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Quantitative Portfolio Optimization Jobs (NOW HIRING)

Nomura International

Quant Researcher

Manhattan, NY · On-site

$175K - $250K/yr

This role focuses on quantitative modeling, risk management, and portfolio optimization to support our global equities business. Key Responsibilities Risk Modeling & Portfolio Optimization * Design ...

VanEck

Quantitative Associate

Manhattan, NY · On-site

$120K - $150K/yr

Enhance and maintain fixed income portfolio optimization models. * Produce and maintain monthly and ... Advanced degree (MS or PhD) in Quantitative Finance, Financial Engineering, Mathematics, Statistics ...

Anson McCade

Quantitative Researcher

Manhattan, NY · On-site

Creating quantitative tools and infra to aid the strategy development process, such as portfolio optimization tools, execution algorithms, modelling libraries, etc. for the rest of your trading team ...

TIFIN

Lead, Quant AI Investments, TIFIN.ai

Boulder, CO · On-site

$150K - $225K/yr

MS/PhD in a quantitative discipline (Financial Mathematics, Statistics, CS, Engineering, or similar) * 5-10+ years in quantitative investment research, portfolio optimization, or investment product ...

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Quantitative Portfolio Optimization information

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$98K

$169.7K

$259.5K

How much do quantitative portfolio optimization jobs pay per year?

As of Aug 14, 2026, the average yearly pay for quantitative portfolio optimization 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 is quantitative portfolio optimization?

Quantitative portfolio optimization is the process of using mathematical models and statistical techniques to construct investment portfolios that maximize expected returns for a given level of risk, or minimize risk for a given level of expected return. This approach relies on quantitative data analysis, such as historical prices, returns, and correlations between assets, to inform the portfolio construction process. Techniques like mean-variance optimization, factor models, and Monte Carlo simulations are commonly used. The goal is to systematically select asset weights that best align with an investor's financial objectives and risk tolerance.

What are the key skills and qualifications needed to thrive as a quantitative portfolio optimization specialist?

To thrive in Quantitative Portfolio Optimization, you need strong quantitative analysis skills, advanced knowledge of statistics and finance, and typically a degree in mathematics, finance, or a related field. Expertise in programming languages like Python, R, or MATLAB, and familiarity with financial modeling tools and data analytics platforms are commonly required. Attention to detail, critical thinking, and effective communication are essential soft skills for interpreting data and collaborating with stakeholders. These skills ensure the development of robust, data-driven investment strategies that maximize returns and minimize risk.

What are some common challenges faced by professionals in quantitative portfolio optimization, and how can they be addressed?

Professionals in Quantitative Portfolio Optimization often encounter challenges such as managing large and complex datasets, adapting to rapidly changing market conditions, and balancing risk versus return in real time. Staying current with the latest financial models and programming techniques is essential, as is collaborating closely with portfolio managers and data scientists to ensure that optimization strategies align with investment goals. Building strong analytical and communication skills can help address these challenges and contribute to more effective decision-making within the team.

What is the difference between Quantitative Portfolio Optimization vs Quantitative Analyst?

AspectQuantitative Portfolio OptimizationQuantitative Analyst
Primary FocusDeveloping models to optimize investment portfolios for risk and returnAnalyzing data to support investment decisions and strategy
Skills & CertificationsMathematics, statistics, programming, finance certifications (CFA, FRM)Statistics, programming, finance knowledge, often CFA or similar
Work EnvironmentQuant teams within asset management or hedge fundsInvestment banks, asset managers, hedge funds
GoalsMaximize portfolio performance while managing riskProvide insights and analysis to inform investment strategies

While both roles require strong quantitative skills and finance knowledge, Quantitative Portfolio Optimization focuses specifically on creating models to optimize investment portfolios, whereas a Quantitative Analyst provides broader data analysis and insights to support investment decisions.

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What job categories do people searching Quantitative Portfolio Optimization jobs look for?

The top searched job categories for Quantitative Portfolio Optimization jobs are:

Infographic showing various Quantitative Portfolio Optimization job openings in the United States as of August 2026, with employment types broken down into 1% Internship, 89% Full Time, 7% Part Time, and 3% Contract. Highlights an 85% Physical, 5% Hybrid, and 10% Remote job distribution, with an average salary of $169,729 per year, or $81.6 per hour.

Global Quantitative Strategies | Quantitative Researcher

Citadel LLC

Rochester, NY • On-site

$200 - $300/hr

Other

Medical, Life, Retirement

Posted 9 days ago

Job description

About Global Quantitative Strategies (GQS)

GQS is the quantitative investment business of Citadel. Founded in 2012, GQS has rapidly grown to become one of Citadel’s core investment strategies and one of the top quantitative investment teams in the world. Agile teams of researchers, engineers, and traders develop robust systems that allow us to operate performant at scale and apply advanced statistical and quantitative modeling techniques to identify and act on investment opportunities.

Quantitative Researchers (QRs)

Specialize in a variety of areas, including but not limited to: using sophisticated data analysis skills to build predictive models, driving construction of a complex multi-asset portfolio by utilizing large-scale portfolio optimization techniques, and developing sophisticated optimization algorithms. Researchers with an exceptional record of achievement in their respective fields and a drive to apply quantitative techniques to investing are encouraged to apply to GQS.

Required Skills and Qualifications:
  • Advanced degree in Physics, Computer Science, Mathematics, Statistics, Engineering or a related field
  • Proven ability to conduct innovative and impactful research focused on solving real-world problems
  • Relentless focus on continuous learning and making an impact; ability to question the status quo
  • Strong mathematical and statistical modeling skills (e.g., time-series and cross-sectional analysis)
  • Proficiency in coding (C++ or Python preferred)
  • Demonstrated passion for financial markets and driven to analyze and model drivers of price formation and risk

In accordance with applicable law, the base salary range for this role is $200,000 to $300,000. In addition, the employee who fills this role will be eligible to participate in a discretionary incentive compensation program, as well as a wide array of benefit programs, such as medical and life insurance, retirement and tax-free savings plans, and access to other healthcare programs.

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