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Weekend Hedge Fund Quant Jobs (NOW HIRING)

Quanta Search

QR Lead for a hedge fund

Manhattan, NY · On-site

QSG seeks to develop quantitative models to uncover market dynamics and simulate the price ... Prior experience managing quantitative trading portfolios at a reputable hedge fund or trading firm

UBS

Credit Risk Officer - Hedge Funds

New York, NY · On-site

$140K - $188K/yr

You will serve as a Credit Officer focusing on quantitative risk assessment of transactions and hedge fund counterparty credit analysis. Your expertise You have: • you're curious to explore how AI ...

Man Group

Principal Quant

New York, NY

... quantitative finance experience, ideally at a proprietary trading firm or ... hedge fund * 2+ years of alpha research experience working with L3 tick data * 2+ years of high ...

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$11K

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$122K

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

As of Jul 5, 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.

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.

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.
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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.

QR Lead for a hedge fund

Quanta Search

Manhattan, NY • On-site

Full-time

Posted 3 hours ago

Job description

Our client, a boutique US HedgeFund, is seeking a senior person to lead the research effort in the Quantitative Strategies Group. QSG seeks to develop quantitative models to uncover market dynamics and simulate the price discovery process. Research findings feed into automated trading strategies deployed in electronic markets. The Research Lead will be responsible for driving the research agenda and guiding ongoing R&D projects. The ideal candidate will have experience leading a QR team and/or agenda at a sophisticated trading firm. The candidate will demonstrate an ability to formulate, test, and implement research ideas quickly and robustly. As a Quantitative Research Lead you will:
  • Drive the research agenda with a view to meeting medium-term trading and business objectives
  • Manage development of research tools and applications for processing market data
  • Direct alpha research geared towards high-volume and scalable strategies
  • Oversee and implement strategy code to monetize findings on both sides of the order book
  • Contribute to ongoing R&D efforts for wide-ranging initiatives the team undertakes
  • Develop and test data-centric theories aimed at understanding intraday liquidity dynamics

Requirements
  • Graduate degree in Applied Math, Statistics/ML, Computer Science/Engineering, or similar
  • Proficiency in C++ with demonstrable experience building large-scale production applications
  • Proficiency in advanced data research & modeling using Python and/or R
  • Extensive knowledge and expertise designing statistical inference models and predictive analytics
  • Extensive knowledge and experience with high-volume, high-dimensional data modeling
  • Extensive knowledge and understanding of software engineering principles and practice
  • Demonstrable experience leading teams, projects, and timely execution of business objectives

Additional skills/experience that will reflect favorably
  • PhD in Applied Math, Statistics, ML, Computer Science/Engineering, Physics or similar
  • Prior experience managing quantitative trading portfolios at a reputable hedge fund or trading firm
  • Deep insights into global financial exchange micro-structure and micro-behavior
  • Prior experience managing or implementing Equities and/or Futures Statistical Arbitrage or HFT
  • Experience originating alpha/strategy development in an unprecedented environment or scale
  • Experience propelling firm-level innovation, intellectual breakthroughs, and business growth

Apply