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Quantitative Alpha Signals Jobs (NOW HIRING)

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Quantitative Researcher

New York, NY · On-site

$170K - $300K/yr

As a Quantitative Researcher in our NYC office, you'll work directly with our traders and research ... Conduct research and analyze large data sets to develop and implement alpha signals while ...

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Quantitative Alpha Signals information

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$31K

$90.6K

$146K

How much do quantitative alpha signals jobs pay per year?

As of Jun 25, 2026, the average yearly pay for quantitative alpha signals in the United States is $90,579.00, according to ZipRecruiter salary data. Most workers in this role earn between $35,000.00 and $119,000.00 per year, depending on experience, location, and employer.

How do Quantitative Alpha Signals professionals typically collaborate with portfolio managers and data engineers in an investment firm?

Quantitative Alpha Signals professionals work closely with portfolio managers to translate research insights into actionable trading strategies, ensuring that signals align with investment objectives and risk parameters. They also partner with data engineers to source, clean, and structure large datasets, enabling efficient backtesting and real-time signal generation. Effective communication and cross-functional teamwork are essential, as these collaborations help refine models, troubleshoot issues, and implement strategies seamlessly into the trading infrastructure.

What are Quantitative Alpha Signals?

Quantitative alpha signals are mathematical or statistical indicators used by investment professionals to identify potential opportunities to achieve returns above a benchmark, known as 'alpha.' These signals are derived from analyzing large sets of financial data, including price movements, trading volumes, and economic indicators, to forecast asset performance. Quantitative alpha signals are often part of algorithmic trading strategies, where computers automatically execute trades based on these signals. Successful use of quantitative alpha signals can help portfolio managers make more informed investment decisions and gain a competitive edge in the market.

What are the key skills and qualifications needed to thrive as a Quantitative Alpha Signals researcher, and why are they important?

To thrive as a Quantitative Alpha Signals researcher, you need strong quantitative skills, advanced knowledge of statistics and financial markets, and typically a graduate degree in a quantitative field such as mathematics, physics, or finance. Proficiency with programming languages (such as Python, R, or MATLAB), statistical modeling tools, and familiarity with databases and financial data systems is crucial. Exceptional analytical thinking, creativity in model development, and effective communication skills help distinguish top performers in this role. These competencies are essential for designing, testing, and implementing robust trading strategies that generate consistent outperformance in competitive markets.

What is the difference between Quantitative Alpha Signals vs Quantitative Research Analyst?

AspectQuantitative Alpha SignalsQuantitative Research Analyst
CredentialsAdvanced degrees in finance, mathematics, or statisticsSimilar educational background, often with quantitative focus
Work EnvironmentFinancial firms, hedge funds, asset managersFinancial institutions, research firms, investment firms
Primary FocusDeveloping signals to generate alphaAnalyzing data to inform investment strategies
Tools & TechniquesStatistical models, machine learning, data analysisData analysis, modeling, research methodologies

Quantitative Alpha Signals focus on creating and refining models to generate investment signals, while Quantitative Research Analysts analyze data to support investment decisions. Both roles require strong quantitative skills and often overlap in skills and work environment, but their core objectives differ: one develops signals, the other interprets data.

Infographic showing various Quantitative Alpha Signals job openings in the United States as of June 2026, with employment types broken down into 33% Full Time, and 67% Part Time. Highlights an 74% Physical, 5% Hybrid, and 21% Remote job distribution, with an average salary of $90,579 per year, or $43.5 per hour.
Quantitative Researcher - Volatility (USA)

Quantitative Researcher - Volatility (USA)

Trexquant Investment

Stamford, CT • On-site

$130K - $200K/yr

Full-time

Medical, Dental, Vision

Posted 12 days ago

Job description

We are seeking a highly skilled and motivated Quantitative Researcher to join our Volatility team. This role will be pivotal in helping to scale up a growing Volatility focused research group, and will work closely with our Head of Volatility to execute on our strategic roadmap. The role will focus on building volatility specific tooling, as well as on researching signals & strategies for trading within the volatility markets. The ideal candidate will have expertise in volatility modeling, statistical analysis, and a deep understanding of volatility market dynamics.
Responsibilities
  • Build and maintain proprietary pricing/analytics tooling for volatility research.
  • Calibrate implied volatility surfaces across single stock, index, ETF options and more. Work with developers to productionize models and integrate them into backtesting and live trading systems.
  • Design, implement, and optimize trading strategies to predict volatility market trends using extensive financial data and a wide array of trading signals.
  • Parse and analyze large datasets to identify actionable alpha signals and develop strategies for volatility trading.
  • Explore and apply cutting-edge academic research in quantitative finance to assess, refine, and enhance the profitability of trading strategies.
  • Continuously innovate and improve existing models by integrating new data sources and advanced techniques to boost performance and scalability.
  • Collaborate closely with a team of experienced quantitative researchers to conduct experiments, backtest hypotheses, and refine strategies through rigorous simulations and data analysis.

Requirements
  • BS/MS/PhD degree in a STEM field.
  • 5+ years of experience in quantitative research, specifically focused on volatility markets.
  • Proficiency in programming languages like Python and statistical modeling.
  • Experience with industry volatility models; strong understanding of options pricing.
  • Familiarity with C++ a nice to have.
  • Strong problem-solving skills with an ability to work effectively both independently and as part of a team.

Benefits
  • Competitive salary, plus bonus based on individual and company performance.
  • Collaborative, casual, and friendly work environment while solving the hardest problems in the financial markets.
  • PPO Health, dental and vision insurance premiums fully covered for you and your dependents.
  • Pre-Tax Commuter Benefits - making your commute smoother.

Applications are open for both Stamford and New York City offices, the latter with a planned opening in October 2026.
The base salary for this role is $130,000 to $200,000, and will be determined based on the candidate's educational background and professional experience. Base salary is one component of Trexquant's total compensation package, which may also include a discretionary, performance-based bonus. This position is classified as overtime-exempt.
Trexquant is an Equal Opportunity Employer

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