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Manager Quantitative Jobs (NOW HIRING)

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How much do manager quantitative jobs pay per year?

As of Sep 11, 2026, the average yearly pay for manager quantitative in the United States is $61,351.00, according to ZipRecruiter salary data. Most workers in this role earn between $44,000.00 and $69,000.00 per year, depending on experience, location, and employer.

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The most popular types of Quantitative jobs are:

What are popular job titles related to Manager Quantitative jobs?

For Manager Quantitative jobs, the most frequently searched job titles are:

Quantitative Researcher / Portfolio Manager

Manhattan, NY โ€ข On-site

Other

Posted 11 days ago


Job description

Quantitative Researcher / Portfolio Manager

Quantitative Researcher High Frequency Equities (US Markets, New York)

Location: New York, HK, China

Responsibilities

  • Analyze diverse datasets across US equity and futures markets to identify quantifiable trading edges and discover actionable alpha signals in high? and mid?frequency domains.
  • Conduct end?to?end research including alpha factor mining, feature engineering, model construction, backtesting, and strategy optimization with realistic transaction cost and execution modeling.
  • Design and run robust backtests, walk?forward validation, and stress tests to ensure signal stability and economic significance.
  • Collaborate with execution, engineering, and risk teams to translate research into production?ready strategies and support live deployment/monitoring.
  • Execute critical research initiatives that directly support trading decision?making and performance attribution.

Requirements

  • Bachelor's, Master's, or PhD in Statistics, Physics, Computer Science, Mathematics, or another quantitative field.
  • Proven hands?on experience with high?frequency US equity trading (experience with tick?level data, microstructure, order book dynamics, and execution constraints is required).
  • Proficiency in at least one programming language: Python (preferred), C++, C#, MATLAB, or R.
  • Strong data engineering and numerical skills for handling large tick?level datasets and building scalable backtesting pipelines.
  • Ability to read and synthesize academic/technical English literature and rapidly learn new technical domains.
  • Intellectual curiosity, rigorous analytical thinking, and structured problem?solving skills; strong attention to model validation and risk controls.

Preferred

  • Competition awards (e.g., IMO/IPhO/ACM?ICPC) or strong contest performance.
  • Publications in top?tier peer?reviewed journals or conferences.
  • Experience with low?latency systems, co?location, market data feeds, and execution optimization techniques.
  • Familiarity with cloud/container technologies and production deployment (Docker, CI/CD, etc.).

How to apply

  • Please submit your CV and a brief summary of relevant HF experience, including the markets/data you worked with, example signals or strategies developed, and any performance/production outcomes.