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Manager Algorithmic Trading Quant Jobs (NOW HIRING)

Wintermute

Algorithmic Trader

Manhattan, NY · On-site

... trading opportunities. * Taking ownership of projects that have a direct impact on P&L. * You will work closely with experienced traders, quantitative developers and the wider management team while ...

Wintermute Group

... trading opportunities. * Taking ownership of projects that have a direct impact on P&L. * You will work closely with experienced traders, quantitative developers and the wider management team while ...

Wintermute

Algorithmic Trader

New York, NY · On-site

... trading opportunities. * Taking ownership of projects that have a direct impact on P&L. * You will work closely with experienced traders, quantitative developers and the wider management team while ...

Wintermute Group

Algorithmic Trader

Manhattan, NY · On-site

... trading opportunities. * Taking ownership of projects that have a direct impact on P&L. * You will work closely with experienced traders, quantitative developers and the wider management team while ...

Umbrex

Hedge Fund Quant Analyst - Umbrex

Manhattan, NY · On-site

$100 - $125/hr

They are seeking a Hedge Fund Quant Analyst with deep expertise in equity trading, advanced ... Deep understanding of alpha capture and algorithmic trading strategies. * Proficiency in Python ...

Eagle Seven

Algorithmic Trader

Chicago, IL · On-site

... managing all aspects of trading desk operations. The right candidate will have a passion for ... Applying expertise in market microstructure, historical tick data, and quantitative modeling to ...

Quant Blueprint LLC

Quant Trader (Options)

Chicago, IL · On-site

Manage trading risks by setting appropriate limits and adhering to our risk management policies ... algorithmic trading and a strong knowledge of options theory. * Proficiency with at least one of ...

Eagle Seven

Algorithmic Trader

Chicago, IL · On-site

... managing all aspects of trading desk operations. The right candidate will have a passion for ... Applying expertise in market microstructure, historical tick data, and quantitative modeling to ...

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Manager Algorithmic Trading Quant information

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$24.5K

$59.5K

$116K

How much do manager algorithmic trading quant jobs pay per year?

As of Sep 15, 2026, the average yearly pay for manager algorithmic trading quant in the United States is $59,525.00, according to ZipRecruiter salary data. Most workers in this role earn between $42,000.00 and $68,500.00 per year, depending on experience, location, and employer.

What is the difference between Manager Algorithmic Trading Quant vs Quantitative Trader?

AspectManager Algorithmic Trading QuantQuantitative Trader
Primary RoleOversees trading strategies, manages teams, and develops high-level algorithmsExecutes trading strategies, analyzes markets, and implements models
ResponsibilitiesStrategy development, team leadership, risk managementMarket analysis, trade execution, model testing
CredentialsAdvanced degrees in finance, math, or computer science; experience in tradingDegree in finance, math, or related fields; strong quantitative skills
Work EnvironmentFinancial firms, hedge funds, trading desksTrading floors, financial institutions, hedge funds

The Manager Algorithmic Trading Quant focuses on leading teams and developing high-level trading algorithms, while the Quantitative Trader primarily executes trades and analyzes markets. Both roles require strong quantitative skills and relevant credentials, but differ in responsibilities and leadership scope.

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Manager Algorithmic Trading Quant jobs near you
Infographic showing various Manager Algorithmic Trading Quant job openings in the United States as of September 2026, with employment types broken down into 87% Full Time, 12% Part Time, and 1% Contract. Highlights an 79% Physical, 2% Hybrid, and 19% Remote job distribution, with an average salary of $59,525 per year, or $28.6 per hour.

Algorithmic Trading Analyst

Stamford, CT • On-site

BestEx Research Group
Finance and Insurance • 11 - 50 employees
Learn more about BestEx Research Groupexternal

Other

Posted 11 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.

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
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