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Quantitative Modeling Jobs in California (NOW HIRING)

Poesis

Quantitative Developer

San Francisco, CA · On-site

$180K - $280K/yr

You'll help build data pipelines, implement models and ensure results are clean, reproducible and ... quantitative research into models, signals and tools that drive investment decision-making.

PIMCO

Quantitative Research Analyst

Newport Beach, CA · On-site

You will proactively engage with our Quants, Portfolio Managers, and Technologists across various mandates with a focus on deepening our models for alpha generation, optimal execution and portfolio ...

OpenAI

Quantitative Intelligence Analyst

San Francisco, CA · On-site

$198K - $320K/yr

About the Role As a Quantitative Intelligence Analyst , you will focus on discovering novel and ... You will build analytic models that explain how harms could emerge and translate ambiguous patterns ...

PIMCO

Quantitative Research Analyst

Newport Beach, CA · On-site

You will proactively engage with our Quants, Portfolio Managers, and Technologists across various mandates with a focus on deepening our models for alpha generation, optimal execution and portfolio ...

GridCARE

Modeling Engineer

Redwood City, CA · On-site

Power Acceleration About the role We are looking for a quantitative engineer to help build the models at the core of how GridCARE understands data center power: how facilities consume energy today ...

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Quantitative Modeling information

See California salary details

$96.7K

$167.5K

$256.1K

How much do quantitative modeling jobs pay per year?

As of Sep 2, 2026, the average yearly pay for quantitative modeling in California is $167,506.00, according to ZipRecruiter salary data. Most workers in this role earn between $132,700.00 and $196,400.00 per year, depending on experience, location, and employer.

What is a quantitative modeling?

A Quantitative Modeling job involves using mathematical, statistical, and computational techniques to analyze data and construct models that help businesses make informed decisions. Professionals in this field work in finance, risk management, economics, and other industries to develop predictive models, optimize strategies, and assess uncertainties. They often use programming languages like Python, R, or MATLAB, along with machine learning and statistical methods, to solve complex problems.

What are typical daily tasks and projects for someone in a quantitative modeling role?

In a Quantitative Modeling position, your daily activities usually include analyzing large datasets, building and validating predictive models, and developing algorithms to solve business or financial problems. You might spend time coding, running simulations, and interpreting model outputs to inform strategy or risk assessment. Collaboration is common—you'll often work with data scientists, business analysts, or subject matter experts to refine models and ensure they're aligned with organizational goals. The work is intellectually stimulating and fast-paced, with opportunities to see your analytical insights directly impact decision-making.

What are the key skills and qualifications needed to thrive in the quantitative modeling position, and why are they important?

To excel in Quantitative Modeling, a strong foundation in mathematics, statistics, and data analysis is essential, often complemented by a degree in a quantitative field such as mathematics, finance, engineering, or physics. Proficiency in programming languages like Python, R, MATLAB, or statistical software, as well as familiarity with data visualization tools and financial modeling certifications (such as CFA or FRM), is highly valued. Effective quantitative modelers possess strong problem-solving abilities, attention to detail, and the ability to communicate complex findings clearly to both technical and non-technical stakeholders. These skills enable accurate, data-driven decision-making and the creation of robust predictive models in business, finance, or technology sectors.

What does a quantitative modeler do?

A quantitative modeler develops mathematical and statistical models to analyze financial data, assess risk, and support decision-making. They use programming languages like Python or R and tools such as Excel or specialized software, often working in finance, investment, or risk management environments.

What are the most commonly searched types of Quantitative Modeling jobs in California?

The most popular types of Quantitative Modeling jobs in California are:

What are popular job titles related to Quantitative Modeling jobs in California?

For Quantitative Modeling jobs in California, the most frequently searched job titles are:

What job categories do people searching Quantitative Modeling jobs in California look for?

The top searched job categories for Quantitative Modeling jobs in California are:

What cities in California are hiring for Quantitative Modeling jobs?

Cities in California with the most Quantitative Modeling job openings:

Quantitative Modeling jobs near you
Infographic showing various Quantitative Modeling job openings in California as of August 2026, with employment types broken down into 89% Full Time, 9% Part Time, and 2% Contract. Highlights an 82% Physical, 5% Hybrid, and 13% Remote job distribution, with an average salary of $167,506 per year, or $80.5 per hour.

Quantitative Fixed Income Researcher

The TCW Group

Los Angeles, CA • On-site

$150K - $175K/yr

Full-time

Medical, Dental, Vision, Retirement, PTO

Re-posted 7 days ago

Job description

Position Summary
TCW Quantitative Research Team develops models, algorithms, and tools used to drive and support systematic and fundamental investment strategies. The team supports investment teams and traders across all asset classes to integrate data-driven insights and quantitative techniques into the investment process.
The Quantitative Fixed Income Researcher role is highly collaborative, working closely with senior quantitative researchers, the head of quantitative research to design, test, and implement models and investment strategies. By analyzing a diverse range of financial and economic data, the researcher leverages statistical, machine learning, and econometric techniques to enhance our investment process. The role partners closely with fixed-income investment teams to support investment thesis development and enhance alpha generation, while clearly communicating research findings to a wide range of stakeholders and staying current on relevant academic literature and market developments.
Essential Duties
  • Lead quantitative research on fixed-income products in private and public markets.
  • Thought partner to PMs and integrate research outputs into investment process
  • Enhance fixed-income aspects of TCW's multi-asset, multi-factor framework.
  • Own research streams end-to-end (idea → back tests → production → monitoring).
  • Review, challenge, and improve model assumptions, data quality, and robustness.
  • Set research priorities jointly with the head of quantitative research.
  • Contribute to research standards, documentation, and best practices.
  • Mentor and review work of junior quants.
  • Communicate complex quantitative results clearly to PMs, traders, risk, and leadership.

Required Qualifications
  • Deep experience in fixed income markets and instruments, both public and private.
  • Advanced training in Mathematics, Statistics, Physics, Computer Science, Econometrics, Finance, or another highly quantitative field. MSc or equivalent.
  • Minimum 5 years of work experience with fixed-income products with strong emphasis on quantitative methods.
  • Experience with factor models and portfolio optimization techniques in fixed income.
  • Extensive experience in coding in Python.

Professional Skills Qualifications
  • Experience within a quantitative hedge fund or asset manager highly desired; equivalently, sell-side fixed-income research with published research pieces.
  • Experience in modern version-controlled research environments, i.e. git and docker.
  • Familiarity with agentic coding (e.g. Claude Code or similar).
  • Strong knowledge of probability and statistical techniques (e.g. time-series, cross-sectional and panel regressions, CART models, ensemble learning, dynamic factor models, Monte Carlo methods, Copula models, GARCH/stochastic volatility models)

Desired Qualifications
  • Experience with private credit and securitized products would be a strong plus.
  • Expertise in the application of factor investing in fixed income would be a plus.

This role requires candidates to work from a TCW office a minimum of four days a week. Flexibility for remote work is offered on one day, depending on business needs.
Estimated Compensation:
Base Salary: For CA based position, the base salary range is $150k to $175k. This is an anticipated range only.
Other Compensation and Benefits: In addition to base salary, employees are eligible for a discretionary bonus and a comprehensive benefits package designed to support you and your family, invest in your health and wellbeing, and help build long-term financial security. Benefits include medical, dental, and vision coverage, retirement benefits, and paid time off. These benefits reflect our commitment to supporting the health, wellbeing, and long-term financial security of our employees and their families.
#LI-SW1 #LI-Hybrid

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