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Quant Swe Jobs in Rutherford, NJ (NOW HIRING)

Career Renew

Applied AI Engineer

New York, NY

$200K - $250K/yr

Requirements : 3 - 8 years of experience as a full-stack SWE or applied AI engineer (institutional ... quantitative fields (e.g., health/bio tech) (Mandatory) AI implementation experience inc. hands on ...

Career Renew

Applied AI Engineer

Manhattan, NY

Requirements: 3 - 8 years of experience as a full-stack SWE or applied AI engineer (institutional ... quantitative fields (e.g., health/bio tech) (Mandatory) AI implementation experience inc. hands on ...

All JobsQuant Swe JobsQuant Swe Jobs in Rutherford, NJ

Quant Swe information

See Rutherford, NJ salary details

$11.2K

$132.2K

$201.8K

How much do quant swe jobs pay per year?

As of Jun 12, 2026, the average yearly pay for quant swe in Rutherford, NJ is $132,186.00, according to ZipRecruiter salary data. Most workers in this role earn between $118,800.00 and $141,200.00 per year, depending on experience, location, and employer.

What are the key skills and qualifications needed to thrive as a Quantitative Software Engineer, and why are they important?

To thrive as a Quantitative Software Engineer, you need strong programming skills (often in Python, C++, or Java), a solid foundation in mathematics and statistics, and typically a degree in computer science, mathematics, engineering, or a related field. Familiarity with specialized tools like MATLAB, NumPy, Pandas, and version control systems, as well as experience with financial data platforms, is often required. Analytical thinking, attention to detail, and effective communication are essential soft skills for collaborating within cross-functional teams and delivering robust solutions. These skills and qualities are critical for building, optimizing, and maintaining complex models and systems that drive financial decision-making.

What are some common challenges faced by Quantitative Software Engineers when working with large-scale financial data sets?

Quantitative Software Engineers often encounter challenges related to the volume, velocity, and variety of financial data. Ensuring data integrity and accuracy is critical, as small discrepancies can significantly impact trading strategies. Additionally, optimizing algorithms for speed and scalability to process real-time market data is essential, often requiring close collaboration with data engineers and quantitative analysts. These professionals must also stay updated with the latest technologies to efficiently manage and analyze complex data environments.

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

Quantitative analysts, or 'quants,' in finance and hedge funds can earn $500,000 or more annually, especially with experience, performance bonuses, and advanced skills in programming, mathematics, and financial modeling. Senior roles in investment banking, private equity, and executive positions in large corporations may also reach or exceed this level of compensation.

What are Quant Swe jobs?

Quant Swe, short for Quantitative Software Engineer, are professionals who develop and maintain software systems used in quantitative finance. They combine expertise in programming, mathematics, and finance to build tools for data analysis, trading algorithms, and risk management. Quant Swe roles often require knowledge of programming languages such as Python, C++, or Java, and familiarity with financial markets and mathematical modeling. These engineers collaborate closely with quantitative analysts and traders to implement models and ensure high-performance computing solutions.

What is the difference between Quant Swe vs Quant Analyst?

AspectQuant SweQuant Analyst
Required CredentialsDegree in Math, CS, or Engineering; often requires programming skillsDegree in Finance, Economics, Math; may require certifications like CFA
Work EnvironmentTechnical, coding-focused, often in tech or finance firmsResearch-driven, financial modeling, client interaction
Employer & Industry UsagePrimarily in hedge funds, prop trading, quant firmsInvestment banks, asset management, hedge funds
Common Search & ComparisonYesYes

Quant Software Engineers focus on developing and maintaining trading algorithms and systems, emphasizing programming and technical skills. Quant Analysts analyze financial data, develop models, and support trading strategies. While both roles require strong quantitative skills, Quant Swe are more technical and coding-oriented, whereas Quant Analysts focus on financial analysis and modeling.

Can a swe become a quant?

Software engineers (SWE) can transition into quantitative roles by developing strong programming skills, especially in languages like Python or C++, and gaining knowledge of finance, statistics, and mathematical modeling. Many quants have backgrounds in computer science, engineering, or mathematics, and often pursue additional certifications or training in finance or data analysis. Transitioning typically involves acquiring domain-specific knowledge and experience in financial markets or risk modeling.

