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Quant Jobs in Dallas, TX (NOW HIRING)

Bank OZK

Associate, Quantitative Modeling

Dallas, TX · On-site

Also develops and documents the quantitative tools used to quantify credit risk, provide early identification of trends in compliance activities, and support other areas of the Bank in which ...

J.P. Morgan

Quant Analytics-Senior Associate

Plano, TX · On-site

$81K - $101K/yr

Experience in finance analytics, quantitative analytics, credit analytics, or forecasting * Strong analytical and problem-solving skills with the ability to synthesize data into clear insights

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See Dallas, TX salary details

$96.9K

$167.9K

$256.7K

How much do quant jobs pay per year?

As of Aug 26, 2026, the average yearly pay for quant in Dallas, TX is $167,873.00, according to ZipRecruiter salary data. Most workers in this role earn between $133,000.00 and $196,800.00 per year, depending on experience, location, and employer.

What is a quant?

Quants, short for quantitative analysts, are professionals who use mathematical models, statistics, and computational techniques to analyze financial data and develop trading strategies. They are typically employed by investment banks, hedge funds, asset management firms, and financial technology companies. Quants play a crucial role in pricing securities, managing risk, and optimizing portfolios. Their expertise is essential for making data-driven decisions in complex financial markets.

What does a quant do?

Quant refers to a quantitative analyst whose responsibilities are to research and analyze market trends in finance. As a quant, you research and decipher statistics and design financial models to help banks, insurance companies, and other finance-focused organizations assess and prevent their risk, make sound investments, and better understand pricing structures to increase profit. Your duties also include creating codes for programs that follow financial trends and patterns, recording data and analyses, and consulting with business leaders in an organization to offer suggestions to combat potential financial risks. Large financial institutions and firms with trading processes typically hire quants.

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

To thrive as a Quant, you need strong quantitative and analytical skills, typically supported by advanced degrees in mathematics, statistics, physics, or related fields. Proficiency with programming languages like Python or C++, financial modeling, and familiarity with tools such as MATLAB or R are essential, along with knowledge of financial markets. Exceptional problem-solving, attention to detail, and effective communication help Quants stand out in collaborative and high-stakes environments. These skills enable Quants to develop robust models and strategies that drive critical decision-making and risk management in finance.

What are some common challenges faced by quants when collaborating with software developers and traders?

Quants often encounter challenges in bridging the gap between theoretical models and practical implementation. Effective communication is essential, as translating complex quantitative concepts into actionable trading strategies requires close collaboration with both software developers and traders. Misunderstandings can occur due to differences in technical language or priorities, so fostering a collaborative environment and being open to feedback is crucial. Regular meetings and clear documentation can help ensure that models are accurately implemented and aligned with trading objectives.

What is the difference between Quant vs Data Analyst?

AspectQuantData Analyst
Required CredentialsDegree in Math, Finance, or Computer Science; often requires advanced degreesBachelor's in Statistics, Economics, or related field; sometimes requires certifications
Work EnvironmentFinancial firms, hedge funds, investment banksCorporations, consulting firms, market research
Employer & Industry UsagePrimarily in finance and tradingAcross various industries including finance, marketing, healthcare
Common Search & Comparison IntentUnderstanding quantitative roles in financeExploring data analysis careers

While both Quant and Data Analyst roles involve working with data, Quants focus on developing complex models for trading and risk management in finance, often requiring advanced degrees and specialized skills. Data Analysts typically interpret data to inform business decisions across industries, with a broader scope and different tools. The roles overlap in data handling but differ significantly in application and industry focus.

Are quant jobs high paying?

Quant jobs, which involve quantitative analysis and modeling, are generally high paying within the finance industry due to the specialized skills required, such as programming, mathematics, and data analysis. Salaries can vary based on experience, location, and the firm, but they are often among the top-paying roles in finance and technology sectors.

What are the jobs in quant?

Quant jobs typically involve developing and implementing mathematical models to analyze financial data, manage risk, and inform trading strategies. Common roles include quantitative analyst, quantitative researcher, quantitative developer, and risk manager, often requiring strong skills in programming, statistics, and finance. These positions are prevalent in investment banks, hedge funds, and asset management firms.
More about Quant jobs

What are the most commonly searched types of Quant jobs in Dallas, TX?

The most popular types of Quant jobs in Dallas, TX are:

What are popular job titles related to Quant jobs in Dallas, TX?

For Quant jobs in Dallas, TX, the most frequently searched job titles are:

What job categories do people searching Quant jobs in Dallas, TX look for?

The top searched job categories for Quant jobs in Dallas, TX are:

What cities near Dallas, TX are hiring for Quant jobs?

Cities near Dallas, TX with the most Quant job openings:

Quant jobs near you
Infographic showing various Quant job openings in Dallas, TX as of August 2026, with employment types broken down into 80% Full Time, and 20% Part Time. Highlights an 50% In-person, 10% Hybrid, and 40% Remote job distribution, with an average salary of $159,605 per year, or $76.7 per hour.

Senior Manager, Securities Lending Quant

Charles Schwab Inc.

