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Weekend Algorithmic Trading Quant Jobs in Texas (NOW HIRING)

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Risk Manager - Equity Derivatives

Austin, TX · On-site

... trading teams: stress-testing assumptions, evaluating risk-reward tradeoffs, optimizing capital allocation, and supporting deployment of new quantitative and algorithmic strategies. You'll also drive ...

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Risk Manager - Equity Derivatives

Austin, TX · On-site

... trading teams: stress-testing assumptions, evaluating risk-reward tradeoffs, optimizing capital allocation, and supporting deployment of new quantitative and algorithmic strategies. You'll also drive ...

WorldQuant

Junior Quantitative Analyst

Austin, TX · On-site +1

$150K/yr

The ideal candidate is a motivated junior quant researcher/developer with knowledge and interest at ... live trading * Finally, there is no limit on what can be done or on the significance of the ...

Base Power Company

Quantitative Developer Intern

Austin, TX · On-site

$19 - $25/hr

Designing algorithms for trading a fleet of energy storage resources in ERCOT. * Validating physics- and economics-based models in a simulation environment. * Implementing and deploying new ...

NRG Energy

Senior Director, Market Risk

Houston, TX · On-site

Guide the team's development of algorithms, predictive models, and analytical tools that strengthen ... quantitative analytics, portfolio risk, risk modeling, commodity trading risk, or a related ...

Valero

Staff Data Scientist

San Antonio, TX · On-site

... custom algorithms and advanced data analytics to deliver new insights into operational and ... Required : • Bachelor's or higher-level degree - in a Quantitative Field such as: Mathematics ...

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Weekend Algorithmic Trading Quant information

What is a Weekend Algorithmic Trading Quant?

A Weekend Algorithmic Trading Quant is a quantitative analyst who specializes in developing, testing, and implementing trading algorithms specifically for financial markets that operate or are accessible during weekends, such as cryptocurrency markets. These professionals use mathematical models, statistical analysis, and programming skills to identify trading opportunities, manage risk, and optimize trading strategies outside of traditional market hours. Their work often involves analyzing large datasets, backtesting strategies, and deploying automated trading systems to generate profits while minimizing human intervention.

What are some common challenges faced by a Weekend Algorithmic Trading Quant, and how can they be addressed?

One of the main challenges for a Weekend Algorithmic Trading Quant is ensuring the robustness and reliability of trading algorithms during periods of lower market liquidity and higher volatility, which are common on weekends in certain asset classes like cryptocurrencies. Additionally, effective monitoring and quick response to unexpected market events can be more difficult with limited team availability outside regular business hours. To address these challenges, quants typically implement thorough backtesting, automated alert systems, and clear escalation protocols to manage risk and maintain performance even during off-peak times.

What are the key skills and qualifications needed to thrive as a Weekend Algorithmic Trading Quant, and why are they important?

To thrive as a Weekend Algorithmic Trading Quant, you need strong quantitative analysis skills, programming proficiency (such as Python or C++), and a degree in mathematics, finance, or a related field. Familiarity with trading platforms, statistical modeling libraries, and backtesting systems is typically required, along with experience using market data APIs. Exceptional problem-solving abilities, attention to detail, and the capacity to work independently under time constraints are valuable soft skills in this role. These competencies are crucial for developing, testing, and executing profitable trading strategies in dynamic weekend markets where rapid decision-making is essential.
What are the most commonly searched types of Algorithmic Trading Quant jobs in Texas? The most popular types of Algorithmic Trading Quant jobs in Texas are:
What are popular job titles related to Weekend Algorithmic Trading Quant jobs in Texas? For Weekend Algorithmic Trading Quant jobs in Texas, the most frequently searched job titles are:
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Weekend Algorithmic Trading Quant jobs near you
Infographic showing various Weekend Algorithmic Trading Quant job openings in Texas as of July 2026, with employment types broken down into 1% Internship, 1% As Needed, 85% Full Time, 11% Part Time, 1% Contract, and 1% Nights. Highlights an 84% Physical, 1% Hybrid, and 15% Remote job distribution.

