ZipRecruiter

Log In

1

Quantitative Financial Engineer Jobs Near Me

Medium

Quantitative Analyst

London, OH · On-site

$120 - $180/hr

A master's degree or higher in Mathematics, Physics, Engineering, or Quantitative Finance from a leading institution. * A clear, demonstrable interest in finance and technology. * Relevant experience ...

New

Northwest

Sr. Quantitative Analyst

Columbus, OH · On-site

OH0713 NW Bancshares HQ, PA0258 Bellevue The Senior Quantitative Analyst II is responsible for ... in a Financial Institution or Consulting Organization Experience programming in Python or R ...

New

TriosysIT Inc.

Python Developer

Columbus, OH · On-site

$47 - $64.75/hr

... and engineering when defining requirements for systems applications. Key Requirements and ... Quantitative finance * Python * Python web technologies, e.g. Flask, Dash * Python data processing ...

Keybank

Quant Analytics Mgr.

Columbus, OH

Master's degree (or tis equivalent) in statistics, mathematics, economics, financial engineering, data sciences, predictive modeling, or other quantitative disciplines and at least 5 years of ...

US Bank

Quantitative Model Analyst 2

Columbus, OH

Helping the customers and businesses we serve to make better and smarter financial decisions and ... programming skills in SAS, Python, SQL, or similar Understanding of AML regulations Ability to ...

US Bank

Quantitative Modeler Manager - AML

Columbus, OH

$53 - $68.50/hr

This individual will work with a team of Financial Intelligence Unit (FIU) analysts responsible for ... programming skills and qualitative analysis skills - Thorough knowledge of the quantitative and ...

next page

Showing results 1-20

All JobsQuantitative Financial Engineer JobsQuantitative Financial Engineer Jobs Near Me

Quantitative Financial Engineer information

See salary details

$11K

$129.7K

$198K

How much do quantitative financial engineer jobs pay per year?

As of Aug 20, 2026, the average yearly pay for quantitative financial engineer in the United States is $129,666.00, according to ZipRecruiter salary data. Most workers in this role earn between $116,500.00 and $138,500.00 per year, depending on experience, location, and employer.

What are popular job titles related to Quantitative Financial Engineer jobs?

For Quantitative Financial Engineer jobs, the most frequently searched job titles are:

What job categories do people searching Quantitative Financial Engineer jobs look for?

The top searched job categories for Quantitative Financial Engineer jobs are:

What cities are hiring for Quantitative Financial Engineer jobs?

Cities with the most Quantitative Financial Engineer job openings:

Quantitative Financial Engineer jobs near you
A map of the United States highlighting the number of Quantitative Financial Engineer job openings by state according to ZipRecruiter. The image is accompanied by a detailed chart listing the number of Quantitative Financial Engineer job openings in each state, with California having the most at 2 and Hawaii the least at 0.

Quantitative Analyst

Medium

London, OH • On-site

$120 - $180/hr

Other

Posted 2 days ago

New

Job description

Do you want to be part of the team behind the leading convertible bonds technology, data, and services?

Founded in 2010, Leversys provides trading and risk management systems, data products, and related services to leading global investment banks and many of the world’s top 50 hedge funds.

The company is a dynamic, small, flat-structured organization with offices in major global financial centers.

Leversys’s valuation model, systems, and data are recognized as among the market leaders in the convertible bonds space.

Following the launch of the Marketspace platform, Leversys is entering an exciting scale-up phase, aiming to play a leading role in the digitalization of the convertibles market.

This creates opportunities for team members to make a meaningful impact while growing alongside the business as the product offering continues to expand.

Responsibilities
  • Be part of a product development team responsible for idea generation, specifications, UI design, manual and automated QA, and delivery.
  • Work closely with the quantitative development team on developing, testing, and supporting valuation models for convertible bonds and other asset classes.
  • Within two to three months, complete onboarding covering convertible bonds, financial markets, internal processes, products, services, and how we support our clients.
  • Develop a strong understanding of convertible bonds, including structures, prospectus language, valuation models, and how different features affect theoretical pricing.
  • After onboarding, receive targeted training in the processes, tools, and techniques used across product and quantitative development.
  • Once you complete your training, work directly with the founder and senior team members to turn internal ideas and client requests into delivered features and products.
  • As your career develops at Leversys, broaden your knowledge across additional asset classes and front-to-back functions.
  • This role will help you become an expert in financial instruments, capital markets front-to-back requirements and functions, and the technology and quantitative development process from concept to delivery.
  • You can continue developing your career within product development, while this role may also provide a pathway to working exclusively within the quant development team for those with strong quantitative education and programming skills.
What we’d like you to bring to Leversys
  • A strong desire to learn, develop, and succeed.
  • A commitment to achieving high standards.
  • Strong attention to detail.
  • Creativity and passion for building products.
  • Ability to work with complex mathematical and financial concepts.
  • Excellent analytical skills and a structured, logical approach to complex problem-solving.
  • Strong written and verbal communication skills.
  • Strong interpersonal skills.
  • Comfort working in a dynamic, multi-tasking environment.
  • Experience with C++ and/or Python programming.
  • Knowledge of derivatives pricing models and stochastic processes.
  • A master’s degree or higher in Mathematics, Physics, Engineering, or Quantitative Finance from a leading institution.
  • A clear, demonstrable interest in finance and technology.
  • Relevant experience is highly valued, but candidates without prior experience are also encouraged to apply if they have strong quantitative education or programming skills.
In return, Leversys offers you
  • A genuine opportunity to have an impact and grow your career in established capital markets FinTech.
  • The ability to develop and apply a unique blend of knowledge and skills.
  • The scope to work on exciting and highly dynamic projects and interact with clients.
  • Personal development support.
  • Sponsorship to enhance your skills and continue your education.
  • An effective hybrid working structure.
  • Top of the market remuneration, based on the experience level.
  • Twenty-five days holiday, pro-rata.

This is your opportunity to work with a company that actively looks to its people to take charge, come up with ideas and innovate.

We look forward to hearing from you.

#J-18808-Ljbffr

Apply