Bachelor's or Master's from a top university in Computer Science, Engineering, Math, Physics, or similar. • 0-3 years experience in quantitative finance or other relevant data-intensive industries ...
Bachelor's or Master's from a top university in Computer Science, Engineering, Math, Physics, or similar. • 0-3 years experience in quantitative finance or other relevant data-intensive industries ...
We are seeking a Junior Quantitative Trader to join our Chicago office. This role focuses on ... Experience working with market data (financial, crypto, or sports)
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We are seeking a Junior Quantitative Trader to join our Chicago office. This role focuses on ... Experience working with market data (financial, crypto, or sports)
If you are looking to join a small, dynamic, growing firm in the financial technology sector, you ... Involvement in the entire project life-cycle including communication with quants and traders to ...
If you are looking to join a small, dynamic, growing firm in the financial technology sector, you ... Involvement in the entire project life-cycle including communication with quants and traders to ...
If you are looking to join a small, dynamic, growing firm in the financial technology sector, you ... Involvement in the entire project life-cycle including communication with quants and traders to ...
If you are looking to join a small, dynamic, growing firm in the financial technology sector, you ... Involvement in the entire project life-cycle including communication with quants and traders to ...
Ph.D. Graduate Intern - Quantitative Portfolio Risk Analytics (Cross-Disciplinary) Position ... financial systems. We are intentionally recruiting from cross-disciplinary, research-driven ...
Ph.D. Graduate Intern - Quantitative Portfolio Risk Analytics (Cross-Disciplinary) Position ... financial systems. We are intentionally recruiting from cross-disciplinary, research-driven ...
Ph.D. Graduate Intern - Quantitative Portfolio Risk Analytics (Cross-Disciplinary) Position ... Analyze large, high-dimensional financial datasets to uncover structure, dependencies, and sources ...
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Ph.D. Graduate Intern - Quantitative Portfolio Risk Analytics (Cross-Disciplinary) Position ... Analyze large, high-dimensional financial datasets to uncover structure, dependencies, and sources ...
Ph.D. Graduate Intern - Quantitative Portfolio Risk Analytics (Cross-Disciplinary) Position ... Analyze large, high-dimensional financial datasets to uncover structure, dependencies, and sources ...
Quick apply
Ph.D. Graduate Intern - Quantitative Portfolio Risk Analytics (Cross-Disciplinary) Position ... Analyze large, high-dimensional financial datasets to uncover structure, dependencies, and sources ...
... quant or finance experience is required. - Final-year student or recent graduate from any degree discipline who is ready to begin a full-time role. - No specific academic major is required ...
... quant or finance experience is required. - Final-year student or recent graduate from any degree discipline who is ready to begin a full-time role. - No specific academic major is required ...
... quant or finance experience is required. - Final-year student or recent graduate from any degree discipline who is ready to begin a full-time role. - No specific academic major is required ...
... quant or finance experience is required. - Final-year student or recent graduate from any degree discipline who is ready to begin a full-time role. - No specific academic major is required ...
Ph.D. Graduate Intern - Quantitative Portfolio Risk Analytics (Cross-Disciplinary) Position ... Analyze large, high-dimensional financial datasets to uncover structure, dependencies, and sources ...
Quick apply
Ph.D. Graduate Intern - Quantitative Portfolio Risk Analytics (Cross-Disciplinary) Position ... Analyze large, high-dimensional financial datasets to uncover structure, dependencies, and sources ...
... quant or finance experience is required. - Final-year student or recent graduate from any degree discipline who is ready to begin a full-time role. - No specific academic major is required ...
Quick apply
... quant or finance experience is required. - Final-year student or recent graduate from any degree discipline who is ready to begin a full-time role. - No specific academic major is required ...
... for financial instruments with Python/C++ applications. Graduate training or exceptional ... D or Master's degree in Applied Math, Statistics, Actuarial Science, Quantitative Finance, Computer ...
... for financial instruments with Python/C++ applications. Graduate training or exceptional ... D or Master's degree in Applied Math, Statistics, Actuarial Science, Quantitative Finance, Computer ...
... for financial instruments with Python/C++ applications. Graduate training or exceptional ... D or Master's degree in Applied Math, Statistics, Actuarial Science, Quantitative Finance, Computer ...
... for financial instruments with Python/C++ applications. Graduate training or exceptional ... D or Master's degree in Applied Math, Statistics, Actuarial Science, Quantitative Finance, Computer ...
Quantitative Analyst
New York, NY · On-site
$145K - $172K/yr
Your expertise • strong academic background in a quantitative field (mathematics, physics, engineering, etc) - Post-Graduate degree • excellent understanding of quantitative finance, modelling ...
Quantitative Analyst
New York, NY · On-site
$145K - $172K/yr
Your expertise • strong academic background in a quantitative field (mathematics, physics, engineering, etc) - Post-Graduate degree • excellent understanding of quantitative finance, modelling ...
Graduate degree in a related field such as Computer Science, Engineering, Mathematics, or Quantitative Finance. * CFA or related investment certifications are preferred. Skills and Knowledge
Graduate degree in a related field such as Computer Science, Engineering, Mathematics, or Quantitative Finance. * CFA or related investment certifications are preferred. Skills and Knowledge
Graduate degree in a related field such as Computer Science, Engineering, Mathematics, or Quantitative Finance. * CFA or related investment certifications are preferred. Skills and Knowledge
Graduate degree in a related field such as Computer Science, Engineering, Mathematics, or Quantitative Finance. * CFA or related investment certifications are preferred. Skills and Knowledge
Advanced graduate degree (MS or PhD) in a quantitative field (Mathematics, Physics, Statistics, Engineering, Quantitative Finance, Computer Science, ...) with a strong foundation in and experience ...
