H-1B Visa Quantitative Analyst Jobs
Quantitative Analyst roles sit squarely within H-1B visa specialty occupation requirements, as they demand at minimum a bachelor's degree in mathematics, statistics, finance, or a directly related quantitative field. Banks, hedge funds, and asset managers are among the most active H-1B sponsors for this role, with LCA filings consistently concentrated in New York, Chicago, and the Bay Area.
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A strong quantitative modeler to join the team as Assistant Vice President and Credit Risk Modeler based in New Jersey, Connecticut, or Boston. This role is part of the Centralized Modeling, Analytics and Operations Group within Enterprise Risk Management’s Financial Risk Organization.
Why this role is important to us
The team you will be joining plays a critical role in the organization’s overall success. Across the globe, institutional investors rely on us to manage risk, respond to complex challenges, and drive performance and profitability. To deliver on that mission, we need teams like yours—teams that help the organization operate effectively, adapt quickly, and remain resilient. In this role, you will focus on developing cutting‑edge solutions that are both scalable and practical, while contributing to strong day‑to‑day execution. Join us if you are motivated to make a meaningful impact in the financial services industry from day one.
What you will be responsible for
As Credit Risk Modeler you will:
- Develop credit risk models (PD/LGD/EL) to provide quantitative support to credit risk analytical processes for State Street’s Commercial Real Estate (CRE) portfolio
- Develop PD/LGD/EL model to support other wholesale non-CRE sectors, such as Corporate, Private Equity (PE) Fund and Private Credit (PC) exposures
- Develop credit portfolio risk models for CCAR/CECL/IFRS9/BASEL/Ratings/ICAAP use cases, as well as for economic capital
- Review and enhance credit risk analytical methodology including modeling choices in line with expanding business and regulatory requirements
- Review and verify key model assumptions with model owners
- Review model outputs with properly justified opinions and judgments by experts from credit risk managers to capture forward-looking financial market and macro-economic outlooks
- Implement internally developed models on risk analytical library platform
- Streamline the existing modeling and analytical process; increasing the pace of execution to meet the needs of the business
- Work in close partnership with the three lines of defense functions, such as model governance, Corporate Audit and Financial Regulatory Assurance to ensure appropriate governance and control infrastructure for credit risk analytics
- Prepare and present required reports/reviews to model risk management, senior management and global regulators
What we value
These skills will help you succeed in this role:
- Strong analytical and quantitative mindset; ability to take ownership and improve on existing risk models and methodologies
- Energetic/motivator: an enthusiastic individual with proven leadership skills and an ability to motivate a diverse, multi-level workforce and instill a sense of urgency on a range of evolving goals and objectives
- Organizational strengths: an ability to organize projects, processes and priorities to ensure business needs are met in a coordinated, responsive and timely manner, with minimal direction
- Confidence: a self-assured, experienced and knowledgeable individual able to quickly garner support for his/her views based on informed, well-presented direction or analysis, with a willingness to negotiate, and concede, when needed
- Communicator: clear, confident, self-assured communication style, coupled with an ability to react and adapt to various audiences and environments without diluting effectiveness
Education & Preferred Qualifications
- PhD in statistics or econometrics or equivalent, prefer research area in survival analysis/event history analyses or related areas; Prefer PhD research that involves heavy programming work with strong programming skills in Python/R/C/C++/SQL etc.
- Undergraduate training in mathematics and probability theory (measure theory) with good knowledge of stochastic calculus is a big plus
- 3-5 years of experiences for MS, 2+ years of experience for PhD (will consider fresh PhD with solid academic background and strong programming skills) of developing credit risk modeling in a financial institution
- Strong programming skills in Python/R/C/C++/SQL etc.
- Demonstrated experiences working with model development teams, analytical library development team and technology
- Motivated and fascinated in how to apply statistics and econometric methodologies to resolve credit risk modeling challenges in financial industry
Salary Range:
$90,000 - $157,500 Annual
The range quoted above applies to the role in the primary location specified. If the candidate would ultimately work outside of the primary location above, the applicable range could differ.
