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Python Quantitative Algorithmic Trading Jobs in Los Angeles, CA

PIMCO

Quantitative Research Analyst

Newport Beach, CA · On-site

Develop pre-trade analytics and research tools within the team's Python ecosystem, with an emphasis on robust, scalable and reusable solutions * Provide timely quantitative support to Portfolio ...

PIMCO

Quantitative Research Analyst

Newport Beach, CA · On-site

Develop pre-trade analytics and research tools within the team's Python ecosystem, with an emphasis on robust, scalable and reusable solutions * Provide timely quantitative support to Portfolio ...

PIMCO

Quantitative Research Analyst

Newport Beach, CA · On-site

The role provides opportunities to work with PIMCO's world class PM and trading functions to ... Strong programming skills and numerical problem-solving techniques; proficiency with Python with a ...

PIMCO

Quantitative Research Analyst

Newport Beach, CA · On-site

The role provides opportunities to work with PIMCO's world class PM and trading functions to ... Strong programming skills and numerical problem-solving techniques; proficiency with Python with a ...

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All JobsPython Quantitative Algorithmic Trading JobsPython Quantitative Algorithmic Trading Jobs in Los Angeles, CA

Python Quantitative Algorithmic Trading information

See Los Angeles, CA salary details

$105.6K

$182.9K

$279.6K

How much do python quantitative algorithmic trading jobs pay per year?

As of Aug 31, 2026, the average yearly pay for python quantitative algorithmic trading in Los Angeles, CA is $182,884.00, according to ZipRecruiter salary data. Most workers in this role earn between $144,900.00 and $214,400.00 per year, depending on experience, location, and employer.

What is Python quantitative algorithmic trading?

Python Quantitative Algorithmic Trading refers to the use of Python programming to develop, test, and implement mathematical models and automated strategies for trading financial instruments. Professionals in this field use quantitative analysis, statistical techniques, and historical data to create algorithms that can execute trades on financial markets without human intervention. Python is widely favored due to its robust libraries, ease of use, and strong community support, making it ideal for handling large datasets and rapid prototyping of trading strategies.

What are the key skills and qualifications needed to thrive as a Python quantitative algorithmic trader?

To thrive as a Python Quantitative Algorithmic Trader, you need strong quantitative analysis, programming expertise (especially in Python), and a solid background in mathematics, statistics, or finance, often supported by a relevant degree. Familiarity with financial data platforms, algorithmic trading systems, and libraries such as pandas, NumPy, and scikit-learn, as well as experience with backtesting frameworks, is essential. Critical thinking, attention to detail, and effective communication help you interpret data, manage risk, and collaborate with team members. These skills ensure effective strategy development, implementation, and adaptation in fast-moving financial markets.

What are some common challenges faced by Python quantitative algorithmic traders, and how can job seekers prepare to overcome them?

Python quantitative algorithmic traders often face challenges such as rapidly changing market conditions, ensuring code efficiency for low-latency execution, and maintaining data integrity across large datasets. Additionally, traders must continuously backtest strategies to avoid overfitting and adapt to evolving regulatory requirements. To prepare, job seekers should strengthen their coding skills with a focus on performance optimization, familiarize themselves with financial data handling, and stay current with industry best practices in both technology and trading strategy development.

What is the difference between Python Quantitative Algorithmic Trading vs Python Quantitative Trading Analyst?

AspectPython Quantitative Algorithmic TradingPython Quantitative Trading Analyst
CredentialsDegree in Computer Science, Finance, or related fields; coding certificationsDegree in Finance, Economics, or related fields; strong analytical skills
Work EnvironmentDeveloping algorithms, coding, backtesting strategiesAnalyzing market data, supporting trading strategies, reporting
Industry UsageFinancial firms, hedge funds, proprietary trading firmsAsset management firms, trading desks, financial institutions

Python Quantitative Algorithmic Traders focus on designing and implementing automated trading algorithms using programming skills, while Python Quantitative Trading Analysts analyze data and support trading strategies without necessarily coding the algorithms themselves. Both roles require strong quantitative skills and familiarity with Python, but their daily tasks and responsibilities differ significantly.

What are popular job titles related to Python Quantitative Algorithmic Trading jobs in Los Angeles, CA?

For Python Quantitative Algorithmic Trading jobs in Los Angeles, CA, the most frequently searched job titles are:

What job categories do people searching Python Quantitative Algorithmic Trading jobs in Los Angeles, CA look for?

The top searched job categories for Python Quantitative Algorithmic Trading jobs in Los Angeles, CA are:

What cities near Los Angeles, CA are hiring for Python Quantitative Algorithmic Trading jobs?

Cities near Los Angeles, CA with the most Python Quantitative Algorithmic Trading job openings:

Python Quantitative Algorithmic Trading jobs near you
Infographic showing various Python Quantitative Algorithmic Trading job openings in Los Angeles, CA as of August 2026, with employment types broken down into 1% Internship, 89% Full Time, 5% Part Time, and 5% Contract. Highlights an 82% Physical, 5% Hybrid, and 13% Remote job distribution, with an average salary of $182,884 per year, or $87.9 per hour.

Quantitative Fixed Income Researcher

The TCW Group

Los Angeles, CA • On-site

$150K - $175K/yr

Full-time

Medical, Dental, Vision, Retirement, PTO

Re-posted 6 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.
#LI-SW1 #LI-Hybrid

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