What jobs make $1,000,000 a year?

Quantitative traders, hedge fund managers, and senior investment professionals in finance often earn $1,000,000 or more annually through bonuses, commissions, and profit sharing. These roles typically require advanced degrees, strong analytical skills, and experience with financial modeling, programming, and risk management. High earnings are usually associated with performance-based compensation in competitive financial environments.

What engineer makes $500,000 a year?

Quantitative analysts, or quants, in hedge funds and investment banks can earn $500,000 or more annually, especially with experience, performance bonuses, and advanced skills in mathematics, programming, and finance. Senior quant roles often require strong backgrounds in computer science, statistics, and financial modeling, along with proficiency in tools like Python, C++, and MATLAB.
What cities near Rutherford, NJ are hiring for Quant Swe jobs? Cities near Rutherford, NJ with the most Quant Swe job openings:
Quant Swe jobs near you
Infographic showing various Quant Swe job openings in Rutherford, NJ as of June 2026, with employment types broken down into 100% Full Time. Highlights an 100% In-person job distribution, with an average salary of $132,186 per year, or $63.6 per hour.

Applied Engineer

Steel Point Opportunities

New York, NY

Full-time

Posted yesterday

Job description

This role sits at the intersection of AI implementation and financial software. You won't just use AI tools you'll build AI-powered features directly into client platforms: LLM-driven research intelligence, agentic workflows, MCP-connected data sources, and automation layers that compress weeks of analyst work into seconds. The ideal candidate is a strong full-stack engineer who is fluent in modern AI tooling and deeply curious about how hedge funds and asset managers think, invest, and operate. Speed is a core part of the job the company delivers fully customized platforms in weeks, not months. What You'll Do: -AI-Powered Feature Development: Build LLM-powered features into client-facing platforms research intelligence tools, natural language query layers, automated summarization, and agentic workflows that change how investment teams work. -Agentic Tooling & MCP Integration: Design and implement MCP-connected data sources, agentic pipelines, and AI orchestration layers using frameworks like Claude Code, LangGraph, OpenClaw, OpenCode, and similar. -Full-Stack Application Development: Build end-to-end applications tailored to each client's unique portfolio analytics, risk management, and research workflows from backend APIs to responsive frontends. -Backend Services: Design and maintain high-performance APIs using Python (FastAPI or similar) powering client-specific data access, analytics, and AI inference. -Frontend Development: Build intuitive, responsive UIs in React enabling investment teams to interact with complex financial data clearly and efficiently. -Data Pipeline Development: Build and maintain ETL pipelines handling positions, securities, risk metrics, and research signals with reliability and performance. -Financial Analytics: Implement analytics layers for performance and risk calculations using timeseries and linear algebra operations (Pandas, Polars). Ship Fast, Iterate Often: Deliver working software in compressed timelines, gather direct user feedback, and continuously improve treating speed and quality as complementary. -Kubernetes Deployments: Work fluidly with Kubernetes within each client environment to ship fast and reliably. What Required to Succeed: -3 8 years as a full-stack SWE or applied AI engineer (institutional investor or fintech) -Demonstrated record using agentic AI tooling effectively (Claude Code, Codex, MCP servers) and building user-facing products 0-to-1 -Strong Python expertise (non-negotiable; API experience with FastAPI, Flask, or Django highly preferred) -First-principles understanding of the agentic loop used within most agentic frameworks (Codex, Claude Code, OpenCode, Cline, etc.) -Effective in unstructured environments and ability to solve loosely defined problems -Genuine conviction that AI is transforming software and deep interest in how institutional investors think and use tech Company Preferences: -Institutional investor or fintech experience (Two Sigma, DE Shaw, Citadel, P72, Addepar) or other data-first/quantitative fields (health/biotech) -AI implementation experience hands-on building with LLM APIs, MCP servers, agentic frameworks (Claude Code, OpenClaw, LangChain), prompt engineering, etc.

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