554 quantitative data engineer jobs at 353 companies in United States
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3mo
Quantitative Developer
United States
$135k-$150k/yrRemoteFull Time
Sky Road: Global provider of credit intelligence, data, and analytics.
Bachelor’s in Mathematics, Computer Science, Finance, Economics, or similar; experience with Python, Java, or C#; strong quantitative and financial problem solving.
Python, Java, C#, Pandas, Numpy, RESTful APIs, AI tools
G-20 Group: Swiss proprietary cross-asset trading firm serving institutional and professional clients with liquidity, treasury management, and advisory services.
Degree in a quantitative field, strong Python engineering, statistics and ML foundation, experience building backtests and production data pipelines, familiarity with trading concepts and clear communication about model risk.
Poesis: AI-native investment firm running autonomous agents that predict markets, construct portfolios, and manage risk for institutional investors.
Strong Python (pandas, numpy, scipy, matplotlib), SQL, experience with coding agents (Claude Code, Codex), working with financial datasets, statistics/ML fundamentals, and a BS/MS/PhD in a quantitative field. Current US work authorization required.
Bank of AmericaNYSE: BAC: Global financial services and banking institution.
2+ YOEBachelor's in CS or related,2+ years relevant experience,strong Python and SDLC skills,experience with big data and quantitative methods,ability to build data pipelines and models.
Bright Vision Technologies: AI-powered enterprise automation and software development firm.
6+ YOEBachelor’s or master’s degree in a quantitative field, 6+ years of software engineering experience including fintech, C++, Java, or Python programming, low-latency systems, market data, FIX, risk, and concurrency expertise.
Westlake or Southlake or Chicago or Omaha or Austin
$145k-$200k/yrOnsiteFull Time
Charles SchwabNYSE: SCHW: Financial services firm providing brokerage, banking, and advisory services.
5+ YOEBachelor’s or master’s degree in a related field and 5+ years in model development and SQL, data manipulation, and visualization. Requires Python, quantitative risk modeling, and financial services experience.
Bank of AmericaNYSE: BAC: Global financial services and banking institution.
7+ YOEBachelor’s degree or equivalent experience and 7+ years in software engineering, quantitative finance, or related fields. Requires Python, quantitative methods, big data, software lifecycle, communication, and analytical skills.
Fidelity Investments: Provider of investment, retirement, and financial planning services.
3+ YOEBachelor’s degree and 5 years, or master’s degree and 3 years, in quantitative finance, finance, computer science, statistics, or related fields; expertise in portfolio and derivatives risk modeling.
Python, SQL, R, MSCI RiskMetrics, MSCI Barra, Power BI, Microsoft Excel, Snowflake, Git, APIs, Python notebooks, Bloomberg
Millennium Management: Global alternative investment management firm.
3+ YOE3+ years as a financial engineer/data scientist/quant developer; strong Python and/or C++, Java, C#; SQL and PL-SQL/T-SQL; experience with Airflow, ETL, Linux, GitHub, CI/CD; Ph.D. or Masters in a quantitative field.
IMCNYSE American: IMC: Global proprietary trading firm and technology-driven liquidity provider.
3+ YOERequires 3–7 years in quantitative software development, Python and C++, data analysis, probability, statistics, time series, backtesting, simulation, and machine learning for systematic strategies.
Citadel: Private multi-strategy alternative investment manager serving public and private institutions through global market strategies.
Degree in a technical field, exceptional Python skills, software development experience, computer science fundamentals, cloud computing familiarity, DevOps knowledge, communication skills, and quantitative intuition.
HarbourVest Partners: Independent private-markets investment manager serving institutional and private-wealth investors through primary, secondary-investment, infrastructure, and private-credit strategies.
3+ YOE3+ years business analyst/quant experience preferred; proficient in SQL and Python; experience onboarding large datasets, data modeling, Agile, DevOps/CI/CD practices; strong communication and problem-solving skills.
SQL, Python, Tableau, Microsoft Power BI, DevOps, CI/CD, IBOR, Agile
InvescoNYSE: IVZ: Independent global investment management firm delivering diverse financial strategies.
0+ YOE0–3 years in quantitative analytics, development, or related work; bachelor's or master's degree in a relevant field; Python or R programming, data analysis, databases, ETL, and version control experience.
Python, R, Pandas, Polars, Snowflake, Airflow, Amazon Web Services (AWS), Docker, Git, Bloomberg, Charles River, Axioma, Flask, Dash
Cubist Systematic Strategies: Cubist is Point72’s private systematic investment business, designing computer-driven trading strategies across multiple liquid asset classes.
1+ YOEMaster's or PhD in math, computer science, engineering, or related field; 1–3 years' software development or data science experience; Python, quantitative and programming skills; Linux familiarity; strong communication.
FHLBanks Office of Finance: Joint capital-markets office issuing and servicing debt securities for 11 member-owned Federal Home Loan Banks.
5+ YOEBachelor’s degree in a quantitative field and 5–7 years of data engineering experience, including production pipelines, data analysis, ETL/ELT, and analytical data platforms. U.S. work eligibility required.
Python, pandas, PySpark, SQLAlchemy, SQL, Bash, Azure Data Factory, Azure Synapse, Azure Data Lake Storage, PostgreSQL, SAP ASE, Azure Synapse Analytics, Delta Live Tables, Apache Spark, Power BI, SAP BusinessObjects, GitHub Enterprise, CI/CD, Microsoft Purview, Datadog, Grafana, Prometheus
DRW: Global proprietary trading firm investing across diverse asset classes.
2+ YOEBachelors or higher in CS/CE/technical field,2+ years production software experience in Python and/or C++,UNIX proficiency,strong CS fundamentals,software design,testing,performance,interest in ML/data systems.
Systems Planning and Analysis: Technical and analytical solutions for national security.
5+ YOEMaster’s or PhD in a quantitative field, active TS/SCI clearance, and 5+ years in economic modeling, econometrics, network data science, data engineering, and large-scale data processing.
Python, R, PowerPoint, AI/ML, Large Language Model (LLM)
Trexquant Investment: Quantitative investment firm using machine learning to create market-neutral equity portfolios for global markets.
STEM degree required; strong C++ engineering skills, options and market-data expertise, experience with backtesting and scalable analytics infrastructure, and strong problem-solving and teamwork skills.
Baker Group: Employee-owned U.S. specialty contractor providing mechanical, electrical, plumbing, automation, and maintenance services to commercial and industrial clients.
3+ YOEBachelor's degree in a relevant quantitative field and 3–5 years of data engineering or ETL/ELT experience. Requires SQL, database, cloud orchestration, data modeling, governance, and programming skills.
Microsoft Fabric, Git, SQL, Azure Data Factory, Python, PySpark, T-SQL, RAG
Goldman SachsNYSE: GS: Global investment banking, securities and investment management firm.
1+ YOEQuantitative engineering experience with a quantitative degree, programming in C++, R, or Python, time-series analysis, simulation, machine learning, cloud deployment, data management, model validation, and AI agent development.