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On Call Hedge Fund Quant Jobs (NOW HIRING)

Poesis

Founding Machine Learning Engineer

San Francisco, CA · On-site

$97K - $129K/yr

Prior experience at a hedge fund, quant research lab, or fintech startup. * Familiarity with quantitative finance, portfolio optimization, or risk management. * Exposure to time‑series modeling ...

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Verition Group LLC

Commodities Quant Analyst

Houston, TX · On-site

Verition Fund Management LLC ("Verition") is a multi-strategy, multi-manager hedge fund founded in ... We are a leading multi-strategy hedge fund, is seeking a Quantitative Analyst to join a commodities ...

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How much do on call hedge fund quant jobs pay per year?

As of Aug 8, 2026, the average yearly pay for on call hedge fund quant in the United States is $169,729.00, according to ZipRecruiter salary data. Most workers in this role earn between $134,500.00 and $199,000.00 per year, depending on experience, location, and employer.

What are the key skills and qualifications needed to thrive as an on call hedge fund quant?

To thrive as an On Call Hedge Fund Quant, you need a strong background in mathematics, statistics, and financial theory, often supported by a degree in a quantitative field such as mathematics, physics, or computer science. Proficiency with programming languages like Python, R, or C++, as well as experience with data analysis platforms and quantitative modeling tools, is essential. Exceptional problem-solving abilities, attention to detail, and effective communication skills help you stand out in this fast-paced environment. These skills enable accurate modeling, timely decision-making, and effective collaboration, which are critical for delivering actionable insights in dynamic hedge fund operations.

How does the on-call nature of an on call hedge fund quant role impact work-life balance and daily responsibilities?

As an On Call Hedge Fund Quant, you may be required to respond to urgent market events or data anomalies outside standard business hours, which can impact work-life balance. Your daily tasks typically include analyzing large datasets, developing and backtesting quantitative models, and collaborating with traders and portfolio managers to optimize strategies. The on-call aspect means flexibility and effective time management are crucial, as you may need to quickly troubleshoot or adjust models in response to real-time market changes. This dynamic environment provides valuable experience but may require adaptability and a proactive approach to managing workload and expectations.

What is an on call hedge fund quant?

On Call Hedge Fund Quants are quantitative analysts who work with hedge funds on a flexible, as-needed basis rather than as full-time employees. They use advanced mathematical, statistical, and programming skills to analyze market data, develop trading strategies, and manage risk. Typically, these quants are brought in for specific projects, to solve complex problems, or to provide expertise during critical periods. This arrangement allows hedge funds to access specialized talent without long-term commitments, and it offers quants the flexibility to work with multiple clients or pursue other interests.
What are the most commonly searched types of Hedge Fund Quant jobs? The most popular types of Hedge Fund Quant jobs are:
What states have the most On Call Hedge Fund Quant jobs? States with the most job openings for On Call Hedge Fund Quant jobs include:
On Call Hedge Fund Quant jobs near you

Quantitative Researcher at HFT Hedge Fund Algorithmic Trading Boston

Domeyard LP

Boston, MA • On-site

Full-time

Re-posted 28 days ago

Job description

Company Description
Domeyard, LP is a quantitative hedge fund startup based in Boston, Massachusetts. We focus on developing low latency technologies to achieve extremely consistent, long-term capital growth enabling us to save millions of dollars for market investors each year. Our trading strategies are derived from the latest advances in high-performance computing and data analysis, making us one of the fastest market participants in the world. Domeyard operates around the clock, trading a diverse range of asset classes, including equities, futures, fixed income instruments, energy products and commodities. Innovation is our main differentiator: on any given day, we process more order messages than Google searches and Twitter messages combined. Our continuous pursuit of improvement to our technology enables us to uncover opportunities that are grossly inaccessible to mainstream fund managers and their investment vehicles. For its notable role in the industry, Domeyard is also the protagonist of Harvard Business School's first case study about high frequency trading.
Job Description
Bonus! Apply through our website: http://grnh.se/83ospm
Bridging Mathematics and Low-Latency Trading
Domeyard is seeking a Quantitative Researcher with significant experience in developing low latency statistical arbitrage or market making strategies. You will be joining the core of a company with a single, monolithic HFT team. The ideal candidate is someone who is intellectually curious and loves solving mathematical problems - you might have considered pursuing an academic career at some point and you are looking at this job posting because you are enticed by the fast feedback loop in our field.
What you'll be doing:
  • Building low latency liquidity taking or market making strategies from end-to-end.
  • Developing mathematical models to solve difficult stochastic problems.
  • Analyzing convergence and boundedness properties of algorithms and estimates.
  • Translating your models to fast computational methods.
  • Collaborating with researchers and developers to implement all of the above.

You must meet both of these minimum requirements:
  • 3+ years work experience in high-frequency trading at a leading hedge fund or proprietary trading firm.
  • Experience with direct responsibility in construction of alpha signals or monetization for latency-sensitive, capacity-constrained strategies.

Qualifications
In addition, here are some of the attributes that we're looking for:
  • History of peer-reviewed publications in optimization, algorithms, statistics, numerical analysis, signal processing, operations research, or a related field.
  • Graduate-level degree in any scientific, mathematical or engineering discipline.
  • Programming experience with C++ in a UNIX-based environment.
  • Experience using data analysis tools in Python or R.
  • Intense passion for solving quantitative problems.
  • Recent track record with low variance in PnL at high % of ADV.
  • Working familiarity with low latency architecture.
  • Knowledge in futures, cash equities or cash FX markets.

Additional Information
***IMPORTANT: Please apply via the link below (takes <5 minutes)***
http://grnh.se/83ospm

Apply