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Quantitative Trading Research Analyst information

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$56.5K

$133.9K

$240K

How much do quantitative trading research analyst jobs pay per year?

As of Sep 11, 2026, the average yearly pay for quantitative trading research analyst in the United States is $133,877.00, according to ZipRecruiter salary data. Most workers in this role earn between $111,500.00 and $145,500.00 per year, depending on experience, location, and employer.

What does a quantitative trading research analyst do?

A Quantitative Trading Research Analyst applies mathematical, statistical, and programming skills to develop and improve trading strategies for financial markets. They analyze large datasets to identify patterns, develop predictive models, and backtest strategies to assess their effectiveness. These analysts often collaborate with traders and software engineers to implement their models in real trading environments, aiming to optimize returns and manage risk.

What are the key skills and qualifications needed to thrive as a quantitative trading research analyst?

To thrive as a Quantitative Trading Research Analyst, you need a strong background in mathematics, statistics, and financial theory, often supported by advanced degrees in quantitative fields. Proficiency with programming languages like Python, R, or C++, as well as experience using data analysis platforms and statistical modeling tools, is typically required. Exceptional problem-solving abilities, critical thinking, and effective communication skills help analysts collaborate and present complex findings clearly. These skills enable the development of robust trading strategies and ensure data-driven decision-making in a highly competitive financial environment.

What are some common challenges faced by quantitative trading research analysts when developing and implementing trading strategies?

Quantitative Trading Research Analysts often encounter challenges such as ensuring data quality, adapting strategies to rapidly changing market conditions, and managing model overfitting. Collaborating closely with traders and software engineers, they must rigorously backtest strategies while accounting for transaction costs and market impact. Staying up-to-date with the latest quantitative techniques and technological advancements is also crucial to remain competitive in this fast-paced field.

What is the difference between Quantitative Trading Research Analyst vs Quantitative Trading Analyst?

AspectQuantitative Trading Research AnalystQuantitative Trading Analyst
Primary FocusDeveloping and testing trading models and strategiesExecuting trades and managing existing strategies
Required SkillsStrong quantitative, programming, and research skillsQuantitative skills with emphasis on trade execution and monitoring
Work EnvironmentResearch labs, quantitative teams, data analysisTrading floors, brokerage firms, hedge funds
Common CertificationsQuantitative finance certifications (CQF, CFA)Same as Research Analyst, often with trading licenses

While both roles require strong quantitative skills and familiarity with financial markets, the Quantitative Trading Research Analyst primarily focuses on developing and testing new trading models, whereas the Quantitative Trading Analyst is more involved in executing trades and managing existing strategies. The Research Analyst role is more research-oriented, often working in labs or data analysis environments, while the Trading Analyst works directly on trading floors or brokerage settings.

What are popular job titles related to Quantitative Trading Research Analyst jobs?

For Quantitative Trading Research Analyst jobs, the most frequently searched job titles are:

Infographic showing various Quantitative Trading Research Analyst job openings in the United States as of September 2026, with employment types broken down into 100% Full Time. Highlights an 100% In-person job distribution, with an average salary of $133,877 per year, or $64.4 per hour.

Quantitative Trading & Research - Equity Derivatives Flow - Vice President

Manhattan, NY • On-site

JPMorgan Chase & Co.
Finance and Insurance • 10K+ employees
Learn more about JPMorgan Chase & Co.external

Other

Posted 23 days ago

JPMorgan Chase & Co. rating

7.9

Company rating: 7.9 out of 10

Based on 500 frontline employees who took The Breakroom Quiz

Job description

Job Summary:

The Quantitative Trading & Research Team (QTR) Equity Derivatives group seeks a junior to mid-level quantitative researcher to focus on flow products. The role centers on driving and implementing analytics, optimization, and modeling across volatility trading, encompassing volatility surface calibration, client analytics, and pre-trade/post-trade analysis and hedging optimization.

As a Vice President for the Quantitative Trading & Research Team, you will leverage data and advanced quantitative techniques, including machine learning, to build end-to-end solutions that directly support the business.

Job Responsibilities:
  • Partner with the Equity Derivatives Flow trading desk to build analytics and develop, enhance, and maintain pricing and risk models for flow products.
  • Lead research and implementation of volatility trading analytics, with a focus on volatility surface calibration and modeling.
  • Design and deliver client analytics tools, including pre-trade and post-trade analysis and hedging optimization frameworks.
  • Take an active role in shaping a data-driven ecosystem for trading and risk management.
  • Own the full project lifecycle — from ideation and prototyping to production deployment — developing analytics to manage client flow and risk inventory, supporting daily operations, and monitoring performance.
  • Work closely with traders to translate quantitative research into clear, actionable insights and solutions.
Required Qualifications, Capabilities, and Skills:
  • Advanced degree (Master's or Ph.D.) in a quantitative discipline (Mathematics, Physics, Engineering, Computer Science, Financial Engineering, or related field) from a top-tier university.
  • 1–3 years of experience in equity modeling, with a preference for equity derivatives.
  • Strong foundation in stochastic calculus, probability theory, and numerical methods.
  • Deep knowledge of option theory and equity derivatives products and markets.
  • Proficiency in Python, C++, and relevant numerical computing packages.
  • Demonstrated experience with quantitative research techniques, data analysis, and machine learning.
  • Strong communication skills with the ability to engage effectively with trading and deliver production-ready solutions.
Preferred Qualifications, Capabilities, and Skills:
  • Experience analyzing market data and applying insights to derivatives trading strategies.
  • Familiarity with risk management frameworks and relevant regulatory requirements.
  • Prior exposure to a front-office quantitative research or trading environment.
  • Proven ability to embed LLM-driven tools into quantitative research pipelines — whether for automating analysis, accelerating model development, or extracting insights from unstructured financial data.
  • Self-motivated and intellectually independent, with a track record of identifying research opportunities, taking ownership of open-ended problems, and delivering results with minimal oversight.
  • Curious and rigorous analytical thinker who challenges conventional assumptions, synthesizes ideas across domains, and translates original research into practical, high-impact trading tools.
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