Advanced graduate degree (MS or PhD) in a quantitative field (Mathematics, Physics, Statistics, Engineering, Quantitative Finance, Computer Science, ...) with a strong foundation in and experience ...
Quantitative Trading & Research - Commodities - Metals - Associate
New York, NY · On-site
$150K - $200K/yr
Advanced graduate degree (MS or PhD) in a quantitative field (Mathematics, Physics, Statistics, Engineering, Quantitative Finance, Computer Science, ...) with a strong foundation in and experience ...
Quantitative Trading & Research - Commodities - Metals - Associate
New York, NY · On-site
$150K - $200K/yr
Advanced graduate degree (MS or PhD) in a quantitative field (Mathematics, Physics, Statistics, Engineering, Quantitative Finance, Computer Science, ...) with a strong foundation in and experience ...
Advanced graduate degree (MS or PhD) in a quantitative field (Mathematics, Physics, Statistics, Engineering, Quantitative Finance, Computer Science, ...) with a strong foundation in and experience ...
Advanced graduate degree (MS or PhD) in a quantitative field (Mathematics, Physics, Statistics, Engineering, Quantitative Finance, Computer Science, ...) with a strong foundation in and experience ...
Quantitative Developer
Pasadena, CA · On-site
$140K - $170K/yr
Minimum 3 years of experience in a technical role within a quantitative finance or investment ... Additional post graduate qualifications such as MFE or CFA. Franklin Templeton offers employees a ...
Quantitative Developer
Pasadena, CA · On-site
$140K - $170K/yr
Minimum 3 years of experience in a technical role within a quantitative finance or investment ... Additional post graduate qualifications such as MFE or CFA. Franklin Templeton offers employees a ...
Quantitative Finance Graduate information
See salary details
$38.4K is the 25th percentile. Wages below this are outliers.
$31K - $41.5K
35% of jobs
$41.5K - $51.9K
0% of jobs
$51.9K - $62.4K
0% of jobs
$62.4K - $72.8K
0% of jobs
$72.8K - $83.3K
0% of jobs
$83.3K - $93.7K
0% of jobs
$93.7K - $104.2K
9% of jobs
The median wage is $106.2K / yr.
$104.2K - $114.6K
29% of jobs
$115.9K is the 75th percentile. Wages above this are outliers.
$114.6K - $125.1K
10% of jobs
$125.1K - $135.5K
8% of jobs
$135.5K - $146K
8% of jobs
$31K
$90.6K
$146K
How much do quantitative finance graduate jobs pay per year?
What is a quantitative finance graduate?
What is the difference between Quantitative Finance Graduate vs Quantitative Analyst?
| Aspect | Quantitative Finance Graduate | Quantitative Analyst |
|---|---|---|
| Required Credentials | Degree in finance, mathematics, or related field; often entry-level | Degree plus experience; sometimes certifications like CFA or CQF |
| Work Environment | Internships, entry-level roles in finance firms, banks, hedge funds | Mid-level to senior roles in similar environments, more responsibility |
| Employer & Industry Usage | Financial institutions, asset management, investment banks | Same as above, with more specialized roles |
The main difference is that a Quantitative Finance Graduate is typically an entry-level candidate with relevant education, while a Quantitative Analyst usually has more experience and takes on more complex analysis tasks within the same industry.
What do quantitative finance graduates do?
What are the key skills and qualifications needed to thrive as a quantitative finance graduate?
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Full-time
Re-posted 18 days ago
Job description
DeepFin Research is a systematic proprietary trading firm focused on integrating deep learning with quantitative research methods and advanced trading technology. They are seeking a Junior Quant Developer to help productionise research into high-performance trading systems, collaborating closely with Quant Researchers and senior engineers to convert Python code into production C++ and improve backtesting infrastructure.
Responsibilities:
• Productionise research models into C++: translate Python prototypes into efficient, maintainable C++ production code.
• Backtesting & simulation: build and improve simulation systems that reflect real market mechanics (order book, fills, cancels, exchange rules).
• L3 market data handling: ingest and process high-volume tick/order-level feeds; create reliable feature pipelines from raw exchange data.
• Performance optimisation: improve latency and throughput of backtests/sims (profiling, memory optimisation, data structures, parallelism where appropriate).
• Research support tooling: create utilities for data inspection, experiment tracking, run orchestration, and post-trade analytics in Python.
• Debugging & correctness: investigate mismatches between simulation and production behaviour; diagnose edge cases and implement fixes with strong test coverage.
• Cross-team collaboration: work daily with researchers and infra/exec engineers to ship improvements from idea → test → production.
Qualifications:
Required:
• Education: Bachelor’s or Master’s from a top university in Computer Science, Engineering, Math, Physics, or similar.
• 0-3 years experience in quantitative finance or other relevant data-intensive industries working with C++
• Strong working knowledge of C++ (memory, ownership, STL, performance-aware coding).
• Experience: demonstrable evidence of hands-on systems work in C++ handling large-scale data (internships, research labs, competitive projects, open-source).
• Comfortable with Python for analysis, tooling, and debugging (pandas/numpy/Jupyter a plus).
• Exposure to quantitative finance, eg through internships/university societies, including market microstructure and L3/order book data.
• Clear “builder mindset”: you like owning problems end-to-end, shipping incrementally, and iterating quickly.
Company:
DeepFin Research deploys ML driven systematic models across the Global financial markets. Founded in 2023, the company is headquartered in London, GBR, with a team of 11-50 employees. The company is currently Early Stage.