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Quant Developer Jobs in California (NOW HIRING)

Algert Global

Quant Developer (QD)

San Francisco, CA · On-site

Quantitative Research & Development Engineer Algert Global -- San Francisco, CA Build alpha. Drive portfolios. Engineer the platform. Algert Global is a boutique investment firm applying data science ...

Pacificlife

Finance Quant Developer

Newport Beach, CA · On-site

We're actively seeking an accomplished and business-savvy Finance Quant Developer to join our growing Investment Risk Technology team in Newport Beach, CA. This role is on-site in our Newport Beach ...

Jobsbridge

SAS Quant Developer

Pasadena, CA

Company Description Intelliswift Software, Inc Minimum 3-5 years software development related to quantitative, statistical and/or financial models. Minimum 3 years of experience programming in SAS ...

Quanta Search

Senior Rates Quant

Newport Beach, CA

The candidate must be very comfortable programming in C++ and python * An emerging markets fixed ... Provide quantitative support and expertise to portfolio managers Additional Information The ...

Quanta Search

Senior Rates Quant

Newport Beach, CA · On-site

The candidate must be very comfortable programming in C++ and python * An emerging markets fixed ... Provide quantitative support and expertise to portfolio managers Additional Information The ...

Poesis

Quantitative Developer

San Francisco, CA · On-site

$180K - $280K/yr

About the Role We're hiring a Quantitative Developer to help turn research ideas into production-grade code. You'll help build data pipelines, implement models, and ensure results are clean ...

Jobsbridge

Sr Quant QA Engineer

Pasadena, CA

Work closely with quantitative developer, financial engineer, and system QA Engineer in transforming quantitative business requirements and use cases into test cases for model validation, functional ...

Franklintempleton

Quantitative Developer

Pasadena, CA · Hybrid

$140K - $170K/yr

Role Summary Franklin Templeton is seeking a Quantitative Developer with experience in portfolio risk to build, enhance, and support systems to support customized investment solutions for clients.

Franklin Templeton

Quantitative Developer

Pasadena, CA · On-site

$140K - $170K/yr

Role Summary Franklin Templeton is seeking a Quantitative Developer with experience in portfolio risk to build, enhance, and support systems to support customized investment solutions for clients.

The TCW Group

Lead Quantitative Engineer

Los Angeles, CA · On-site

$110K - $145K/yr

The Lead Quant Engineer is a senior individual contributor responsible for the architecture, technical leadership, and hands-on engineering behind the evolution of the firm's macro and security ...

Triumph

Quant Strategist

San Francisco, CA · On-site

$200K - $400K/yr

The Role As a Quant Strategist, you'll sit at the intersection of mathematics, computer science ... Partner closely with engineering, product, and leadership to translate model outputs into real-time ...

Triumph Arcade, Inc

Quant Strategist

San Francisco, CA · On-site

$200K - $400K/yr

The Role As a Quant Strategist, you'll sit at the intersection of mathematics, computer science ... Partner closely with engineering, product, and leadership to translate model outputs into real-time ...

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All JobsQuant Developer JobsQuant Developer Jobs in California

Quant Developer information

See California salary details

$96.7K

$167.5K

$256.1K

How much do quant developer jobs pay per year?

As of Jun 13, 2026, the average yearly pay for quant developer in California is $167,506.00, according to ZipRecruiter salary data. Most workers in this role earn between $132,700.00 and $196,400.00 per year, depending on experience, location, and employer.

How much do quant devs make?

Quant developers typically earn between $100,000 and $200,000 annually, with experienced professionals and those at top firms earning over $300,000 including bonuses. Compensation often depends on experience, location, and the complexity of the models they develop, with many roles requiring strong programming skills in languages like Python or C++ and knowledge of financial markets.

What is a Quant Developer job?

A Quant Developer (Quantitative Developer) is a software engineer who builds and maintains financial models, trading systems, and analytical tools for quantitative analysts and traders. They use programming languages like Python, C++, or Java to develop algorithms that automate trading strategies, risk analysis, and data processing. Quant Developers typically work in hedge funds, investment banks, or proprietary trading firms, collaborating with quants and portfolio managers to optimize trading performance. Strong mathematical skills, proficiency in financial markets, and expertise in software development are essential for this role.

Does JP Morgan hire quants?

JP Morgan actively hires quantitative analysts and developers for roles in trading, risk management, and technology. These positions typically require strong programming skills, knowledge of financial models, and often a background in mathematics or engineering. The firm offers opportunities for quants across various teams and locations, with competitive hiring standards and onboarding processes.

What are some typical challenges quant developers face in their daily work?

Quant developers often work with large, complex datasets and real-time data streams, which can present technical challenges related to performance, accuracy, and scalability. They may need to continuously adapt to changing market requirements or new financial regulations, requiring staying up to date and learning new tools or methods. Collaboration with quants, traders, and other stakeholders is common, so balancing technical problem-solving with effective communication is also important. These challenges make the role both demanding and intellectually rewarding for those passionate about technology and finance.

Is quant developer a good career?

A quant developer is a highly specialized role that involves developing algorithms and models for financial trading and risk management. It typically requires strong programming skills in languages like Python or C++, along with a background in mathematics or finance. The role offers high earning potential and demand in financial firms but often involves long hours and high pressure.

What are the key skills and qualifications needed to thrive in the Quant Developer position, and why are they important?

To thrive as a Quant Developer, you need advanced programming skills (often in Python, C++, or Java), a strong foundation in mathematics or statistics, and a relevant degree such as in computer science, engineering, or quantitative finance. Expertise in numerical libraries, version control systems like Git, and familiarity with financial modeling tools or industry data feeds is highly valuable. Collaboration, strong analytical thinking, and the ability to communicate complex concepts clearly are critical soft skills for this role. These capabilities are essential for designing robust quantitative models and working effectively with cross-functional teams in fast-paced financial environments.

Is 30 too late to become a quant?

Quantitative analyst roles typically require strong backgrounds in mathematics, programming, and finance, often gained through advanced degrees or relevant experience. While starting a career at 30 is possible, it may require additional training or certifications such as a master's in financial engineering or programming skills in Python or C++. Age is less important than skills, experience, and the ability to adapt to a fast-paced, technical environment.
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Quant Developer jobs near you
Infographic showing various Quant Developer job openings in California as of June 2026, with employment types broken down into 89% Full Time, 3% Part Time, 3% Contract, and 5% Nights. Highlights an 87% Physical, 5% Hybrid, and 8% Remote job distribution, with an average salary of $167,506 per year, or $80.5 per hour.
Quant Developer (QD)

Quant Developer (QD)

Algert Global

San Francisco, CA • On-site

Full-time

This job post has expired today. Applications are no longer accepted.

Job description

Quantitative Research & Development Engineer

Algert Global — San Francisco, CA

Build alpha. Drive portfolios. Engineer the platform.

Algert Global is a boutique investment firm applying data science and machine learning to global equity investing. Since 2003, we’ve partnered with some of the world’s most sophisticated institutional investors across market neutral, extension, and long-only strategies.

At Algert Global our product is returns which means your work directly impacts portfolios, not just codebases. You’ll work side-by-side with experienced portfolio managers and investment professionals, learning how ideas translate into capital and performance in real markets.

We’re looking for a high-agency, intellectually curious builder who wants to operate across the full stack of quantitative investing—from alpha research ↔ portfolio decisions ↔ systems and infrastructure.

 

\uD83D\uDE80 What You’ll Do

This role spans the full lifecycle of quantitative investing:

\uD83D\uDCC8 Alpha Research

  • Develop novel stock selection signals across ~18,000 global equities
  • Own the full research pipeline: idea → data sourcing → cleaning → modeling → backtesting
  • Explore alternative data, ML techniques, and new research workflows, we’re especially curious to see you build us an agentic research capablility.
  • Work closely with PMs to translate ideas into deployable signals
 

\uD83D\uDCCA Portfolio Management & Investment Process

  • Contribute to portfolio construction and monitoring
  • Ensure research signals produce robust portfolio outcomes
  • Participate in rebalancing workflows and trade generation
  • Help maintain correctness, consistency, and explainability of the process
 

⚙️ Research Platforms & Systems

  • Build tools spanning:
    • Research workflows
    • Portfolio analytics and attribution, including materials for client consumption
    • Data pipelines and storage systems
  • Improve how portfolio managers and researchers interact with data, models, and results
 

\uD83D\uDDA5️ Engineering, Infrastructure & Workflow

  • Optimize development workflows (Linux, IDEs, automation)
  • Partner with engineers on CI/CD, DevOps, and system architecture
  • Drive adoption of AI-assisted development and research tooling
  • Help shape infrastructure decisions across compute, storage, and databases
 

\uD83E\uDDE0 What We’re Looking For

You’re a builder + researcher + operator:

  • 4+ years of experience in Quantitative Investing shop (Citadel, Blackrock, pod shops, etc.)
  • Strong interest in markets, trading, or investing
  • Able to take ownership from idea → production → portfolio impact
  • Curious, analytical, and philosophically minded
  • Collaborative but highly self-directed
  • Pragmatic: knows when to hack vs. when to engineer properly
 

\uD83E\uDD16 Why This Role Stands Out

  • Direct link to P&L — your ideas and systems impact real capital
  • True full-stack quant role — research ↔ PM ↔ engineering
  • AI-native culture — help redefine how quant teams operate
  • Small team, high leverage — work directly with senior PMs
  • Massive surface area — intellectual, technical, and financial growth
 

\uD83D\uDCA1 Who This Is For

This is for someone early-to-mid career who wants:

  • More ownership than large firms
  • More breadth than siloed roles
  • More impact than pure tech

If you want to operate across alpha ↔ portfolios ↔ systems and see your work matter—this is that role.

 

\uD83D\uDEE0️ Technologies

We use a modern, evolving stack. You don’t need everything—but you should recognize a lot of it and be excited to learn the rest.

\uD83D\uDCC8 Research & Data (alpha → portfolio)

  • Python (pandas, numpy, scikit-learn, xgboost, statsmodels)
  • SQL (MSSQL, Postgres)
  • DuckDB, Arrow, Parquet (columnar analytics stack)
  • Polars ↔ pandas (dataframe ecosystems)
  • Jupyter / notebooks ↔ script-based research workflows
  • Time series analysis, cross-sectional modeling
  • Feature engineering, signal pipelines, backtesting frameworks
 

\uD83D\uDCCA Portfolio & Analytics (research <-> PM)

  • Portfolio construction tools (risk models, optimization, constraints)
  • Factor models (e.g., Barra-style frameworks)
  • Attribution systems, risk decomposition
  • Market data systems, pricing pipelines
  • Simulation frameworks, scenario analysis
 

⚙️ Data Engineering & Platforms (research <-> tech)

  • ETL / ELT pipelines, Airflow / orchestration
  • Data lakes & table formats (Parquet, Delta)
  • Ibis ↔ SQL ↔ Python interoperability layers
  • Streaming vs batch processing systems
 

\uD83D\uDDA5️ Engineering & Infrastructure (tech → enabling everything)

  • Python packaging, environments (uv, reproducibility tooling)
  • Containers (Docker) ↔ orchestration (lightweight or K8s-style)
  • CI/CD pipelines (Git-based workflows, automation)
  • Infrastructure as Code (Terraform, Ansible)
  • AWS (compute, storage, data services)
  • APIs, microservices, backend systems
 

\uD83E\uDDE0 AI-Augmented Development (cuts across everything)

  • Claude Code, MCP, agentic workflows
  • AI-assisted research, coding, and data exploration
  • Building internal tools that leverage LLMs for productivity
 

\uD83D\uDDC4️ Databases & Storage (tech <-> research)

  • Microsoft SQL Server, Postgres, use required and management a plus
  • Snapshotting, replication, backup strategies
  • Object storage, distributed storage systems
 

\uD83E\uDDF0 Bonus / Nice to Have

  • Proxmox, virtualization, cluster management
  • Veeam / backup systems
  • Pure Storage / enterprise IBM storage
  • Linux systems engineering
 

\uD83C\uDF09 Location

San Francisco, CA — in-person collaboration required.

⭐ U.S. Work Authorization Required

You must be authorized to work in the United States. We are not able to sponsor visas for this role.