Our Strats leverage their engineering, mathematical, and quantitative analytics backgrounds to identify, measure, and model IRRBB. In this role, you will help the bank implement robust quantitative ...
Our Strats leverage their engineering, mathematical, and quantitative analytics backgrounds to identify, measure, and model IRRBB. In this role, you will help the bank implement robust quantitative ...
Our Strats leverage their engineering, mathematical, and quantitative analytics backgrounds to identify, measure, and model IRRBB. In this role, you will help the bank implement robust quantitative ...
Our Strats leverage their engineering, mathematical, and quantitative analytics backgrounds to identify, measure, and model IRRBB. In this role, you will help the bank implement robust quantitative ...
Quantitative Risk Analyst
Spring, TX · On-site
Additional programming capability in one or more of SQL, C#, C++, VBA, or similar languages ... Experience in quantitative risk, quantitative analytics, structuring, valuation, or model ...
Quantitative Risk Analyst
Spring, TX · On-site
Additional programming capability in one or more of SQL, C#, C++, VBA, or similar languages ... Experience in quantitative risk, quantitative analytics, structuring, valuation, or model ...
Quantitative Strategist (PhD)
Austin, TX · On-site
$175K - $200K/yr
THE ROLE As a Quant at Virtu, you will be working on interdisciplinary teams alongside traders, quants and seasoned software engineers. The environment is collegiate and collaborative, encouraging ...
Quantitative Strategist (PhD)
Austin, TX · On-site
$175K - $200K/yr
THE ROLE As a Quant at Virtu, you will be working on interdisciplinary teams alongside traders, quants and seasoned software engineers. The environment is collegiate and collaborative, encouraging ...
Quantitative Risk Analyst
Spring, TX · On-site
Additional programming capability in one or more of SQL, C#, C++, VBA, or similar languages ... Experience in quantitative risk, quantitative analytics, structuring, valuation, or model ...
Quantitative Risk Analyst
Spring, TX · On-site
Additional programming capability in one or more of SQL, C#, C++, VBA, or similar languages ... Experience in quantitative risk, quantitative analytics, structuring, valuation, or model ...
The Role As a Quantitative Fundamental Analyst, you will play a key role in developing and ... Collaborate closely with developers to build scalable research workflows and production-ready ...
The Role As a Quantitative Fundamental Analyst, you will play a key role in developing and ... Collaborate closely with developers to build scalable research workflows and production-ready ...
Quantitative Risk Manager
Spring, TX · On-site
Additional programming capability in one or more of SQL, C#, C++, VBA, or similar languages ... Experience in quantitative risk, quantitative analytics, structuring, valuation, or model ...
Quantitative Risk Manager
Spring, TX · On-site
Additional programming capability in one or more of SQL, C#, C++, VBA, or similar languages ... Experience in quantitative risk, quantitative analytics, structuring, valuation, or model ...
Quantitative Risk Manager
Spring, TX · On-site
Additional programming capability in one or more of SQL, C#, C++, VBA, or similar languages ... Experience in quantitative risk, quantitative analytics, structuring, valuation, or model ...
Quantitative Risk Manager
Spring, TX · On-site
Additional programming capability in one or more of SQL, C#, C++, VBA, or similar languages ... Experience in quantitative risk, quantitative analytics, structuring, valuation, or model ...
Quantitative Analyst, V&S LNG
Spring, TX · On-site
Collaborate closely with quantitative analysts, technology teams, and data engineers to develop scalable and production-ready analytical solutions. * Create and maintain valuation tools, optimization ...
Quantitative Analyst, V&S LNG
Spring, TX · On-site
Collaborate closely with quantitative analysts, technology teams, and data engineers to develop scalable and production-ready analytical solutions. * Create and maintain valuation tools, optimization ...
Collaborate closely with quantitative analysts, technology teams, and data engineers to develop scalable and production-ready analytical solutions. * Create and maintain valuation tools, optimization ...
Collaborate closely with quantitative analysts, technology teams, and data engineers to develop scalable and production-ready analytical solutions. * Create and maintain valuation tools, optimization ...
Quantitative Analyst, V&S LNG
Spring, TX · On-site
Collaborate closely with quantitative analysts, technology teams, and data engineers to develop scalable and production-ready analytical solutions. * Create and maintain valuation tools, optimization ...
Quantitative Analyst, V&S LNG
Spring, TX · On-site
Collaborate closely with quantitative analysts, technology teams, and data engineers to develop scalable and production-ready analytical solutions. * Create and maintain valuation tools, optimization ...
