Markets Quantitative Analyst Jobs

Secure Every Identity, from AI to Human Identity is the key to unlocking the potential of AI. Okta secures AI by building the trusted, neutral infrastructure that enables organizations to safely embrace this new era. This work requires a relentless drive to solve complex challenges with real-world stakes. We are looking for builders and owners who operate with speed and urgency and execute with excellence. This is an opportunity to do career-defining work. We're all in on this mission. If you are too, let's talk. Okta’s Go-To-Market (GTM) Compensation Strategy and Incentive Design team plays a critical role in the development and implementation of variable incentive compensation designs across all GTM functions. The team is responsible for driving the compensation plan design, implementation, and assessment of variable pay participants across Okta while delivering compensation plans that ensure alignment with the overall goals and objectives of the GTM organization. In this Individual Contributor role, you will drive strategic compensation initiatives by developing data-driven recommendations aligned with business objectives, influencing cross-functional leadership, and building consensus on complex compensation architecture decisions. You'll lead compensation plan design and optimization across various Go-To-Market functions - ensuring incentives are strategically aligned with role responsibilities and organizational goals. You will establish robust metrics and analytics frameworks to track compensation plan performance, measure ROI, and identify opportunities for continuous improvement using quantitative analysis and business intelligence. Balancing strategic vision with operational rigor, you'll translate high-level business objectives into executable compensation plans while ensuring systems, processes, and analytics support accurate tracking and meaningful insights. Collaborating closely with cross-functional teams, you will own operational excelle

Everpure (NYSE: P) has evolved from storage pioneer to data platform, closing fiscal 2026 with $3.7 billion in revenue, its first billion-dollar quarter, and accelerating growth into FY27. Our strategic agenda spans the companies defining the next era of technology - hyperscalers, AI labs, the AI hardware supply chain, data platform providers, and the broader AI ecosystem. This type of work—work that changes the world—is what the tech industry was founded on. So, if you're ready to seize the endless opportunities and leave your mark, come join us. THE ROLE Everpure is seeking a Senior Insurance Manager to lead our global corporate insurance and risk-transfer program and protect enterprise value across our scaling operations. Reporting to the Corporate Treasurer, you will serve as Everpure’s primary subject-matter expert for corporate insurance, risk financing, and contractual risk transfer. You’ll own our global insurance portfolio and develop capital-efficient strategies across property, casualty, financial, supply chain, and specialty risks. This is a highly visible individual contributor role partnering across Finance, Legal, Supply Chain, Credit, HR, InfoSec, and Facilities to identify emerging exposures, optimize our total cost of risk, and ensure our insurance strategy evolves alongside the business. WHAT YOU'LL DO Lead Global Insurance Strategy & Renewals: Own Everpure’s global corporate insurance portfolio across property, casualty, financial, and specialty lines. Lead end-to-end annual renewals, including exposure analysis, underwriting submissions, market negotiations, coverage structure, limits, deductibles and retentions, binding, and policy issuance. Optimize Risk Financing & Capital Efficiency: Develop Everpure’s risk-retention and risk-financing strategy, using quantitative analysis to evaluate commercial insurance, self-insurance, retention, and alternative risk-transfer structures. Assess captive insurance opportunities and support implement

ABOUT CUBIST: Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. RESPONSIBILITIES: Building components for both live trading and simulation Refining and increasing automation and robustness of the research infrastructure including alpha estimation, risk modeling, and backtesting components Building tools for signal blending, simulation, portfolio construction, the research framework, and dashboards Maintaining and updating the platform, ensuring its stability, robustness, and security Developing robust data checking and storage procedures Troubleshooting and resolving any systems related issues and handle the release of code fixes and enhancements REQUIREMENTS: Bachelor’s degree or higher in computer science or other STEM discipline Advanced proficiency in Python and its ecosystem (numpy, pandas, polars, scikit-learn), with an understanding of Python and library internals Experience contributing to core Python numerical libraries is a huge plus (numpy, tensorflow, torch, jax) Proficiency with Linux Hands-on experience with software architecture and engineering best practices (testing, CI/CD, monitoring, profiling, version control) Strong quantitative and analytical skills; command of linear algebra, statistics, and machine learning would be helpful Proficiency with C/C++ is a plus Experience with designing and implementing trading systems is a plus Commitment to the highest ethical standards

