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Weekend Hedge Fund Quant Jobs (NOW HIRING)

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Quantitative Trader

Manhattan, NY · On-site

Multi strategy hedge fund with over USD 100 bilAUM actively hiring Quant Portfolio Manager with experience researching and running systematic strategies across equity or futures. Strategies could be ...

Quanta Search

Quantitative Trader

Manhattan, NY · On-site

Multi strategy hedge fund with over USD 100 bil AUM actively hiring Quant Portfolio Manager with experience researching and running systematic strategies across equity or futures. Strategies could be ...

Quanta Search

Equity Derivatives Quant

Manhattan, NY · On-site

This position requires a PhD in a quantitative discipline and 3-7 years work experience with a investment bank or hedge fund involving analysis of equity derivatives. Requires programming skills (e.g.

Quanta Search

Equity Derivatives Quant

Manhattan, NY

This position requires a PhD in a quantitative discipline and 3-7 years work experience with a investment bank or hedge fund involving analysis of equity derivatives. Requires programming skills (e.g.

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Weekend Hedge Fund Quant information

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$11K

$77.9K

$122K

How much do weekend hedge fund quant jobs pay per year?

As of Jun 30, 2026, the average yearly pay for weekend hedge fund quant in the United States is $77,940.00, according to ZipRecruiter salary data. Most workers in this role earn between $51,000.00 and $100,000.00 per year, depending on experience, location, and employer.

What are the typical challenges faced by a Weekend Hedge Fund Quant, and how can candidates best prepare for them?

Weekend Hedge Fund Quants often face the challenge of quickly analyzing large volumes of market data and generating actionable insights within a condensed timeframe. Since the role is concentrated over weekends, strong time management and the ability to prioritize high-impact tasks are essential. Collaboration with team members may occur remotely, so clear communication and familiarity with collaborative tools are crucial. Candidates can prepare by honing their advanced statistical and programming skills, practicing efficient data analysis, and staying updated on recent market trends.

Who is the billionaire odd couple whose hedge fund is killing it?

The reference is likely to billionaire investors like Ray Dalio and Paul Tudor Jones, who are known for their successful hedge funds. As a Weekend Hedge Fund Quant, understanding quantitative strategies and market analysis is essential, though such high-profile figures typically focus on management and macro investing rather than quant roles.

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

To thrive as a Weekend Hedge Fund Quant, you need strong quantitative analysis, statistical modeling, and programming skills, typically supported by an advanced degree in mathematics, finance, or a related field. Proficiency with programming languages like Python, R, or MATLAB, as well as familiarity with financial databases and quantitative trading platforms, is crucial. Exceptional problem-solving abilities, attention to detail, and the capacity to work independently are vital soft skills for this role. These skills ensure effective development and implementation of trading strategies, leading to informed investment decisions and competitive performance in the hedge fund industry.

Do hedge fund analysts work weekends?

Hedge fund analysts, including those working as weekend hedge fund quants, often work long hours during the week and may occasionally work on weekends to monitor markets, analyze data, or prepare reports. However, weekend work is not a standard requirement and depends on the firm's culture and market conditions. Flexibility and dedication are common in the industry, especially during volatile periods or major market events.

How much do quant devs make at hedge funds?

Quant developers at hedge funds typically earn base salaries ranging from $100,000 to $200,000 annually, with total compensation often exceeding $300,000 when including bonuses and profit sharing. Compensation varies based on experience, location, and the firm's size, with senior roles and those with specialized skills in programming languages like Python or C++ earning higher pay.

Is 40 too old to become a quant?

The Weekend Hedge Fund Quant role typically requires strong quantitative skills, programming knowledge, and relevant experience. Age is generally not a barrier if you have the necessary skills, certifications, and a solid understanding of financial models, as the industry values expertise over age. Many professionals transition into quant roles later in their careers successfully.

What is a Weekend Hedge Fund Quant?

A Weekend Hedge Fund Quant is a quantitative analyst who typically works part-time or on contract, focusing on tasks for hedge funds during weekends. Their work involves using mathematical models, statistical analysis, and programming to analyze financial data, develop trading strategies, and optimize investment portfolios. Weekend Hedge Fund Quants may be employed to handle overflow work, test algorithms, or conduct research outside regular market hours, offering flexibility for both the quant and the fund. This role is ideal for those with strong analytical skills, experience in quantitative finance, and proficiency in programming languages such as Python, R, or MATLAB.
More about Weekend Hedge Fund Quant jobs
What cities are hiring for Weekend Hedge Fund Quant jobs? Cities with the most Weekend Hedge Fund Quant job openings:
What are the most commonly searched types of Hedge Fund Quant jobs? The most popular types of Hedge Fund Quant jobs are:
What states have the most Weekend Hedge Fund Quant jobs? States with the most job openings for Weekend Hedge Fund Quant jobs include:
What job categories do people searching Weekend Hedge Fund Quant jobs look for? The top searched job categories for Weekend Hedge Fund Quant jobs are:
Weekend Hedge Fund Quant jobs near you
Infographic showing various Weekend Hedge Fund Quant job openings in the United States as of June 2026, with employment types broken down into 1% As Needed, 66% Full Time, 29% Part Time, and 4% Contract. Highlights an 91% Physical, 4% Hybrid, and 5% Remote job distribution, with an average salary of $77,940 per year, or $37.5 per hour.
Event Driven Hedge Fund Associate