Bachelor's degree in a quantitative or technical field (Economics, Engineering, Physical Sciences, Mathematics, Operations Research, Statistics, Computer Science). * Expert-level SQL (complex joins ...
Bachelor's degree in a quantitative or technical field (Economics, Engineering, Physical Sciences, Mathematics, Operations Research, Statistics, Computer Science). * Expert-level SQL (complex joins ...
Bachelor's degree in a quantitative or technical field (Economics, Engineering, Physical Sciences, Mathematics, Operations Research, Statistics, Computer Science). * Expert-level SQL (complex joins ...
Bachelor's degree in a quantitative or technical field (Economics, Engineering, Physical Sciences, Mathematics, Operations Research, Statistics, Computer Science). * Expert-level SQL (complex joins ...
All Options is looking for a Quantitative Trader to join our Trading team in our Austin, TX office ... Proficiency in programming (Python, C++, or others). * Ability to perform under pressure and remain ...
All Options is looking for a Quantitative Trader to join our Trading team in our Austin, TX office ... Proficiency in programming (Python, C++, or others). * Ability to perform under pressure and remain ...
Snowflake Developer
Dallas, TX · On-site
* Bachelor's or Masters in Computer Science, Applied Mathematics, Engineering, or a related quantitative field. b. c. d. * Experience: Minimum of 3-5 years of professional "hands-on-keyboard" coding ...
Quick apply
Snowflake Developer
Dallas, TX · On-site
* Bachelor's or Masters in Computer Science, Applied Mathematics, Engineering, or a related quantitative field. b. c. d. * Experience: Minimum of 3-5 years of professional "hands-on-keyboard" coding ...
Quantitative Trader
Austin, TX · On-site
All Options is looking for a Quantitative Trader to join our Trading team in our Austin, TX office ... Proficiency in programming (Python, C++, or others). * Ability to perform under pressure and remain ...
Quantitative Trader
Austin, TX · On-site
All Options is looking for a Quantitative Trader to join our Trading team in our Austin, TX office ... Proficiency in programming (Python, C++, or others). * Ability to perform under pressure and remain ...
Proficiency in Python ideally or other programming languages such as C++, C#, C or Java. Experience with quantitative analytics libraries and data science toolsets. * Knowledge of market risk ...
Proficiency in Python ideally or other programming languages such as C++, C#, C or Java. Experience with quantitative analytics libraries and data science toolsets. * Knowledge of market risk ...
Proficiency in Python ideally or other programming languages such as C++, C#, C or Java. Experience with quantitative analytics libraries and data science toolsets. * Knowledge of market risk ...
Proficiency in Python ideally or other programming languages such as C++, C#, C or Java. Experience with quantitative analytics libraries and data science toolsets. * Knowledge of market risk ...
Proficiency in Python ideally or other programming languages such as C++, C#, C or Java. Experience with quantitative analytics libraries and data science toolsets. * Knowledge of market risk ...
Proficiency in Python ideally or other programming languages such as C++, C#, C or Java. Experience with quantitative analytics libraries and data science toolsets. * Knowledge of market risk ...
Main Purpose: The North America Quantitative Analysis team at Trafigura provides modeling and ... Advanced degree in mathematics, physics, finance, engineering, or computer science. * Prior ...
Main Purpose: The North America Quantitative Analysis team at Trafigura provides modeling and ... Advanced degree in mathematics, physics, finance, engineering, or computer science. * Prior ...
Quant Developer information
See Texas salary details
$91.3K - $105K
15% of jobs
$105K - $118.7K
7% of jobs
$122.9K is the 25th percentile. Wages below this are outliers.
$118.7K - $132.3K
9% of jobs
$132.3K - $146K
14% of jobs
The median wage is $152.2K / yr.
$146K - $159.7K
12% of jobs
$159.7K - $173.4K
14% of jobs
$179K is the 75th percentile. Wages above this are outliers.
$173.4K - $187.1K
12% of jobs
$187.1K - $200.7K
7% of jobs
$200.7K - $214.4K
5% of jobs
$214.4K - $228.1K
5% of jobs
$228.1K - $241.8K
0% of jobs
$91.3K
$158.1K
$241.8K
How much do quant developer jobs pay per year?
What is a quant developer?
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.
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.
What are the key skills and qualifications needed to thrive as a quant developer?
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.
What are the most commonly searched types of Quant Developer jobs in Texas?
The most popular types of Quant Developer jobs in Texas are:
What are popular job titles related to Quant Developer jobs in Texas?
For Quant Developer jobs in Texas, the most frequently searched job titles are:
What job categories do people searching Quant Developer jobs in Texas look for?