Graduate Quantitative Researcher, PhD (2027 Start)

Optiver

Austin, TX • On-site

Full-time

Medical, Dental, Vision, Life, Retirement, PTO

Posted 13 days ago

Job description

As a Graduate Quantitative Researcher, you'll tackle some of the most challenging quantitative problems in global financial markets. Working alongside researchers, engineers, and traders, you'll analyze large-scale datasets, develop predictive models and algorithms, and apply statistical and machine learning techniques to better understand market behavior and identify trading opportunities.
Research at Optiver is highly applied and end-to-end. You'll frame research questions, test hypotheses, develop and validate models, and see your ideas evaluated in live market environments. Combining rigorous scientific thinking with modern AI-enabled research infrastructure, you'll transform insights into solutions that directly influence how we trade.
This opportunity is also available in our Chicago office.
What You'll Do:
Your onboarding
You'll participate in Global Optiver Academy, a structure onboarding program for graduates. It gives new joiners a shared foundation in how Optiver trades, builds systems, and manages risk before they move into their teams. As part of your onboarding, you'll gain exposure to the AI tools and technologies that support research and development across the business.
Your responsibilities
As a Quantitative Researcher, you will have the opportunity to contribute to several key areas:
  • Develop predictive models and machine learning systems to better understand market behavior and identify trading opportunities
  • Analyze large-scale market and order-flow data to uncover signals, evaluate hypotheses, and improve trading performance
  • Build and test statistical and stochastic models for pricing, forecasting, and risk management
  • Apply modern research techniques, including deep learning and AI-enabled workflows, to accelerate discovery and improve research efficiency

What You'll Get:
You'll join a culture of collaboration, continuous improvement, and excellence, surrounded by curious thinkers and creative problem-solvers. Together, you'll tackle some of the toughest challenges in the financial markets by leveraging cutting-edge machine learning research to develop innovative, real-world solutions.
In addition, you'll receive:
  • The opportunity to work alongside best-in-class professionals from over 40 different countries
  • Highly competitive compensation package
  • Global profit-sharing pool and performance-based bonus structure
  • 401(k) match up to 50%
  • Comprehensive health, mental, dental, vision, disability, and life coverage
  • 25 paid vacation days alongside market holidays
  • Extensive office perks, including breakfast, lunch, snacks, regular social events, clubs, sporting leagues, and more

What To Expect:
As part of our assessment process, you may be invited to participate in a multi-day, on-site evaluative program. Through hands-on workshops, technical discussions, and direct exposure to our researchers and traders, you'll gain insight into how research is applied at Optiver and how PhD students transition successfully into industry. Attendance and successful completion of this program may be required to receive an internship offer.
Who You Are:
  • PhD in Statistics, Computer Science, Machine Learning, Mathematics, or a related STEM field, with outstanding academic achievements
  • Expected to graduate by mid-2027 and available to start full-time employment upon graduation
  • Solid foundation in mathematics, probability, and statistics
  • Excellent research, analytical, and modeling skills
  • Experience applying machine learning methods to real-world research problems, such as time-series analysis, prediction, forecasting, pattern recognition, optimization, or decision-making
  • Proficiency in any programming language
  • Strong interest in working in a fast-paced, collaborative environment
  • Fluent in English with strong written and verbal communication skills

Who We Are:
Optiver is a leading technology- and research-driven trading firm. Our teams of scientists, engineers, mathematicians, and traders work side by side to develop, test, and scale ideas that shape how we understand and trade global markets. Powered by a global platform built for rapid experimentation and iteration, we combine the scientific rigor of a research institution with the pace of a technology company.
Our differences are our edge. Optiver does not discriminate on the basis of race, religion, color, sex, gender identity, sexual orientation, age, physical or mental disability, or other legally protected characteristics.
Optiver is supportive of US immigration sponsorship for this role.
*Optiver has a global application re-apply policy for our intern and graduate roles. If you have completed an online assessment or interviewed for a quantitative graduate or internship role at any Optiver location in the past 8 months, please note that you are not yet eligible to reapply. We welcome you to re-apply to after the 8-month cool off period.

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