Everpure (NYSE: P) has evolved from storage pioneer to data platform, closing fiscal 2026 with $3.7 billion in revenue, its first billion-dollar quarter, and accelerating growth into FY27. Our strategic agenda spans the companies defining the next era of technology - hyperscalers, AI labs, the AI hardware supply chain, data platform providers, and the broader AI ecosystem. This type of work—work that changes the world—is what the tech industry was founded on. So, if you're ready to seize the endless opportunities and leave your mark, come join us. THE ROLE Shape the global benefits strategy at Everpure as we accelerate market expansion and scale our "People First" culture. Reporting to the VP of Total Rewards, you will own the architectural design, fiduciary governance, and financial optimization of health, welfare, retirement, leave, and well-being initiatives across all operating regions. In this high-visibility position, you will lead M&A benefits integration and partner cross-functionally with Finance, Legal, HRBPs, and executive leadership to align multi-million-dollar benefit investments with strategic company objectives. WHAT YOU'LL DO Global Architecture & Strategy: Architect and evaluate end-to-end global health, retirement, time-off, and holistic well-being programs across all operating regions to boost workforce engagement and competitive market positioning. Fiduciary Governance & Compliance: Serve as a core administrator on the U.S. 401(k) Fiduciary Committee, lead Works Council interactions, and direct all mandatory statutory audits, testing, and international governance to ensure rigorous compliance and SOX audit standards. Financial & Operational Optimization: Partner with Finance to manage healthcare cost forecasting, drive quantitative utilization analysis, and oversee global broker performance and vendor SLAs to optimize multi-million-dollar program expenditures. Growth & M&A Integration: Direct benefits due diligence, integ

Datadog Real User Monitoring (RUM) provides deep insight into frontend applications’ availability and performance. With Datadog RUM, customers monitor the health of their user experiences in real time and across all types of devices and frameworks: web, mobile, smartTVs, etc. Their frontend issues are correlated with backend telemetry (traces, logs, infrastructure metrics, database queries, etc.), their synthetic tests, and business data in a single place to quickly identify and troubleshoot issues across their stack. As a Product Manager for RUM, you will build solutions that help customers onboard to RUM and expand usage in the most efficient and scalable way, ensure experience consistency throughout the product, build intelligence based on availability and performance data, and work closely with enterprise customers to make sure their needs are met. As part of the team for this fast growing product, you will participate in the vision, strategy, and execution, driving the development and evolution of our RUM offering. At Datadog, we place value in our office culture - the relationships and collaboration it builds and the creativity it brings to the table. We operate as a hybrid workplace to ensure our Datadogs can create a work-life harmony that best fits them. What You’ll Do: Identify customers' needs and business opportunities through quantitative data analysis and qualitative customer interviews. Translate needs and opportunities into business cases, features, product requirements, and roadmaps. Collaborate closely with cross-functional teams including engineering, design, data science, and product. Collaborate with marketing, customer success, and technical writing teams to deliver new features and services that are easy to use and understand. Communicate feature releases to internal and external users for efficient go-to-market and product discovery. Who You Are: At least 3+ years of Product Management experience (ideally in enterprise software se

ABOUT CUBIST Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. ROLE Quantitative alpha research requires mastery of multiple domains. The best research requires original research ideas, good intuition, strong data analysis skills, and good research planning. Our research directly drives our investment decisions. This role is highly selective. We have a long history of training extraordinarily talented academic researchers to succeed in the investment services industry. Prior experience in the financial services industry is not required. RESPONSIBILITIES Provide research assistance to full-time researchers Assist with data collection and preliminary analysis Follow, digest, analyze and improve upon the latest academic research DESIRABLE CANDIDATES Ph.D. candidates in finance, economics, mathematics, statistics, physics, computer science, or other quantitative discipline. Programming in any of the following: R, Python, or C++. Experience with SQL. Solid research experience in the field of the candidate’s specialty. Strong analytical and quantitative skills. Detail-oriented. Demonstrated ability to learn and apply new methodologies to real life problems. Willingness to take ownership of his/her work. Ability to work both independently and collaboratively within a team. Strong desire to deliver high quality results in a timely fashion. Prior experience in the financial services industry is not required.

