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Quantitative Strategist Jobs (NOW HIRING)

Akuna Capital

Quant Strategist

Chicago, IL · On-site

$145K/yr

What you'll do as a Quantitative Strategist at Akuna: Akuna's Quantitative Trading and Research team is looking to add Quant Strategists to a team of mathematicians, statisticians and technologists.

Akuna Capital

Quant Strategist

Chicago, IL · On-site

$145K/yr

What you'll do as a Quantitative Strategist at Akuna: Akuna's Quantitative Trading and Research team is looking to add Quant Strategists to a team of mathematicians, statisticians and technologists.

DRW

Quantitative AI Strategist

New York, NY · On-site

$132K - $171K/yr

We are seeking a Quantitative AI Strategist to join our quantitative analytics team. This is a front-office role at the intersection of quantitative finance, AI, and product development - focused on ...

Anson McCade

Equity Vol Strat

Manhattan, NY · On-site

$400K/yr

Permanent Equity Volatility Quantitative Strategist - New York City We are seeking an experienced Equity Volatility Quantitative Strategist to join our front-office quantitative research team in New ...

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Quantitative Strategist information

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$45K

$139.9K

$177.5K

How much do quantitative strategist jobs pay per year?

As of Aug 9, 2026, the average yearly pay for quantitative strategist in the United States is $139,867.00, according to ZipRecruiter salary data. Most workers in this role earn between $121,500.00 and $157,000.00 per year, depending on experience, location, and employer.

What does a quantitative strategist do?

A quantitative strategist develops mathematical models and algorithms to analyze financial data and inform trading or investment decisions. They use programming skills, statistical techniques, and financial theory to identify market opportunities and manage risk within trading environments.

What is the difference between Quantitative Strategist vs Quantitative Analyst?

AspectQuantitative StrategistQuantitative Analyst
Required CredentialsTypically requires advanced degrees (Master's or PhD) in finance, mathematics, or related fieldsOften requires a bachelor's or master's degree in finance, economics, or mathematics
Work EnvironmentStrategic roles in hedge funds, investment banks, or asset management firms focusing on developing trading strategiesData analysis and modeling in financial institutions, supporting trading and risk management
Employer & Industry UsageCommonly employed in hedge funds, proprietary trading firms, and investment banksWidely used across financial services, including banks, asset managers, and hedge funds

While both roles involve quantitative skills and financial knowledge, Quantitative Strategists focus on developing trading strategies and long-term financial plans, whereas Quantitative Analysts primarily analyze data and build models to support trading and risk decisions.

What is a quantitative strategist?

A Quantitative Strategist, often called a 'quant strategist,' is a finance professional who uses mathematical models, statistical analysis, and computer programming to develop trading strategies and manage financial risk. Their work typically involves analyzing large datasets, building predictive models, and creating algorithms to identify investment opportunities or optimize portfolios. Quantitative Strategists are commonly employed by investment banks, hedge funds, and asset management firms, where their insights help inform trading decisions and enhance financial performance.

How does a quantitative strategist typically collaborate with traders and portfolio managers?

Quantitative Strategists work closely with traders and portfolio managers by developing, backtesting, and implementing trading models and strategies. They translate complex data analysis into actionable insights, often participating in regular meetings to discuss market trends and the performance of existing strategies. Effective communication and a strong understanding of financial markets are essential, as Quantitative Strategists must explain their findings and adapt models in response to real-time feedback from trading teams. This collaborative environment fosters innovation and helps ensure that strategies are both theoretically sound and practically effective.

What are the key skills and qualifications needed to thrive as a quantitative strategist?

To thrive as a Quantitative Strategist, you need strong quantitative analysis, advanced mathematics, and programming skills, typically supported by a degree in a quantitative field such as mathematics, physics, or finance. Proficiency in statistical software, programming languages like Python, R, or C++, and experience with financial modeling platforms are essential. Analytical thinking, problem-solving, and effective communication are crucial soft skills for interpreting data and collaborating with cross-functional teams. These capabilities enable a Quantitative Strategist to develop data-driven investment strategies and provide a competitive edge in fast-paced financial markets.
More about Quantitative Strategist jobs
What cities are hiring for Quantitative Strategist jobs? Cities with the most Quantitative Strategist job openings:
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Quantitative Strategist jobs near you
Infographic showing various Quantitative Strategist job openings in the United States as of August 2026, with employment types broken down into 100% Full Time. Highlights an 75% In-person, and 25% Remote job distribution, with an average salary of $139,867 per year, or $67.2 per hour.

