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Temporary Algorithmic Trading Quant Jobs (NOW HIRING)

Quant Researcher, Trading

New York, NY · Hybrid

$120K - $160K/yr

Invesco is seeking a Quantitative Researcher to join its Capital Markets Systematic Trading ... Candidates with experience in transaction cost analysis, or conducting algorithmic trading research ...

Quant Researcher, Trading

Atlanta, GA · Hybrid

$120K - $160K/yr

Invesco is seeking a Quantitative Researcher to join its Capital Markets Systematic Trading ... Candidates with experience in transaction cost analysis, or conducting algorithmic trading research ...

Excellent quantitative and analytical skills - we will test! * Trading knowledge isn't required but a strong willingness and curiosity to learn algorithmic, high-frequency, quantitative and liquidity ...

Develop, implement, and maintain high-performance trading algorithms and models for Crypto markets * Collaborate with traders and quantitative analysts to understand trading strategies and translate ...

An undergraduate or an advanced degree in a quantitative field such as computer science, engineering, or one of the hard sciences. * 1-4 years of trading experience encompassing algorithmic trading ...

... algorithmic trading strategies? We're looking for someone to analyze, adapt and improve the ... Your team You'll be working in the Quantitative Analysis & Development team in New York. The team ...

... and quantitative researchers to optimize system performance in a highly collaborative environment. Our algorithmic trading group offers broad exposure to diverse strategies, markets, and domain ...

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Temporary Algorithmic Trading Quant information

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$52.5K

$119.2K

$196.5K

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

As of Jun 25, 2026, the average yearly pay for temporary algorithmic trading quant in the United States is $119,165.00, according to ZipRecruiter salary data. Most workers in this role earn between $78,500.00 and $152,500.00 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 are hiring for Temporary Algorithmic Trading Quant jobs? Cities with the most Temporary Algorithmic Trading Quant job openings:
What are the most commonly searched types of Algorithmic Trading Quant jobs? The most popular types of Algorithmic Trading Quant jobs are:
What states have the most Temporary Algorithmic Trading Quant jobs? States with the most job openings for Temporary Algorithmic Trading Quant jobs include:

Quant Strat/Trader for HFT Cash/Futures/Commodities

Quanta Search

Manhattan, NY • On-site

Other

Posted 27 days ago


Job description

Location: New York (Midtown) office.
Role:Quantitative strategist.
Team:Quantitative Strategies Trading
Key Responsibilities:Designing, developing and managing profitable systematic trading strategies in US Cash and Futures FI, FX, Equity and Commodities markets. The candidate is expected to perform her/his own trading strategy design and research. As such, the role requires high level development in C++ and Python. We expect the candidate to collaborate with the team's technology and trading experts for production implementation.
The team is particularly interested in candidates with expertise in the following:
  • Fundamental data / economic event driven strategies
  • Commodities systematic strategies (Energy, Metals, Agricultural)
  • Cash FX systematic strategies
  • Liquidity taking strategies
This is an opportunity to work as a member of a small group of talented individuals that develop cutting edge algorithmic trading strategies (intraday and overnight) on a wide range of asset classes (Fixed Income, FX, Equities, Commodities). The strategist will have the opportunity to deploy its trading strategy with limited infrastructure build time by leveraging an existing successful technology and research platform.
  • Education: B.S., M.S. or PhD in engineering, mathematics, physics, statistics, computer science
  • Seniority: minimum of 3 years of experience working on a prop trading, quantitative trading or electronic trading desk (investment bank, hedge fund, etc.).
  • Skills:
    • Significant experience with alpha generation and portfolio management.
    • Ability to deploy and manage a trading strategy from inception.
    • Strong programming skills (C++ and Python preferred)
    • Working knowledge of Linux and code repository management preferred.
    • Self-motivated, hard-working and creative personality
    • Clear and confident communication skills.
Solid compensation package is offered to the right candidate.