decisions. Both roles require strong quantitative skills and advanced degrees, but their day-to-day tasks and focus areas differ within the finance industry.

What are the key skills and qualifications needed to thrive as a Hedge Fund Quantitative Developer, and why are they important?

To thrive as a Hedge Fund Quantitative Developer, you need strong quantitative analysis skills, programming expertise (often in Python, C++, or Java), and a solid educational background in mathematics, statistics, or a related field. Familiarity with financial modeling, data analytics platforms, and version control systems like Git is typically required, along with experience using libraries such as NumPy, pandas, or TensorFlow. Exceptional problem-solving, adaptability, and effective communication skills help you stand out by collaborating with traders and other developers. These competencies are essential for developing robust trading algorithms, optimizing strategies, and ensuring successful integration within fast-paced financial environments.

What are some common challenges faced by Hedge Fund Quantitative Developers and how can I prepare for them?

Hedge Fund Quantitative Developers often encounter the challenge of balancing rapid prototyping with robust, production-level code, especially in fast-paced trading environments. You'll frequently need to collaborate with quants, traders, and IT teams to translate research ideas into scalable, efficient systems while ensuring data integrity and low-latency performance. Staying updated on the latest financial modeling techniques and mastering programming languages commonly used in the industry (such as Python, C++, or Java) can help you meet these demands. Additionally, being proactive about code reviews, testing, and documentation will set you apart in this highly collaborative and dynamic role.
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Hedge Fund Quantitative Developer jobs near you
Infographic showing various Hedge Fund Quantitative Developer job openings in the United States as of May 2026, with employment types broken down into 96% Full Time, 3% Part Time, and 1% Contract. Highlights an 80% Physical, 5% Hybrid, and 15% Remote job distribution, with an average salary of $210,625 per year, or $101.3 per hour.

Quantitative Macro Strat for a World Leading Hedge Fund

Quanta Search

Manhattan, NY • On-site

Other

Posted 3 days ago

Job description

Our client (a world leading hedge fund) seeks a Quantitative Macro Strat.
Responsibilities:
You will be involved in all facets of the investment process: portfolio design and refinement, creating and validating predictive hypotheses, expanding models to encompass more assets, and aiding in the conception of products employing these models.
Requirements:- Candidates must be graduates from top-tier universities and should have achieved top-class rankings. Technical majors (mathematics, computer science, physics, statistics, engineering, etc.) only.
- Proven expertise in using numerical and statistical methodologies to create robust trading indicators from market information, gained through experience in a buy-side company.

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