ABOUT CUBIST Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. ROLE Entry-Level Quantitative Researchers are responsible for conducting rigorous quantitative research with a focus on predictive models. You will be trained in all aspects of systematic trading from idea generation all the way to practical trading considerations. Successful hires will ultimately become thought leaders within our collaborative research group. RESPONSIBILITIES Conduct original quantitative alpha signal research Follow, digest and analyze the latest academic research Manage all aspects of the research process, including idea generation, data analysis, hypothesis development and testing, alpha discovery, trading strategy generation, backtesting and portfolio analysis Build analytical tools to supplement our shared research framework REQUIRMENTS B.S., M.S. or PhD in finance, economics, mathematics, statistics, data science, computer science, or other quantitative discipline. Programming in Python (or comparable language) and working knowledge of SQL Strong analytical and quantitative skills. Willingness to take ownership of his/her work. Ability to work both independently and collaboratively within a team. Strong desire to deliver high quality results in a timely fashion. Detail-oriented. Prior experience in the financial services industry is not required. A commitment to the highest ethical standards.

ABOUT CUBIST Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. ROLE Entry-Level Quantitative Researchers are responsible for conducting rigorous quantitative research with a focus on predictive models. You will be trained in all aspects of systematic trading from idea generation all the way to practical trading considerations. Successful hires will ultimately become thought leaders within our collaborative research group. RESPONSIBILITIES Conduct original quantitative alpha signal research Follow, digest and analyze the latest academic research Manage all aspects of the research process, including idea generation, data analysis, hypothesis development and testing, alpha discovery, trading strategy generation, backtesting and portfolio analysis Build analytical tools to supplement our shared research framework REQUIRMENTS B.S., M.S. or PhD in finance, economics, mathematics, statistics, data science, computer science, or other quantitative discipline. Programming in Python (or comparable language) and working knowledge of SQL Strong analytical and quantitative skills. Willingness to take ownership of his/her work. Ability to work both independently and collaboratively within a team. Strong desire to deliver high quality results in a timely fashion. Detail-oriented. Prior experience in the financial services industry is not required. A commitment to the highest ethical standards.

ABOUT CUBIST Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. ROLE Entry-Level Quantitative Researchers are responsible for conducting rigorous quantitative research with a focus on predictive models. You will be trained in all aspects of systematic trading from idea generation all the way to practical trading considerations. Successful hires will ultimately become thought leaders within our collaborative research group. RESPONSIBILITIES Conduct original quantitative alpha signal research Follow, digest and analyze the latest academic research Manage all aspects of the research process, including idea generation, data analysis, hypothesis development and testing, alpha discovery, trading strategy generation, backtesting and portfolio analysis Build analytical tools to supplement our shared research framework REQUIRMENTS B.S., M.S. or PhD in finance, economics, mathematics, statistics, data science, computer science, or other quantitative discipline. Programming in Python (or comparable language) and working knowledge of SQL Strong analytical and quantitative skills. Willingness to take ownership of his/her work. Ability to work both independently and collaboratively within a team. Strong desire to deliver high quality results in a timely fashion. Detail-oriented. Prior experience in the financial services industry is not required. A commitment to the highest ethical standards.

