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Quantitative Hedge Fund Jobs (NOW HIRING)

Hedge Fund

Market Access Developer - C++

Manhattan, NY · On-site

$100 - $150/hr

Global quantitative hedge fund is seeking a talented C++ developer with expertise in low latency development. This person will be responsible for building and maintaining the cutting‑edge ...

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Umbrex

Hedge Fund Quant Analyst - Umbrex

Manhattan, NY · On-site

$100 - $125/hr

They are seeking a Hedge Fund Quant Analyst with deep expertise in equity trading, advanced modeling techniques, and programming to help design and implement this system. Responsibilities: * Design ...

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Quantitative Hedge Fund information

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$98K

$169.7K

$259.5K

How much do quantitative hedge fund jobs pay per year?

As of Aug 20, 2026, the average yearly pay for quantitative hedge fund in the United States is $169,729.00, according to ZipRecruiter salary data. Most workers in this role earn between $134,500.00 and $199,000.00 per year, depending on experience, location, and employer.

What are some common challenges faced by professionals working at a quantitative hedge fund?

Professionals at quantitative hedge funds often encounter challenges such as rapidly adapting to changing market conditions, ensuring the robustness of complex algorithms, and managing vast sets of financial data with precision. Collaboration between researchers, developers, and traders is essential, as strategies must be rigorously tested and refined within multidisciplinary teams. Additionally, staying ahead of technological advancements and regulatory changes is crucial to maintaining a competitive edge in this fast-paced environment.

What are the key skills and qualifications needed to thrive as a quantitative hedge fund analyst, and why are they important?

To thrive as a Quantitative Hedge Fund Analyst, you need advanced mathematical, statistical, and programming skills, often supported by a degree in quantitative fields such as mathematics, finance, computer science, or engineering. Familiarity with programming languages like Python, R, or C++, and experience using financial modeling platforms and data analysis tools are typically required. Strong problem-solving ability, attention to detail, and effective communication are valued soft skills in this role. These competencies are crucial for developing profitable trading strategies, managing risk, and contributing to a collaborative, high-performance environment.

What is the difference between Quantitative Hedge Fund vs Quantitative Analyst?

AspectQuantitative Hedge FundQuantitative Analyst
Primary RoleManage investment strategies using quantitative modelsDevelop and implement quantitative models for various financial applications
Work EnvironmentHedge fund firms, fast-paced, high-pressureFinancial institutions, research labs, investment firms
Required CredentialsDegree in math, finance, or related; often advanced degreesDegree in math, finance, or related; often advanced degrees
Industry UsageCommon in hedge funds and asset managementWidespread across finance, banking, and investment firms

While both roles require strong quantitative skills and similar educational backgrounds, a Quantitative Hedge Fund focuses on managing investment strategies within a hedge fund environment, whereas a Quantitative Analyst develops models used across various financial sectors. The hedge fund role is more investment-oriented, while the analyst role emphasizes model development and analysis.

How do I get into a quantitative hedge fund?

To get into a quantitative hedge fund, candidates typically need strong quantitative skills in mathematics, statistics, or computer science, along with programming experience in languages like Python, C++, or R. A relevant advanced degree such as a master's or Ph.D. in a quantitative field is often preferred, and internships or prior experience in finance or trading can improve chances. Demonstrating proficiency with data analysis, modeling, and familiarity with financial markets is also important.
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Quantitative Hedge Fund jobs near you
Infographic showing various Quantitative Hedge Fund job openings in the United States as of August 2026, with employment types broken down into 1% As Needed, 76% Full Time, 22% Part Time, and 1% Contract. Highlights an 91% Physical, 4% Hybrid, and 5% Remote job distribution, with an average salary of $169,729 per year, or $81.6 per hour.

Quantitative Researcher at HFT Hedge Fund Algorithmic Trading Boston

Domeyard LP

Boston, MA • On-site

Full-time

Re-posted 10 days ago

Job description

Company Description
Domeyard, LP is a quantitative hedge fund startup based in Boston, Massachusetts. We focus on developing low latency technologies to achieve extremely consistent, long-term capital growth enabling us to save millions of dollars for market investors each year. Our trading strategies are derived from the latest advances in high-performance computing and data analysis, making us one of the fastest market participants in the world. Domeyard operates around the clock, trading a diverse range of asset classes, including equities, futures, fixed income instruments, energy products and commodities. Innovation is our main differentiator: on any given day, we process more order messages than Google searches and Twitter messages combined. Our continuous pursuit of improvement to our technology enables us to uncover opportunities that are grossly inaccessible to mainstream fund managers and their investment vehicles. For its notable role in the industry, Domeyard is also the protagonist of Harvard Business School's first case study about high frequency trading.
Job Description
Bonus! Apply through our website: http://grnh.se/83ospm
Bridging Mathematics and Low-Latency Trading
Domeyard is seeking a Quantitative Researcher with significant experience in developing low latency statistical arbitrage or market making strategies. You will be joining the core of a company with a single, monolithic HFT team. The ideal candidate is someone who is intellectually curious and loves solving mathematical problems - you might have considered pursuing an academic career at some point and you are looking at this job posting because you are enticed by the fast feedback loop in our field.
What you'll be doing:
  • Building low latency liquidity taking or market making strategies from end-to-end.
  • Developing mathematical models to solve difficult stochastic problems.
  • Analyzing convergence and boundedness properties of algorithms and estimates.
  • Translating your models to fast computational methods.
  • Collaborating with researchers and developers to implement all of the above.

You must meet both of these minimum requirements:
  • 3+ years work experience in high-frequency trading at a leading hedge fund or proprietary trading firm.
  • Experience with direct responsibility in construction of alpha signals or monetization for latency-sensitive, capacity-constrained strategies.

Qualifications
In addition, here are some of the attributes that we're looking for:
  • History of peer-reviewed publications in optimization, algorithms, statistics, numerical analysis, signal processing, operations research, or a related field.
  • Graduate-level degree in any scientific, mathematical or engineering discipline.
  • Programming experience with C++ in a UNIX-based environment.
  • Experience using data analysis tools in Python or R.
  • Intense passion for solving quantitative problems.
  • Recent track record with low variance in PnL at high % of ADV.
  • Working familiarity with low latency architecture.
  • Knowledge in futures, cash equities or cash FX markets.

Additional Information
***IMPORTANT: Please apply via the link below (takes <5 minutes)***
http://grnh.se/83ospm

Apply