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Quant Researcher Salary Jobs (NOW HIRING)

Quantitative Research & Strategy Development: You will live at the intersection of mathematics ... Competitive salary and equity grants * Fully paid health, vision and dental insurances * 401k

About the role We are looking for a Quantitative Researcher to fit into our existing highly-skilled ... Competitive salary and INJ token award. * Unlimited PTO. * Health Insurance. * Equipment. * Home ...

Quant Researcher, Trading

Atlanta, GA ยท Hybrid

$120K - $160K/yr

Invesco is seeking a Quantitative Researcher to join its Capital Markets Systematic Trading ... Strong organizational skills and detail oriented The salary range for this position in New York, NY ...

Quant Researcher, Trading

New York, NY ยท On-site

$120K - $160K/yr

Invesco is seeking a Quantitative Researcher to join its Capital Markets Systematic Trading ... Strong organizational skills and detail oriented The salary range for this position in New York, NY ...

Quant Researcher, Trading

New York, NY ยท Hybrid

$120K - $160K/yr

Invesco is seeking a Quantitative Researcher to join its Capital Markets Systematic Trading ... Strong organizational skills and detail oriented The salary range for this position in New York, NY ...

We are looking for a quant researcher to join our global exchange team. You will be contributing to ... Benefits Competitive salary Attractive annual leave entitlement including: birthday, work ...

Quant Researcher, OEX

$100K - $230K/yr

We are looking for a quant researcher to join our global exchange team. You will be contributing to ... Benefits Competitive salary Attractive annual leave entitlement including: birthday, work ...

Overview The ETF trading group at GTS is seeking applications for the role of Quant Researcher. The ... Base salary does not include other forms of compensation or benefits. Benefits: Core Benefits:

Overview The ETF trading group at GTS is seeking applications for the role of Quant Researcher. The ... Base salary does not include other forms of compensation or benefits. Benefits: Core Benefits:

Quantitative Researcher - Options

Chicago, IL ยท On-site

$250K - $300K/yr

... options quant team. You will join the team as a senior member with the expectation of leading ... Base salary is only one component of total compensation; all full-time, permanent positions are ...

Our community includes candidates actively recruiting for quant researcher, quant trader, and quant ... You'll be compensated with a base salary plus a performance bonus tied to successful placements.

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Quant Researcher Salary information

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$52.5K

$119.2K

$196.5K

How much do quant researcher salary jobs pay per year?

As of Jun 12, 2026, the average yearly pay for quant researcher salary in the United States is $119,165.00, according to ZipRecruiter salary data. Most workers in this role earn between $78,500.00 and $152,500.00 per year, depending on experience, location, and employer.

What jobs pay $500,000 a year in the US?

Quant researchers in finance, especially those working at hedge funds, investment banks, or proprietary trading firms, can earn $500,000 or more annually through base salary, bonuses, and profit sharing. High-level roles often require advanced degrees, strong quantitative skills, and experience with programming languages like Python or R, as well as a deep understanding of financial markets. Compensation varies based on performance, firm size, and location, with senior or lead roles typically earning the highest salaries.

How much money do quant researchers make?

Quant researchers typically earn a median salary ranging from $100,000 to $150,000 annually, with experienced professionals and those at top firms earning over $200,000 including bonuses. Compensation often depends on factors such as education, skills in programming and mathematics, and the complexity of models developed.

How much do JP Morgan quants make?

Quant researchers at JP Morgan typically earn between $100,000 and $200,000 annually, with senior roles and those in major financial hubs earning higher salaries. Compensation often includes bonuses and performance incentives, and strong skills in mathematics, programming, and finance are essential for these roles.

Can quant traders make 7 figures?

Quant researchers and traders can potentially earn seven-figure salaries, especially at senior levels or in successful hedge funds and proprietary trading firms. High earnings often depend on factors such as performance, experience, firm size, and the ability to develop profitable algorithms, along with skills in programming, statistics, and financial modeling.

What is the difference between Quant Researcher Salary vs Quant Analyst Salary?

AspectQuant ResearcherQuant Analyst
Required CredentialsDegree in finance, mathematics, or related field; often advanced degreesSimilar educational background; often similar certifications
Work EnvironmentFinancial firms, hedge funds, investment banksFinancial institutions, asset management firms
Employer & Industry UsageHigh overlap; both roles focus on quantitative analysis for trading strategiesOften used interchangeably, but Quant Researcher may focus more on model development

In summary, Quant Researcher and Quant Analyst salaries are quite similar due to overlapping skills, education, and industry usage. The main difference lies in job focus, with Quant Researchers often involved in developing new models and strategies, which can influence salary variations slightly.