Employees are eligible to participate in State Street’s comprehensive benefits program, which includes: our retirement savings plan (401K) with company match; insurance coverage including basic life, medical, dental, vision, long-term disability, and other optional additional coverages; paid-time off including vacation, sick leave, short term disability, and family care responsibilities; access to our Employee Assistance Program; incentive compensation including eligibility for annual performance-based awards (excluding certain sales roles subject to sales incentive plans); and, eligibility for certain tax advantaged savings plans.
About State Street
Across the globe, institutional investors rely on us to help them manage risk, respond to challenges, and drive performance and profitability. We keep our clients at the heart of everything we do, and smart, engaged employees are essential to our continued success.
We are committed to fostering an environment where every employee feels valued and empowered to reach their full potential. As an essential partner in our shared success, you’ll benefit from inclusive development opportunities, flexible work-life support, paid volunteer days, and vibrant employee networks that keep you connected to what matters most. Join us in shaping the future.
As an Equal Opportunity Employer, we consider all qualified applicants for all positions without regard to race, creed, color, religion, national origin, ancestry, ethnicity, age, disability, genetic information, sex, sexual orientation, gender identity or expression, citizenship, marital status, domestic partnership or civil union status, familial status, military and veteran status, and other characteristics protected by applicable law.
Job Application Disclosure:
It is unlawful in Massachusetts to require or administer a lie detector test as a condition of employment or continued employment. An employer who violates this law shall be subject to criminal penalties and civil liability.
Who we are looking for
A strong quantitative modeler to join the team as Assistant Vice President and Credit Risk Modeler based in New Jersey, Connecticut, or Boston. This role is part of the Centralized Modeling, Analytics and Operations Group within Enterprise Risk Management’s Financial Risk Organization.
Why this role is important to us
The team you will be joining plays a critical role in the organization’s overall success. Across the globe, institutional investors rely on us to manage risk, respond to complex challenges, and drive performance and profitability. To deliver on that mission, we need teams like yours—teams that help the organization operate effectively, adapt quickly, and remain resilient. In this role, you will focus on developing cutting‑edge solutions that are both scalable and practical, while contributing to strong day‑to‑day execution. Join us if you are motivated to make a meaningful impact in the financial services industry from day one.
What you will be responsible for
As Credit Risk Modeler you will:
- Develop credit risk models (PD/LGD/EL) to provide quantitative support to credit risk analytical processes for State Street’s Commercial Real Estate (CRE) portfolio
- Develop PD/LGD/EL model to support other wholesale non-CRE sectors, such as Corporate, Private Equity (PE) Fund and Private Credit (PC) exposures
- Develop credit portfolio risk models for CCAR/CECL/IFRS9/BASEL/Ratings/ICAAP use cases, as well as for economic capital
- Review and enhance credit risk analytical methodology including modeling choices in line with expanding business and regulatory requirements
- Review and verify key model assumptions with model owners
- Review model outputs with properly justified opinions and judgments by experts from credit risk managers to capture forward-looking financial market and macro-economic outlooks
- Implement internally developed models on risk analytical library platform
- Streamline the existing modeling and analytical process; increasing the pace of execution to meet the needs of the business
- Work in close partnership with the three lines of defense functions, such as model governance, Corporate Audit and Financial Regulatory Assurance to ensure appropriate governance and control infrastructure for credit risk analytics
- Prepare and present required reports/reviews to model risk management, senior management and global regulators
What we value
These skills will help you succeed in this role:
- Strong analytical and quantitative mindset; ability to take ownership and improve on existing risk models and methodologies
- Energetic/motivator: an enthusiastic individual with proven leadership skills and an ability to motivate a diverse, multi-level workforce and instill a sense of urgency on a range of evolving goals and objectives
- Organizational strengths: an ability to organize projects, processes and priorities to ensure business needs are met in a coordinated, responsive and timely manner, with minimal direction
- Confidence: a self-assured, experienced and knowledgeable individual able to quickly garner support for his/her views based on informed, well-presented direction or analysis, with a willingness to negotiate, and concede, when needed
- Communicator: clear, confident, self-assured communication style, coupled with an ability to react and adapt to various audiences and environments without diluting effectiveness
Education & Preferred Qualifications
- PhD in statistics or econometrics or equivalent, prefer research area in survival analysis/event history analyses or related areas; Prefer PhD research that involves heavy programming work with strong programming skills in Python/R/C/C++/SQL etc.
