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Weekend Algorithmic Trading Quant Jobs (NOW HIRING)

UBS

Electronic Trading Quantitative Analyst

New York, NY · On-site

$145K - $172K/yr

... 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 ...

Hyphen Connect Limited

$109K - $149K/yr

Design and develop advanced algorithmic trading systems with a focus on ultra-low-latency execution. * Optimize and enhance existing trading strategies and systems. * Collaborate with quantitative ...

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Weekend Algorithmic Trading Quant information

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$52.5K

$119.2K

$196.5K

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

As of Jul 15, 2026, the average yearly pay for weekend 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 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.
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Weekend Algorithmic Trading Quant jobs near you
Infographic showing various Weekend Algorithmic Trading Quant job openings in the United States as of July 2026, with employment types broken down into 1% Internship, 1% As Needed, 86% Full Time, 11% Part Time, and 1% Contract. Highlights an 84% Physical, 1% Hybrid, and 15% Remote job distribution, with an average salary of $119,165 per year, or $57.3 per hour.
Quant Researcher | Options Pricing | Experienced Hire

Quant Researcher | Options Pricing | Experienced Hire

Susquehanna International Group, LLP

Philadelphia, PA • On-site

Full-time

Re-posted 11 days ago

Job description

Overview
We are looking for an experienced Quantitative Researcher to advance our options pricing capabilities across multiple trading teams. This role is focused on pricing model development and evaluation, enhancing how Susquehanna measures option value, scenario behavior, algorithmic execution considerations, and pricing consistency across markets. You will work closely with traders, quantitative developers, and researchers to design robust, efficient models and tools that directly influence our options trading strategies.
What you'll do
  • Develop and refine options pricing libraries used across multiple options trading teams
  • Evaluate and improve option valuation logic within Susquehanna's algorithmic trading framework
    Build tools that support pricing under different scenarios, regimes, and market structures
  • Investigate model performance drivers and propose enhancements that improve accuracy, stability, and predictability
  • Ensure models are reliable, maintainable, and aligned with the performance needs of Susquehanna's trading systems
  • Partner closely with other quants and traders to clarify use-cases, understand trading implications, and incorporate feedback

What we're looking for
  • 3+ years of industry experience in a quantitative research or modeling role
  • Strong understanding of options pricing principles and option valuation under different modeling assumptions
  • Strong programming skills in C++, with the ability and willingness to work in Python and related statistical packages
  • Demonstrated experience turning theoretical models into robust, practical tools used in live trading environments
  • Clear communicator with the ability to collaborate across research, trading, and engineering teams

What we offer
  • A collaborative, non-hierarchical environment where ideas drive impact
  • Access to industry-leading technology and resources from one of the largest proprietary trading firms
  • Extensive training and mentorship programs led by top performers
  • Opportunities to work on complex technical challenges with immediate influence on trading decisions
  • A balanced culture that values intellectual rigor and work-life harmony

About Susquehanna
Susquehanna is a global quantitative trading firm powered by scientific rigor, curiosity, and innovation. Our culture is intellectually driven and highly collaborative, bringing together researchers, engineers, and traders to design and deploy impactful strategies in our systematic trading environment. To meet the unique challenges of global markets, Susquehanna applies machine learning and advanced quantitative research to vast datasets in order to uncover actionable insights and build effective strategies. By uniting deep market expertise with cutting-edge technology, we excel in solving complex problems and pushing boundaries together.
If you're a recruiting agency and want to partner with us, please reach out to recruiting@sig.com. Any resume or referral submitted in the absence of a signed agreement will not be eligible for an agency fee.
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