Event Driven Hedge Fund Associate

Neuberger Berman Group LLC

New York, NY • On-site

$125K - $175K/yr

Full-time

Medical, Dental, Vision, Life, Retirement, PTO

Posted 4 days ago

Job description

Neuberger's Principal Strategies Group (PSG) is a $3.5 billion alternative investment platform that sits at the intersection of public and private markets. The group manages a differentiated suite of strategies, including a market neutral event-driven hedge fund strategy and a private market crossover equity strategy, offering investors exposure to compelling opportunities across the equity event spectrum.
We are seeking a driven and analytically rigorous investment professional to focus on our market neutral event driven strategy. In this role, you will take an active part in evaluating and executing public market equity investment opportunities across sectors. The ideal candidate brings 2 years of experience in a top-tier investment banking program followed by 2 years in public market buyside/hedge fund experience.
Responsibilities:
  • Analyzing and conducting comprehensive due diligence on public market equity opportunities
  • Performing in-depth financial analysis of companies and industries
  • Build and maintain complex financial models, including DCF, LBO, and comparable company analyses to evaluate investment opportunities
  • Monitor portfolio positions through ongoing tracking of company developments, earnings releases, news flow, and macro/sector trends
  • Analyze corporate events including mergers & acquisitions, spin-offs, restructurings, activist situations, and other special situations to identify alpha-generating opportunities
  • Prepare detailed investment memos and present recommendations to the portfolio management team
  • Track and synthesize sell-side research, industry reports, and alternative data sources to develop differentiated investment theses
  • Engage with company management teams, industry experts, and sell-side analysts to gather qualitative and quantitative insights
  • Support portfolio risk management through position sizing analysis, scenario modeling, and stress testing
  • Collaborate cross-functionally with trading, risk, and operations teams to support seamless execution and portfolio management
  • Supporting fund marketing and existing client requests
  • Conducting ad hoc special projects

Qualifications:
  • Must have excellent academic credentials (both undergraduate school and GPA)
  • Must have 2 years of top-tier investment banking program experience and 2 years of top-tier hedge fund (preferred)/Equity buyside experience
  • Must be ranked near the top of investment banking class with exceptional quantitative skills
  • Must have strong judgment, critical thinking and written skills; ability to articulate and present ideas effectively both orally and in written form
  • Must show initiative and creativity in approach to problem solving; demonstrated experience in conducting research and interacting with others to develop solutions
  • Must have ability to multi-task with a fine-tuned attention to detail
  • Must have team-player attitude and a desire to work on a wide range of projects
  • Demonstrated proficiency with Excel and PowerPoint and ability to integrate AI tools into the research and investment process

#LI-Hybrid
#LI-Onsite
Applicants must be authorized and have the right to work in the country where the role is located without the need for current or future sponsorship.
Compensation Details
The salary range for this role in Illinois is $125,000-$175,000 and the salary range for the role in New York is $125,000-$175,000. This is the lowest to highest salary we in good faith believe we would pay for this role at the time of this posting. We may ultimately pay more or less than the posted range, and the range may be modified in the future. An employee's pay position within the salary range will be based on several factors including, but limited to, relevant education, qualifications, certifications, experience, skills, seniority, geographic location, business sector, performance, shift, travel requirements, sales or revenue-based metrics, market benchmarking data, any collective bargaining agreements, and business or organizational needs. This job is also eligible for a discretionary bonus, which, along with base salary and retirement contributions, is part of our total comprehensive package. We offer a comprehensive package of benefits including paid time off, medical/dental/vision insurance, retirement, life insurance and other benefits to eligible employees.
Note: No amount of pay is considered to be wages or compensation until such amount is earned, vested, and determinable. The amount and availability of any bonus, commission, production, or any other form of compensation that are allocable to a particular employee remains in the Company's sole discretion unless and until paid and may be modified at the Company's sole discretion, consistent with the law.
Neuberger is an equal opportunity employer. The Firm and its affiliates do not discriminate in employment because of race, creed, national origin, religion, age, color, sex, marital status, sexual orientation, gender identity, disability, citizenship status or protected veteran status, or any other characteristic protected by local, state, or federal laws, rules, or regulations. If you would like to contact us regarding the accessibility of our website or need assistance completing the application process, please contact onlineaccommodations@nb.com.
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