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Temporary Algorithmic Trading Quant Jobs in Burbank, CA

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Temporary Algorithmic Trading Quant information

See Burbank, CA salary details

$56.2K

$127.5K

$210.2K

How much do temporary algorithmic trading quant jobs pay per year?

As of Aug 26, 2026, the average yearly pay for temporary algorithmic trading quant in Burbank, CA is $127,474.00, according to ZipRecruiter salary data. Most workers in this role earn between $84,000.00 and $163,100.00 per year, depending on experience, location, and employer.

What is the difference between Temporary Algorithmic Trading Quant vs Quantitative Researcher?

AspectTemporary Algorithmic Trading QuantQuantitative Researcher
CredentialsDegree in Math, CS, or Finance; often requires coding skillsSimilar credentials; advanced degrees common
Work EnvironmentFast-paced trading firms, hedge funds, financial institutionsResearch labs, financial institutions, academia
Employer & Industry UsagePrimarily in trading firms and hedge fundsBroader, including research institutions and banks
Search & Comparison IntentYes, often compared for trading strategiesYes, compared for research and model development

Temporary Algorithmic Trading Quants focus on developing and implementing trading algorithms in live markets, often under tight deadlines. Quantitative Researchers typically focus on developing models and theories that inform trading strategies but may not directly execute trades. While both roles require strong quantitative skills and similar educational backgrounds, their work environments and primary objectives differ.

What cities near Burbank, CA are hiring for Temporary Algorithmic Trading Quant jobs?

Cities near Burbank, CA with the most Temporary Algorithmic Trading Quant job openings:

Temporary Algorithmic Trading Quant jobs near you

Quantitative Fixed Income Researcher

Los Angeles, CA • On-site

The TCW Group
Finance and Insurance • 501 - 1,000 employees
Learn more about The TCW Groupexternal

$150K - $175K/yr

Full-time

Medical, Dental, Vision, Retirement, PTO

Re-posted 8 hours 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.

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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