Quantitative Researchers are responsible for independently conducting quantitative financial research with a focus on statistical and predictive models. About Cubist Cubist Systematic Strategies, an affiliate of Point72, deploys systematic, computer-driven trading strategies across multiple liquid asset classes, including equities, futures and foreign exchange. The core of our effort is rigorous research into a wide range of market anomalies, fueled by our unparalleled access to a wide range of publicly available data sources. Role Quantitative Researchers are responsible for independently conducting quantitative financial research with a focus on statistical and predictive models. Successful researchers manage all aspects of the research process including methodology selection, data collection and analysis, testing, prototyping, backtesting, and performance monitoring. Desirable Candidates M.S., Ph.D., or Ph.D. candidates in finance, computer science, mathematics, physics, or other quantitative discipline. Programming in any of the following: C++, C#, Java, or Python. Strong analytical and quantitative skills. Keen interest in quantitative research and metrics driven decision making. Demonstrated ability to conduct independent research utilizing large data sets. Detail-oriented. Passion for spotting trends in data. Willingness to take ownership of his/her work, working both independently and within a small team. Ability to work under pressure. Prior experience developing, researching, or implementing quantitative models for equities is preferred, but not required. We will provide training for new researchers without finance backgrounds.

The Opportunity: Datadog is building the Compensation function to scale with and support one of the fastest growing public companies in tech. We are looking for a creative, data-driven Compensation Specialist to join our team. If you are a problem solver with strong analytical prowess, excellent communication skills, and a genuine passion for data, this role is for you. As a Compensation Specialist, you will contribute to the development and implementation of our compensation approach. You will collaborate with team members to develop analytics tools, automate legacy processes, and help build the future of our compensation strategy. The ideal candidate is enthusiastic, hardworking, and thrives on building business focused solutions through data. At Datadog, we place value in our office culture - the relationships and collaboration it builds and the creativity it brings to the table. We operate as a hybrid workplace to ensure our Datadogs can create a work-life harmony that best fits them. What You’ll Do: Evolve Compensation Strategy: Help us redefine and evolve how we believe about base, variable, and equity compensation structures Advanced Analytics: Apply quantitative and qualitative analysis to identify problems, develop hypotheses, and recommend data-backed solutions for compensation programs and processes Data Visualization & Modeling: Build and develop dynamic dashboards and analytic models to provide actionable business insights and interpret market or internal trends Drive Automation: Streamline and automate monthly, quarterly, and annual compensation reporting and analysis using modern data tools and AI workflows Market Benchmarking: Conduct global market benchmarking, assess peer groups, and ensure consistent market pricing practices while maintaining internal equity. Storytelling with Data: Provide sophisticated compensation recommendations, clearly building data driven insights while tying it back to overall comp strategy Who You Are: Bachelor’s degr

As a Senior Cost Engineer, you will support the Vehicle Program team by taking ownership of the Vehicle BOM cost and investments. You’ll partner with Engineering to ensure parts are designed with cost in mind while considering program volumes. You will be working with engineering experts in several areas such as drivetrain, trim & lighting, body & closures, EE, thermal, geometric integration, chassis, vehicle attributes and homologation. You will be an integral link to successfully developing and delivering a high-quality product to market. In this role, you will: Own and lead the execution of cost estimating and modeling processes within Vehicle Development Lead the development and maintenance of the Vehicle Development cost database to enable effective cost estimation throughout every phase of development Develop detailed cost estimates for vehicle components and systems Create detailed should-cost models for vehicle components, providing data-driven insights for key decisions Serve as the SME in value engineering and should cost modeling, identifying cost reduction strategies and value capture opportunities Collaborate with design teams to optimize component costs Qualifications BS or MS in Engineering 10+ years in Business Operations, Finance, Cost Engineering or Supply Chain Proven analytical and quantitative skills Automotive OEM experience and knowledge of vehicle systems and components Excellent communication and collaboration abilities Proficiency in Google Sheets and cost analysis tools Bonus Qualifications MBA or MS in Finance