Senior Quantitative Credit Strategist

Vanguard Group, Inc.

Malvern, PA • On-site

Full-time

Re-posted 28 days ago

Vanguard rating

8.7

Company rating: 8.7 out of 10

Based on 64 frontline employees who took The Breakroom Quiz

15th of 150 rated financial services

Job description

The Opportunity
This is a senior role within the Fixed Income Quantitative Research Group. The Senior Corporate Credit Quantitative Strategist will help set the research agenda in partnership with the Global Head of Quantitative Research and other senior investors. The successful candidate will partner with portfolio managers, credit analysts, and risk teams to design, implement, and scale quantitative models supporting corporate bond investment strategies. The role focuses on credit alpha generation, relative value, and portfolio construction across global investment-grade and high-yield markets.
A key success factor is the ability to translate quantitative research into investment ideas used in live portfolios, enhancing security selection, sizing, and risk management.
What You'll Do
  • Develop quantitative models for credit investing that directly inform alpha generation, issuer/sector selection, relativevalue decisions, and position sizing across global IG and HY portfolios.
  • Create and maintain quantitative signals like valuation, spread, quality, momentum, liquidity, downside risk with a demonstrated link to excess return across market regimes.
  • Partner closely with corporate credit portfolio managers and analysts to ensure quantitative insights drive live portfolio decisions, not standalone research.
  • Partner with quantitative research analysts on all stages of the model development life cycle. Take ownership of backtesting, performance attribution, and factor analysis, clearly articulating what drove returns, what detracted, and how strategies performed in stress environments.
  • Analyze issuer-, sector-, and capital-structure-level relationships to identify actionable relative-value opportunities in corporate bonds.
  • Translate research into scalable, production-ready analytics embedded in portfolio construction and risk workflows.
  • Communicate quantitative insights succinctly to PMs and senior investment leadership, focusing on decision-relevant outcomes.
  • Mentor junior quants and uphold research standards, model governance, and documentation.

What It Takes
Required Qualifications
  • Advanced degree (Master's or PhD) in a quantitative discipline (Mathematics, Statistics, Physics, Engineering, Quantitative Finance).
  • 15+ years of experience in quantitative research or strategy with a primary focus on corporate credit.
  • Experience supporting systematic or quantitatively-enabled credit strategies.
  • Deep understanding of corporate debt markets, including spread dynamics, capital structure, ratings migration, and default cycles.
  • Expertise with synthetic credit, capital structure RV, and leveraged loans. Proven ability to generate investment ideas independently and partner with PMs is a strong indicator of success in this role.
  • Strong programming skills in Python (required); SQL and/or R preferred.
  • Experience working with large fixed-income datasets (TRACE, BQUANT, issuer fundamentals, pricing, liquidity metrics).
  • Proven ability to deliver actionable research used by PMs.

Preferred / Differentiating Skills
  • Exposure to credit risk models, issuer-level forecasting, and stress testing.
  • Prior experience embedding models into portfolio construction or risk platforms.
  • Prior experience with structured credit and global credit markets
  • CFA or progress toward CFA.

Special Factors
Sponsorship
Vanguard is not offering visa sponsorship for this position.
About Vanguard
At Vanguard, we don't just have a mission-we're on a mission.
To work for the long-term financial wellbeing of our clients. To lead through product and services that transform our clients' lives. To learn and develop our skills as individuals and as a team. From Malvern to Melbourne, our mission drives us forward and inspires us to be our best.
How We Work
Vanguard has implemented a hybrid working model for the majority of our crew members, designed to capture the benefits of enhanced flexibility while enabling in-person learning, collaboration, and connection. We believe our mission-driven and highly collaborative culture is a critical enabler to support long-term client outcomes and enrich the employee experience.

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