The top searched job categories for Quant Developer jobs in Texas are:
What cities in Texas are hiring for Quant Developer jobs?
Cities in Texas with the most Quant Developer job openings:
What are popular job titles related to Quant Developer jobs in TX?
For Quant Developer jobs in TX, the most frequently searched job titles are:

Corporate Treasury-Dallas-Vice President-Quantitative Engineering
Dallas, TX • On-site
Full-time
Re-posted 29 days ago
Goldman Sachs rating
8.3
Based on 27 frontline employees who took The Breakroom Quiz
47th of 171 rated banks
Job description
About Corporate Treasury
Corporate Treasury manages the firm's liquidity, funding, balance sheet and capital to maximize net interest income and return on equity through liability planning and execution, financial resource allocation, asset liability management, and liquidity portfolio management. The division is run by the Global Treasurer and works closely with the CFO, each of the firm's businesses, Controllers, Operations, and Investor Relations among other groups at the firm. The division is ideal for collaborative individuals with strong quantitative analysis skills, interest in portfolio & liquidity management and risk management mind set.
Role Overview
Asset Liability Management (ALM) involves matching assets (uses of the balance sheet) to external liabilities (sources of funding) as a mechanism to address liquidity and interest rate risks arising from balance sheet mismatches. This Strats team sits within the ALM team. We help the bank manage structural Interest Rate Risk in the Banking Book (IRRBB) under various market scenarios. Our Strats leverage their engineering, mathematical, and quantitative analytics backgrounds to identify, measure, and model IRRBB. In this role, you will help the bank implement robust quantitative and technical risk-modeling solutions to maintain a sound Asset Liability Management framework.
Key Responsibilities
- Model Development & Maintenance: Design, implement, and maintain quantitative models, tools, and interest rate risk frameworks aligned with IRRBB best practices.
- Risk Analytics: Build robust analytics for interest rate sensitivity and scenario analysis across diverse portfolios and regulatory requirements.
- Methodology Enhancement: Produce and enhance methodologies for interest rate risk metrics, partnering closely with cross-functional stakeholders.
- Model Lifecycle Management: Develop and uplift models to reflect evolving business needs, maintain comprehensive model documentation, and support regulatory inquiries and second-line validation.
- Stakeholder Communication: Deliver clear presentations and reports, explaining complex model mechanics and analytical outputs to managers and team members.
- Leadership: Partner with the global strats team to drive unified, high-impact deliverables.
Required Qualifications:
- Experience: At least 5 years of prior experience in the financial industry, preferably within Capital Markets, Risk, or Treasury functions.
- Education: Excellent academic background in a highly quantitative field (e.g., Mathematics, Physics, Statistics, Engineering, or Computer Science); a Master's degree or PhD is strongly preferred.
- Technical Skills: Strong programming skills in an object-oriented or functional paradigm (such as C++, Java, or Python).
- Analytical Skills: Exceptional quantitative analytical skills with a proven track record of building models, managing large datasets, and analyzing outputs to draw clear, actionable conclusions.
- Communication: Strong written and verbal communication skills, with the ability to explain complex quantitative concepts to non-technical audiences.
- Professional Attributes: Highly motivated, detail-oriented self-starter who is comfortable operating in a fast-paced environment and balancing multiple priorities.
Preferred Qualifications:
- Familiarity with fixed-income products and markets.
- Deep understanding of the IRRBB framework.
- Prior team management or leadership experience.
About Goldman Sachs
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs. Learn more about our culture, benefits, and people at GS.com/careers.
We're committed to finding reasonable accommodations for candidates with special needs or disabilities during our recruiting process. Learn more: https://www.goldmansachs.com/careers/footer/disability-statement.html
The Goldman Sachs Group, Inc., 2026. All rights reserved.
Goldman Sachs is an equal opportunity employer and does not discriminate on the basis of race, color, religion, sex, national origin, age, veterans status, disability, or any other characteristic protected by applicable law.
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About Goldman Sachs
Sourced by ZipRecruiter
At Goldman Sachs, we commit our people, capital and ideas to help our clients, shareholders and the communities we serve to grow. Founded in 1869, we are a leading global investment banking, securities and investment management firm. Headquartered in New York, we maintain offices around the world. We believe who you are makes you better at what you do. We're committed to fostering and advancing diversity and inclusion in our own workplace and beyond by ensuring every individual within our firm has a number of opportunities to grow professionally and personally, from our training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs.
Industry
Finance and insurance
Company size
10,000+ Employees
Headquarters location
New York, NY, US
Year founded
1869