We believe that the way people interact with their finances will drastically improve in the next few years. We’re dedicated to empowering this transformation by building the tools and experiences that thousands of developers use to create their own products. Plaid powers the tools millions of people rely on to live a healthier financial life. We work with thousands of companies like Venmo, SoFi, several of the Fortune 500, and many of the largest banks to make it easy for people to connect their financial accounts to the apps and services they want to use. Plaid’s network covers 12,000 financial institutions across the US, Canada, UK and Europe. Founded in 2013, the company is headquartered in San Francisco with offices in New York, Seattle, Washington D.C., Raleigh, London, and Amsterdam. About the team Plaid's Strategic Finance team plays a critical role in shaping our long-term business strategy and execution. The Strategic Finance team helps provide analytical rigor and data-driven insights to drive success across the entire organization. The Strategic Finance team's purpose is to support Plaid in achieving its short-term and long-term strategic & financial goals and help inform, articulate, and shape Plaid's growth trajectory. About the role You will own core pieces of Plaid's top-line revenue forecast and go beyond the number itself to understand what's actually driving it: internal data and external market factors that show how healthy and durable that growth is. You'll work day-to-day with our GTM organization, turning that analysis into insights they can act on. You are highly analytical and quantitative, comfortable building bottom-up from raw data as well as using Plaid's existing tools and dashboards to sanity-check the picture, and skilled at moving between complex modeling detail and the bigger picture it tells. Responsibilities Own core pieces of Plaid's top-line revenue forecast, building and refining the models and processes that turn what's hap

About AQR Capital Management AQR is a global investment management firm built at the intersection of financial theory and practical application. We strive to deliver superior, long-term results for our clients by seeking to filter out market noise to identify and isolate what matters most, and by developing ideas that stand up to rigorous testing. Underpinning this philosophy is an unrelenting commitment to excellence in technology — powering our insights and analysis. This unique combination has made us leaders in alternative and traditional strategies since 1998. AQR takes a systematic, research-driven approach, applying quantitative tools to process fundamental information and manage risk. Our clients include institutional investors, such as pension funds, insurance companies, endowments, foundations and sovereign wealth funds, as well as financial advisors. Technology is central to AQR’s success. As a Software Engineer in Portfolio Implementation , you will work on mission-critical systems that turn investment ideas into reality. Partnering closely with researchers and portfolio managers, you will design and build proprietary tools that support quantitative strategy research and systematic investing at scale. Your Role : As a Software Engineer in Portfolio Implementation , you will design, build, and extend systems that sit at the core of AQR’s investment process, including: Portfolio Implementation platforms that consume research outputs, perform constrained optimizations, and generate orders Cloud-based microservices engineered to run reliably and efficiently at scale Participate in architectural design discussions for high-performance, high-volume, highly available systems, gaining experience with trade-offs across performance, flexibility, and maintainability Bespoke technology solutions tailored to specific asset classes and evolving research needs Collaboration with a&nbsp

About BlockTech As a Quantitative Trader on our Singapore trading floor, you’ll own positions and PnL end-to-end from interpreting live market flow and liquidity through tuning and intervening in our automated systems, all the way to shaping the next generation of execution logic and trading tools. You’ll sit shoulder-to-shoulder with Quantitative Researchers, Quantitative Developers, and Software Engineers, and your decisions will directly drive how we trade across venues. The role Managing and monitoring Delta1 positions across multiple venues, owning the PnL and risk that comes with them Reading live market flow, liquidity conditions, and market events, and translating that read into concrete trading and execution decisions Tuning and parameterising our automated and semi-automated systems, and knowing when to step in to manage risk or capture an opportunity Improving execution quality and market-making performance through data-driven analysis of strategy behaviour Designing and specifying the trading tools, dashboards, and analytics that the desk relies on to make decisions Collaborating closely with researchers, developers, and engineers to sharpen models, infrastructure, and execution logic, and shaping the roadmap for new trading initiatives What we’re looking for 3+ years of experience as a Quantitative Trader and/or Quantitative Researcher in a professional trading environment, with demonstrated PnL responsibility on linear (Delta1) products across multiple venues Hands-on experience operating automated and semi-automated trading systems under live conditions: monitoring, tuning, and intervening when it matters Strong analytical instincts: you can take a messy dataset of fills and quotes and turn it into a concrete execution improvement A deep, intuitive grasp of market microstructure and the ability to explain why a strategy works, not just that it does Proficiency in Python for analysis, tooling, and interaction with trading systems An ownership mindset: