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Quant Strategist Jobs (NOW HIRING)

Virtu Financial

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 ... Analyze existing strategies to identify potential improvements * Develop risk models and frameworks ...

Deeter Analytics Inc

Quant Trading

$300K/yr

Key Responsibilities Quantitative Strategy Development & Research * Algorithm Design: Lead the creation and refinement of proprietary trading algorithms rooted in the firm's market framework ...

UBS

HOLT Portfolio & Quantitative Strategist

New York, NY · On-site

$158K - $186K/yr

Your role The HOLT Portfolio & Quantitative Strategy Team in New York is looking to add a new member to the team. We're looking for someone who can assist the team to: • Leverage data from the HOLT ...

Deutsche Bank AG

NY · On-site

$155 - $252.50/hr

Quantitative Strategist (Emerging Markets)Corporate Title: Vice PresidentLocation: New York, NYOverviewDeutsche Bank's Global Strategic Analytics combines expertise in quantitative analytics ...

PNC Bank

Quant Analyst/Model Analyst

Tysons Corner, VA

$90K - $150K/yr

Under general supervision, performs advanced quantitative analyses and models development to support decision-making by running quantitative strategies. * Analyzes and develops new model frameworks ...

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Quant Strategist information

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$45K

$139.9K

$177.5K

How much do quant strategist jobs pay per year?

As of Jul 17, 2026, the average yearly pay for quant strategist in the United States is $139,867.00, according to ZipRecruiter salary data. Most workers in this role earn between $121,500.00 and $157,000.00 per year, depending on experience, location, and employer.

What are the key skills and qualifications needed to thrive as a Quant Strategist, and why are they important?

To thrive as a Quant Strategist, you need strong quantitative analytics, mathematical modeling, and programming skills, typically supported by an advanced degree in a quantitative field such as mathematics, physics, or finance. Expertise with programming languages like Python, R, C++, and familiarity with statistical analysis tools, databases, and financial modeling systems is crucial. Exceptional problem-solving abilities, attention to detail, and clear communication help you stand out in cross-functional teams. These skills are essential for developing, testing, and implementing trading strategies that drive financial performance and manage risk in dynamic markets.

How do Quant Strategists typically collaborate with other teams, such as traders and software engineers, in a financial firm?

Quant Strategists frequently work in cross-functional teams, collaborating closely with traders to understand market needs and with software engineers to implement quantitative models. They are often responsible for translating complex financial theories into practical tools and strategies that can be executed in real-time trading environments. Effective communication and teamwork are essential, as Quant Strategists need to ensure that their models align with trading objectives and are robustly integrated into the firm's technology stack. Regular meetings and feedback loops are common to keep all stakeholders aligned and to adapt strategies based on market feedback.

What is the difference between Quant Strategist vs Quant Analyst?

AspectQuant StrategistQuant Analyst
Required CredentialsAdvanced degrees in finance, mathematics, or related fields; often CFA or FRM certificationsSimilar educational background; often entry to mid-level roles with fewer certifications
Work EnvironmentStrategic planning, model development, and high-level decision support in hedge funds, investment banks, or asset managersData analysis, model testing, and implementation support within trading teams or research departments
Employer & Industry UsageFinancial institutions, hedge funds, asset management firmsFinancial firms, investment banks, asset managers, hedge funds

While both roles require strong quantitative skills and similar educational backgrounds, Quant Strategists focus on developing trading strategies and high-level models, whereas Quant Analysts primarily analyze data and support model implementation. The Strategist role is more strategic and decision-oriented, while the Analyst role is more technical and data-focused.

What are Quant Strategists?

