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Junior Algorithmic Trading Quant Jobs in California

Databento

Software Engineer (C++/C#)

San Francisco, CA · On-site +1

... other top quantitative firms. We're looking for a midlevel or senior IC to join our core ... An interest in financial data or algorithmic trading. Notice about phishing scams Be cautious of ...

Powerfull Electric

Be Seen First

Electrical Junior Estimator

Los Angeles, CA · On-site

$85K - $100K/yr

Maintain good, business-like relations with other trades, suppliers, contractors, and clients ... Excellent quantitative and analytical skills. * Be understanding of the electrical industry.

Tanius Technology

FTR Trader

Alamo, CA · On-site

This role involves actively trading congestion products across several ISO/RTO markets, performing ... You should be excited to analyze market dynamics, refine trade ideas, and guide junior members of ...

Pacific Life

Junior Portfolio Manager

Newport Coast, CA · On-site

Junior Portfolio Manager Providing for loved ones, planning rewarding retirements, saving enough ... trading activity and portfolio outcomes. * Partner with the Quantitative and Data Science Analyst ...

New

Leidos

Junior Signal Processing Engineer

San Diego, CA · On-site

$69K - $125K/yr

Develop, model, and test algorithms in Matlab, Simulink, or C++Analyze results from simulation or ... Federal Trade Commission. Commitment to Non-Discrimination All qualified applicants will receive ...

Leidos

Junior Signal Processing Engineer

La Jolla, CA · On-site

$69K - $125K/yr

Develop, model, and test algorithms in Matlab, Simulink, or C++Analyze results from simulation or ... Federal Trade Commission. Commitment to Non-Discrimination All qualified applicants will receive ...

Leidos

Junior Signal Processing Engineer

Chula Vista, CA · On-site

$69K - $125K/yr

Develop, model, and test algorithms in Matlab, Simulink, or C++Analyze results from simulation or ... Federal Trade Commission. Commitment to Non-Discrimination All qualified applicants will receive ...

Leidos

Junior Signal Processing Engineer

El Cajon, CA · On-site

$69K - $125K/yr

Develop, model, and test algorithms in Matlab, Simulink, or C++Analyze results from simulation or ... Federal Trade Commission. Commitment to Non-Discrimination All qualified applicants will receive ...

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Junior Algorithmic Trading Quant information

What is the difference between Junior Algorithmic Trading Quant vs Quantitative Research Analyst?

AspectJunior Algorithmic Trading QuantQuantitative Research Analyst
Required CredentialsBachelor's in CS, Math, or Finance; programming skillsBachelor's or higher in Math, Stats, or Finance; programming skills
Work EnvironmentTrading firms, hedge funds, prop shopsResearch departments, financial institutions, hedge funds
Employer & Industry UsageCommon in trading firms focusing on algorithmic strategiesUsed across finance sectors for model development
Comparison Search IntentYesYes

The Junior Algorithmic Trading Quant typically focuses on developing and implementing trading algorithms within trading firms, often working closely with traders. In contrast, a Quantitative Research Analyst conducts broader research to develop financial models and strategies, which may be used for trading or risk management. Both roles require strong quantitative skills and programming knowledge, but their primary focus and work environment differ slightly.

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Junior Algorithmic Trading Quant jobs near you

Quantitative Fixed Income Researcher

The TCW Group

Los Angeles, CA • On-site

$150K - $175K/yr

Full-time

Medical, Dental, Vision, Retirement, PTO

Re-posted 8 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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