Westlake, TX • On-site

$105K - $200K/yr

Full-time

Re-posted 21 days ago

Job description

Your Opportunity
At Schwab, you're empowered to make an impact on your career. Here, innovative thought meets creative problem solving, helping us "challenge the status quo" and transform the finance industry together.
As a Senior Manager, Securities Lending Quant, you will serve as a senior desk-facing quantitative expert within the Treasury Modeling department, focused on securities lending, prime brokerage, margin lending, and equity finance. This role is designed for someone who understands how securities lending desks operate, can speak the language of traders, and can turn market structure, inventory, client demand, collateral, pricing, and P&L dynamics into practical analytics that improve decision-making.
The ideal candidate brings deep prime brokerage or securities lending expertise, strong quantitative instincts, and a commercial mindset. You should be able to identify trader pain points, challenge existing processes, bring forward innovative quant ideas, and implement solutions that are useful, explainable, and adopted by the business.
This is a high-impact individual contributor role, not a formal people-leadership position. You will influence through product expertise, desk judgment, quantitative creativity, and the ability to partner closely with Treasury, Finance, Model Risk Management, product teams, and desk stakeholders. Success in this role requires someone who can bridge desk intuition and analytical rigor while delivering tools and insights that change how the business operates.
If you are a securities lending quant with a strong prime brokerage foundation, a feel for desk economics, and the vision to build next-generation analytics for trading and balance sheet decisions, we encourage you to apply.
What you have
Required skills
  • Bachelor's degree in a quantitative field, finance, economics, engineering, physics, mathematics, statistics, computer science, or equivalent experience.
  • 8+ years of experience in financial services as a securities lending quant, desk strategist, prime brokerage quant, quantitative strategist, or similar role supporting financing, risk, pricing, inventory, or P&L decisions.
  • Deep understanding of prime brokerage, securities lending, collateralized lending, margin, financing spreads, balance sheet usage, client behavior, and secured product economics.
  • Strong knowledge of equity-linked products, including how equity markets, derivatives, hedging activity, client flows, and financing dynamics affect balances, valuation, pricing, and P&L.
  • Ability to translate trader needs and ambiguous business questions into practical quantitative tools, decision frameworks, and implementation plans that improve desk outcomes.
  • Strong Python or similar programming experience, with the ability to work efficiently with large datasets and controlled production environments.
  • Strong communication skills, including the ability to engage credibly with traders and explain quantitative insights to both technical and non-technical stakeholders.
  • Experience operating in a governed model environment, including documentation, validation support, monitoring, and controlled change management.

Preferred skills
  • Graduate degree, such as an M.S. or Ph.D., in a quantitative discipline.
  • Direct experience on or closely supporting a securities lending desk, prime brokerage desk, equity finance desk, margin lending function, or related desk-facing business.
  • Strong understanding of securities lending and borrowing, rebate rates, fees, utilization, specials, collateral, financing spreads, short demand, and desk-level P&L drivers.
  • Demonstrated ability to identify desk pain points and build practical analytics for inventory management, release-engine decisions, client demand, pricing, valuation, utilization, margin balances, or P&L explainability.
  • Experience with broker-dealer Treasury, balance sheet management, funding, liquidity, capital, or transfer pricing concepts.
  • Familiarity with model risk management expectations, including validation, performance monitoring, limitation documentation, and production governance.
  • Experience building analytics that support securities lending release-engine decisions, including inventory availability, borrow demand, collateral usage, margin balance behavior, rate/fee dynamics, and production decision routines.
  • Hands-on experience operationalizing product analytics for securities lending businesses, including controlled production runs, exception management, transparent outputs, and monitoring of key release-engine drivers.
  • Vision for where advanced analytics, AI/ML, automation, or alternative quantitative methods can create measurable trading, financing, client, or balance sheet value while remaining explainable and governable.

What you'll do:
  • Develop desk-facing quantitative analytics for securities lending, margin lending, and prime brokerage, with a focus on inventory, release decisions, pricing, demand signals, utilization, risk, and P&L drivers.
  • Partner with traders and desk stakeholders to understand pain points, pressure-test assumptions, and convert complex business questions into actionable quant solutions.
  • Analyze how client activity, market conditions, collateral dynamics, financing spreads, utilization, and product mechanics flow through balances, revenues, valuation, and P&L outcomes.
  • Enhance securities lending release-engine analytics by connecting inventory availability, borrow demand, margin balances, collateral, pricing, client activity, and desk-level P&L into clear decision frameworks.
  • Design analytics that strengthen securities inventory management, including availability, utilization, demand signals, collateral dynamics, concentration risk, and balance sheet optimization.
  • Partner closely with Treasury, Finance, Model Risk Management, product teams, and desk stakeholders to ensure models reflect real product behavior, market structure, and business economics.
  • Produce clear technical documentation, white papers, model methodology notes, monitoring materials, and stakeholder-ready explanations of model results.
  • Support model governance activities, including validation, limitation assessment, performance monitoring, change management, and ongoing model maintenance.
  • Identify opportunities to improve analytical accuracy, automation, controls, and business adoption across securities lending and related products.
  • Bring forward and pilot innovative quantitative, AI/ML, automation, or statistical approaches that can improve trading decisions, inventory deployment, pricing, risk measurement, or P&L explainability.
  • Serve as a senior securities lending thought partner who shapes analytical direction through domain depth, desk intuition, credibility with stakeholders, and strong execution.

In addition to the salary range, this position is also eligible for bonus or incentive opportunities.

Apply