Quant Strategists, also known as quantitative strategists or 'quants,' are finance professionals who use mathematical models, statistical techniques, and computer algorithms to analyze financial data and develop trading strategies. They play a crucial role in investment banks, hedge funds, and asset management firms by identifying patterns, assessing risks, and optimizing portfolios. Quant Strategists often have backgrounds in mathematics, physics, computer science, or engineering, and are skilled in programming languages like Python, R, or C++. Their work helps firms make data-driven decisions and stay competitive in complex financial markets.
More about Quant Strategist jobs
What job categories do people searching Quant Strategist jobs look for? The top searched job categories for Quant Strategist jobs are:
Quant Strategist jobs near you
Infographic showing various Quant Strategist job openings in the United States as of July 2026, with employment types broken down into 19% Internship, 78% Full Time, 2% Part Time, and 1% Contract. Highlights an 92% Physical, 3% Hybrid, and 5% Remote job distribution, with an average salary of $139,867 per year, or $67.2 per hour.
Senior Quantitative Credit Strategist

Senior Quantitative Credit Strategist

Vanguard Group

Malvern, PA • On-site

Full-time

Posted 5 days ago

Vanguard rating

8.7

Company rating: 8.7 out of 10

Based on 62 frontline employees who took The Breakroom Quiz

17th of 148 rated financial services

Job description

The Opportunity
This is a senior role within the Fixed Income Quantitative Research Group. The Senior Corporate Credit Quantitative Strategist will help set the research agenda in partnership with the Global Head of Quantitative Research and other senior investors. The successful candidate will partner with portfolio managers, credit analysts, and risk teams to design, implement, and scale quantitative models supporting corporate bond investment strategies. The role focuses on credit alpha generation, relative value, and portfolio construction across global investment-grade and high-yield markets.
A key success factor is the ability to translate quantitative research into investment ideas used in live portfolios, enhancing security selection, sizing, and risk management.
What You'll Do
  • Develop quantitative models for credit investing that directly inform alpha generation, issuer/sector selection, relativevalue decisions, and position sizing across global IG and HY portfolios.
  • Create and maintain quantitative signals like valuation, spread, quality, momentum, liquidity, downside risk with a demonstrated link to excess return across market regimes.
  • Partner closely with corporate credit portfolio managers and analysts to ensure quantitative insights drive live portfolio decisions, not standalone research.
  • Partner with quantitative research analysts on all stages of the model development life cycle. Take ownership of backtesting, performance attribution, and factor analysis, clearly articulating what drove returns, what detracted, and how strategies performed in stress environments.
  • Analyze issuer-, sector-, and capital-structure-level relationships to identify actionable relative-value opportunities in corporate bonds.
  • Translate research into scalable, production-ready analytics embedded in portfolio construction and risk workflows.
  • Communicate quantitative insights succinctly to PMs and senior investment leadership, focusing on decision-relevant outcomes.
  • Mentor junior quants and uphold research standards, model governance, and documentation.

What It Takes
Required Qualifications
  • Advanced degree (Master's or PhD) in a quantitative discipline (Mathematics, Statistics, Physics, Engineering, Quantitative Finance).
  • 15+ years of experience in quantitative research or strategy with a primary focus on corporate credit.
  • Experience supporting systematic or quantitatively-enabled credit strategies.
  • Deep understanding of corporate debt markets, including spread dynamics, capital structure, ratings migration, and default cycles.
  • Expertise with synthetic credit, capital structure RV, and leveraged loans. Proven ability to generate investment ideas independently and partner with PMs is a strong indicator of success in this role.
  • Strong programming skills in Python (required); SQL and/or R preferred.
  • Experience working with large fixed-income datasets (TRACE, BQUANT, issuer fundamentals, pricing, liquidity metrics).
  • Proven ability to deliver actionable research used by PMs.

Preferred / Differentiating Skills
  • Exposure to credit risk models, issuer-level forecasting, and stress testing.
  • Prior experience embedding models into portfolio construction or risk platforms.
  • Prior experience with structured credit and global credit markets
  • CFA or progress toward CFA.

Special Factors
Sponsorship
Vanguard is not offering visa sponsorship for this position.
About Vanguard
At Vanguard, we don't just have a mission-we're on a mission.
To work for the long-term financial wellbeing of our clients. To lead through product and services that transform our clients' lives. To learn and develop our skills as individuals and as a team. From Malvern to Melbourne, our mission drives us forward and inspires us to be our best.
How We Work
Vanguard has implemented a hybrid working model for the majority of our crew members, designed to capture the benefits of enhanced flexibility while enabling in-person learning, collaboration, and connection. We believe our mission-driven and highly collaborative culture is a critical enabler to support long-term client outcomes and enrich the employee experience.

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