Rank #1 · Exceptional opportunity
The deepest quant talent market in the world, and the reference point for global compensation.
What is the quant market like in New York?
112 quant-classified roles are open in New York right now across 17 employers, read from their own career pages. The deepest quant talent market in the world, and the reference point for global compensation. Main demand is in quant research, systematic trading, quant dev, ml, data, and compensation sits at roughly 100% of the New York benchmark for the equivalent role and seniority.
KnowQuant research deskUpdated 1 September 2026386 live vacancies in New York from 17 employersMethod 2026.1
Local context, written by the desk
Several New York quant employers publish enough about their own offices and systems to tell you what an engineering or research seat at that firm involves. The examples below are those firms, not a survey of the city. Written from the company-published sources listed below and last checked 13 September 2026. This section is editorial: the vacancy counts and pay bands elsewhere on this page are produced separately and labelled there.
Jane Street's own contact page gives its New York address as 250 Vesey Street in the Financial District, and the firm describes New York as its first and largest office. Worth asking the team you are talking to: which office would you sit in, how often are you expected there, and is the desk you would join run from New York or from elsewhere?
Firm technology pages are useful non-vacancy evidence. Jane Street publishes its own technology approach, including its use of a single functional language across systems. A technology page does not tell you how that firm interviews: for that, read the firm's published interview guidance and its stated position on which languages you may use, and ask the recruiter what the screen covers.
One New York engineering listing published by Jane Street states an advertised base amount separately from a discretionary bonus. That is one advert at one firm, not a market range, and an advertised base is not a total package. The useful move is to ask any employer to set out base, any guaranteed first-year amount, sign-on, discretionary bonus and deferral separately. Our own pay figures on this page are modelled and labelled as such.
Counted from employer career pages, not job boards. These figures move as desks open and close roles, so the split below reflects the employers we track in New York rather than the whole market or an annual survey.
Live vacancies
386
Every open role we track in New York
Quant-index roles
112
Roles that meet our quant classification rules
Employers hiring
17
Distinct firms with an open seat here
Read live from each employer's own career page. Last full refresh September 2026. Compensation figures on this page are modelled and dated separately from these counts.
Modelled total compensation quoted in USD. The range spans every seniority we model for the role. The reference estimate is a separately configured modelled figure for the role, not the middle of that range and not an observed median.
| Role | Range | Modelled reference estimate |
|---|---|---|
| Quant Researcher | $230k – $2.5m | $475k |
| Quant Trader | $200k – $3.0m | $450k |
| Quant Developer | $180k – $1.2m | $340k |
| Quant Analyst | $125k – $700k | $230k |
| HFT / Low-Latency Engineer | $200k – $1.4m | $385k |
| Systematic Portfolio Manager | $500k – $15m | $1.3m |
| Software Engineer | $175k – $950k | $305k |
| Machine Learning Engineer | $200k – $1.5m | $390k |
| Data Engineer | $165k – $850k | $285k |
| Data Scientist | $150k – $620k | $245k |
| Site Reliability Engineer | $165k – $800k | $280k |
| Network and Infrastructure Engineer | $150k – $700k | $250k |
| Security Engineer | $160k – $800k | $275k |
| Trading Operations Analyst | $95k – $500k | $175k |
| Risk Manager | $130k – $750k | $240k |
| Compliance Officer | $110k – $650k | $205k |
| Fund Finance and Accounting | $100k – $750k | $200k |
| Technical Recruiter | $95k – $600k | $185k |
Proprietary trading
quant-trader · quant-researcher · quant-developer
Multi-strategy platform
quant-researcher · quant-developer · quant-trader · portfolio-manager
Proprietary trading
quant-researcher · quant-developer · hft-engineer
Proprietary trading
hft-engineer · quant-researcher · quant-trader
Proprietary trading
quant-trader · quant-researcher · hft-engineer · quant-developer
Systematic manager
quant-researcher · quant-developer
Systematic manager
quant-researcher · quant-developer · portfolio-manager
Multi-strategy platform
portfolio-manager · quant-researcher · quant-developer
Multi-strategy platform
quant-researcher · portfolio-manager · quant-developer
Market maker
quant-trader · quant-researcher · quant-developer
Systematic manager
quant-researcher · quant-developer · portfolio-manager
Hedge fund
quant-researcher · quant-developer · portfolio-manager
Rankings, compensation and hiring firms for each discipline traded in New York.
Direct answers, each one tied to the New York figures on this page.
Modelled total compensation for a quantitative researcher in New York runs $230k – $2.5m across the seniorities we model (USD), which is about 100% of the New York benchmark for the same role and seniority. Every other role is priced in the table above.
12 of the firms we track run a New York desk, including Jane Street, Citadel / Citadel Securities, Hudson River Trading. Each firm profile lists the desks it staffs locally and the disciplines it recruits for.
Quant research, systematic trading, quant dev, ML, data. The strategies concentrated here are statistical arbitrage, systematic macro, ml-driven alpha, multi-strategy, which shapes both the skills desks screen for and the pay dispersion between them.
New York is one of the 17 hub markets we price, and on the roles we currently track it shows exceptional advertised demand. That is our own editorial read of tracked vacancies, not a global ranking of opportunity. Compare the pay index of 100 against local tax and cost of living, and check current official guidance on visas and tax, before treating a headline number as an improvement.
Live roles are read from employer career pages and refreshed continuously. The pay bands carry method 2026.1, last reviewed September 2026, and are frozen each quarter as a dated edition you can cite.
Both, and they are labelled. Where an advert states pay we use the stated figure. Where it does not, the band is modelled from publicly reported compensation data and role benchmarking, and shown as a range rather than a single number.
Each one is a standalone page with the working shown, kept in step with the figures above.
A quant researcher in New York earns a median of $475k in annual total compensation, within a full band of $230k to $2.5m.
A quant trader in New York earns a median of $450k in annual total compensation, within a full band of $200k to $3.0m.
A quant developer in New York earns a median of $340k in annual total compensation, within a full band of $180k to $1.2m.
A quant analyst in New York earns a median of $230k in annual total compensation, within a full band of $125k to $700k.
A hft / low-latency engineer in New York earns a median of $385k in annual total compensation, within a full band of $200k to $1.4m.
A systematic portfolio manager in New York earns a median of $1.3m in annual total compensation, within a full band of $500k to $15m.
Pay, tax drag and hiring depth for New York set against the markets it is most often weighed against.
KnowQuant Quant Compensation Benchmark, Q3 2026 edition, method 2026.1. https://www.know-quant.com/markets/new-york
Free to quote and republish with attribution and a link to the source page, under our terms. Method 2026.1, last reviewed 1 September 2026. The methodology sets out how each band is built and what it excludes.
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Candidates
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Weekly market movements
The dated market call: which desks opened seats, where pay shifted, and which markets tightened. Written by the research desk, sent Monday, and nothing else.
Figures are expressed as annual total compensation (base salary plus expected performance bonus) in the reference market's local currency, converted from a US dollar base. They describe typical market ranges rather than any individual offer, and exclude sign-on payments, deferred equity and carried interest. Portfolio-manager figures reflect formulaic profit-share arrangements and are therefore far more dispersed than any other role.
KnowQuantIndex 2026.1 · Updated September 2026
Modelled bands describe the market, not an individual offer. Where an employer states pay, the stated figure is used and labelled as such.
New York market report · KnowQuant 2026.1