More about Quant Researcher Salary jobs
What cities are hiring for Quant Researcher Salary jobs? Cities with the most Quant Researcher Salary job openings:
What states have the most Quant Researcher Salary jobs? States with the most job openings for Quant Researcher Salary jobs include:

Quant Researcher

Frec Markets, Inc

New York, NY โ€ข On-site

Full-time

Medical, Dental, Vision, Retirement, PTO

Posted 16 days ago


Job description

We created Frec to expand the possibilities for everyone and their money. We're a tight team of builders, creators, and designers who want to be smarter with our money for our futures and our families. As a quantitative developer at Frec, you'll create products that enable us to level the financial playing field and empower people to manage their own money. Some values we identify with are accountability, humility, compassion, and teamwork. If this resonates with you, join us at this pivotal time to help shape our structures, systems, and Frec's future.
Frec highly values product ideas and feedback from all employees, in a true bottoms-up fashion. This means as a quantitative developer, you will work with a growing team comprised of quantitative researchers, software engineers, product managers, designers, and brokerage operations professionals to ideate, prioritize, prototype, develop, test, and iterate on software that will educate and equip people with newer and smarter ways to build wealth. We're looking for engineers who have an unrelenting sense of urgency and capability to move fast, have a strong sense of ownership, ability to deal with ambiguity and are enthusiastic about tackling new challenges to help us build a world-class financial platform.
What you will do:
  • Quantitative Research & Strategy Development: You will live at the intersection of mathematics, finance, and statistics. You will own the design, validation, and refinement of the core methodologies driving our long only and long-short direct indexing engines, including tracking error minimization, tax-loss harvesting, and risk-aware portfolio construction. You take pride in translating ambiguous investment questions into rigorous, well-tested models with clear empirical grounding.
  • Portfolio Optimization & Performance Research: You will help shape our portfolio construction, rebalancing, and performance attribution methodologies. You care deeply about the trade-offs between tracking error, tax efficiency, and transaction costs, continuously researching improvements to our optimization formulations and ensuring that every methodological decision is robust under varied market regimes and supported by quantitative evidence.
  • Financial Data Analysis & Modeling: You'll tackle complex challenges around analyzing large financial datasets, including market data, execution data, tax lots, corporate actions, and commercial risk models. This includes designing backtesting frameworks, conducting factor and attribution analyses, and ensuring our models behave correctly under dynamic market conditions before they reach production.
  • Collaboration: You'll partner closely with quantitative developers, backend engineers, as well as product, design, and operations teams, to ensure that research outputs translate into systematic trading systems that are mathematically accurate, technically sound, operationally robust, and seamlessly integrated into high-quality product experiences.

What we offer:
  • Competitive salary and equity grants
  • Fully paid health, vision and dental insurances
  • 401k
  • Monthly allowance to help with maintaining a healthy body and mind (fitness & mental health components)
  • Flexible (Unlimited) paid time off
  • Visa sponsorship & immigration support
  • Daily in-office lunch and dinner
  • Office in San Francisco/New York for in-person collaboration (close to public transit options)

Requirements:
  • Advanced degree in a quantitative field such as Engineering, Computer Science, Applied Mathematics, Physics.
  • Strong analytical mindset with intellectual curiosity in investment management
  • Investment/finance knowledge, including portfolio theory, factor models, and tax-aware investing (experience with Cash Equities is a plus)
  • Strong problem solving skills and attention to details, and ability to explain the ideas that underlie them
  • Strong programming background in an object oriented language.
  • A self-starter who embraces ownership and accountability, should have the ability to work independently as well as thrive in a team environment

Tech Stack:
  • Python as the primary research environment, with TypeScript/Node powering production systems
  • PostgreSQL as our data store, with Redis for caching and distributed coordination
  • Commercial risk models (e.g. Barra) and convex optimization tooling for portfolio construction
  • dbt and notebook-based analytics over a dedicated analytics replica
  • Deployed on AWS using containerized infrastructure
  • GraphQL as the mode of building and exposing APIs

Contact:
If all of the above resonates with you, reach out to us at careers@frec.com and join us for the ride!