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No Experience Quantitative Analyst Jobs (NOW HIRING)

Anson McCade

Quant Research Analyst

Austin, TX · On-site

$120K - $150K/yr

Collaborate with other team members across a range of quantitative disciplines Requirements: * 2+ years of experience in a Quantitative Analyst or Research position * Strong experience in Python or R

UBS

Electronic Trading Quantitative Analyst

New York, NY · On-site

$145K - $172K/yr

Your expertise Your expertise : • ideally 2+ years of experience with Algorithmic Trading ... in quantitative analysis and development with a degree in Computer Science, Mathematics ...

Expand Energy

Quantitative Risk Analyst

Spring, TX · On-site

Experience with systems such as Endur, Allegro, ZEMA, or comparable platforms is valuable. Create ... Advanced Python skills for quantitative analytics, risk engines, data pipelines, and automated ...

PIMCO

Quantitative Research Analyst

Newport Beach, CA · On-site

PhD preferred * 2-5 years of relevant experience as a commodity quant supporting a sell-side ... Experience developing risk analytics, systematic-strategy research, option-strategy back-tests or ...

PIMCO

Quantitative Research Analyst

Newport Beach, CA · On-site

PhD preferred * 2-5 years of relevant experience as a commodity quant supporting a sell-side ... Experience developing risk analytics, systematic-strategy research, option-strategy back-tests or ...

Expand Energy

Quantitative Risk Analyst

Spring, TX

Experience with systems such as Endur, Allegro, ZEMA, or comparable platforms is valuable. Create ... Advanced Python skills for quantitative analytics, risk engines, data pipelines, and automated ...

Point72

Quantitative Analyst - CIO Office

New York, NY · On-site

Experience with statistical models and essential methods of quantitative finance * Some level of proficiency in quantitative programming (Python preferred) * Highly analytical * Good interpersonal ...

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No Experience Quantitative Analyst information

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How much do no experience quantitative analyst jobs pay per year?

As of Aug 14, 2026, the average yearly pay for no experience quantitative analyst in the United States is $133,877.00, according to ZipRecruiter salary data. Most workers in this role earn between $111,500.00 and $145,500.00 per year, depending on experience, location, and employer.

What is a no experience quantitative analyst?

A No Experience Quantitative Analyst job is an entry-level role for individuals with strong analytical and mathematical skills but little to no direct industry experience. These positions often involve analyzing financial data, building models, and assisting senior analysts in quantitative research. Employers typically seek candidates with backgrounds in mathematics, statistics, economics, or finance, along with proficiency in programming languages like Python, R, or SQL. Many firms provide training programs to help newcomers develop the necessary skills. This role is a great way to break into quantitative finance and gain hands-on experience in data-driven decision-making.

What are the key skills and qualifications needed to thrive in the no experience quantitative analyst position, and why are they important?

To thrive as a No Experience Quantitative Analyst, a strong foundation in mathematics, statistics, and analytical reasoning is essential, often demonstrated through a relevant degree such as mathematics, finance, economics, or engineering. Familiarity with programming languages like Python or R, as well as tools like Excel and basic data visualization platforms, is highly beneficial for handling quantitative data. Strong attention to detail, eagerness to learn, and effective communication skills help new analysts navigate team collaboration and adapt quickly. These skills and qualities are important to ensure accurate analysis, seamless integration into teams, and steady professional development in a quantitative environment.

What are the typical entry-level responsibilities for a no experience quantitative analyst?

As a No Experience Quantitative Analyst, you can expect to focus on supporting more senior analysts by gathering and cleaning data, conducting basic statistical analyses, and preparing reports or presentations. You’ll often work closely with a team, collaborating with other analysts, data scientists, and sometimes subject matter experts to solve business questions or evaluate trends. This role offers ample opportunities to learn industry-specific methodologies and gradually take on more complex analytical tasks as you gain experience. It's a hands-on, team-oriented environment that encourages growth through mentorship and ongoing training.

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No Experience Quantitative Analyst jobs near you
Infographic showing various No Experience Quantitative Analyst job openings in the United States as of August 2026, with employment types broken down into 1% As Needed, 76% Full Time, 19% Part Time, and 4% Contract. Highlights an 94% Physical, 2% Hybrid, and 4% Remote job distribution, with an average salary of $133,877 per year, or $64.4 per hour.

Senior Quantitative Analyst

The Rockridge Group

New York, NY

Full-time

Re-posted 17 days ago

Job description

Role: Senior Quantitative Analyst
Role Description
The Market Data Solution (MDS) and Risk Master (RM) businesses are seeking a high caliber candidate to join as a Senior Quantitative analyst their Mumbai office. This is a high-profile role which requires strong modelling skills coupled with a strong commercial awareness and excellent communication skills. Knowledge of market data processes or data modelling would be very useful but is not essential.
Reporting to the Business Owner for MDS and RM, the key responsibilities are as follows
  • Develop APIs to for both open source and bank in-house quantitative libraries and market risk engines for both calibration as well as valuation use cases, e.g.
  • Zero Curve Calibration / Bootstrapping
  • Hull White Model Calibration
  • Put-Call Parity Analysis on Market Vol Data
  • SABR Model Calibration
  • Cubic Spline Interpolated Zero Rates
  • Credit Curve (Survival Probabilities) Calibration / Bootstrapping
  • Risk Factor de-composition: Regression of NonModellable Z-Spread Risk Factor on comparable Modellable Z-Spread Risk Factors to determine Modellable Explained and NonModellable Unexplained Risk Factors
  • PCA for Curve Validation
  • FX Stochastic Volatility Model: Heston implementation
The role involves the integration of these APIs into the GoldenSource data model. To do this effectively the successful candidate will need to understand these models in the quant or market risk libraries
  • Work with the development and pre-sales teams to prototype solutions for Market Risk and FRTB Use cases, e.g.
    • FRTB Risk Factor Eligibility Test
    • Shock generation for Equity Vol Smile using gap filling
    • Reconstruction of Equity Index time-series using proxy weightings
    • Aggregation of risk sensitivities in Risk Warehouse for the standardized approach
To be considered for this role you will need to have the following:
  • MSc or PhD in Financial Mathematics, Mathematics or Physics or equivalent work experience
  • Strong Knowledge of option pricing theory and financial mathematic
  • Experience in a quantitative role for interest rates, FX or equities gained in an investment bank
  • Experience in model’s development, programming and maintenance of model’s libraries
  • Knowledge of derivatives products
  • Strong programming skills in Python
  • Good data modelling skills including some experience with RDMS
  • Strong Excel
  • Knowledge of Hadoop or Java would be good but not essential
  • Prior experience of Open Gamma Strata or QuantLib would be good but not essential
You will also need strong communication skills and the ability to articulate complex problems and solutions to all audiences. In addition, you should enjoy working in a fast-paced environment and be able to work to tight timescales. Excellent analytical skills with a strong focus on accuracy of information coupled with determination are also desirable skills.