- Undergraduate training in mathematics and probability theory (measure theory) with good knowledge of stochastic calculus is a big plus
- 3-5 years of experiences for MS, 2+ years of experience for PhD (will consider fresh PhD with solid academic background and strong programming skills) of developing credit risk modeling in a financial institution
- Strong programming skills in Python/R/C/C++/SQL etc.
- Demonstrated experiences working with model development teams, analytical library development team and technology
- Motivated and fascinated in how to apply statistics and econometric methodologies to resolve credit risk modeling challenges in financial industry
Salary Range:
$90,000 - $157,500 Annual
The range quoted above applies to the role in the primary location specified. If the candidate would ultimately work outside of the primary location above, the applicable range could differ.
Employees are eligible to participate in State Street’s comprehensive benefits program, which includes: our retirement savings plan (401K) with company match; insurance coverage including basic life, medical, dental, vision, long-term disability, and other optional additional coverages; paid-time off including vacation, sick leave, short term disability, and family care responsibilities; access to our Employee Assistance Program; incentive compensation including eligibility for annual performance-based awards (excluding certain sales roles subject to sales incentive plans); and, eligibility for certain tax advantaged savings plans.
About State Street
Across the globe, institutional investors rely on us to help them manage risk, respond to challenges, and drive performance and profitability. We keep our clients at the heart of everything we do, and smart, engaged employees are essential to our continued success.
We are committed to fostering an environment where every employee feels valued and empowered to reach their full potential. As an essential partner in our shared success, you’ll benefit from inclusive development opportunities, flexible work-life support, paid volunteer days, and vibrant employee networks that keep you connected to what matters most. Join us in shaping the future.
As an Equal Opportunity Employer, we consider all qualified applicants for all positions without regard to race, creed, color, religion, national origin, ancestry, ethnicity, age, disability, genetic information, sex, sexual orientation, gender identity or expression, citizenship, marital status, domestic partnership or civil union status, familial status, military and veteran status, and other characteristics protected by applicable law.
Job Application Disclosure:
It is unlawful in Massachusetts to require or administer a lie detector test as a condition of employment or continued employment. An employer who violates this law shall be subject to criminal penalties and civil liability.
See all 372+ H-1B Visa Quantitative Analyst Jobs
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Get Access To All JobsTips for Finding H-1B Visa Sponsorship as a Quantitative Analyst
Frame your degree against specialty occupation
USCIS evaluates whether your specific degree directly relates to the Quantitative Analyst role, not just whether you have a graduate degree. Prepare a one-page credential summary that maps your coursework in stochastic calculus, econometrics, or mathematical modeling directly to the job duties in your offer letter.
Use OFLC Wage Search before negotiating
Your employer's LCA must certify a wage at or above the prevailing wage for your specific SOC code and work location. Pull the current figures from OFLC Wage Search for SOC 15-2099 or 13-2099 before your offer negotiation so you know the floor your employer must meet.
Target firms with cap-exempt filing history
Universities, nonprofit research organizations, and government-affiliated entities can file H-1B petitions outside the annual cap and any time of year. Quantitative roles at these institutions, including research divisions at Federal Reserve banks, are legitimate paths that bypass the April lottery entirely.
Search Migrate Mate for verified LCA filing history
Filter Migrate Mate by the Quantitative Analyst job title to see which employers have active DOL Labor Condition Application records for this role. That filing history confirms an employer has navigated the process before, which directly reduces your risk of delays or an inexperienced HR team.
Clarify work location before your employer files
If your role involves hybrid work across multiple office locations, your employer needs a separate LCA covering each worksite where you'll spend substantial time. Confirm with HR which locations will be listed on the LCA before USCIS receives the I-129 petition, since amending it later adds cost and time.
Distinguish your role from non-specialty positions
USCIS has scrutinized Quantitative Analyst petitions where job duties overlap with general financial analyst work. Your offer letter should specify quantitative methods, model validation, or algorithmic development, not just generic analysis, to establish the specialized degree requirement that defines a specialty occupation under USCIS standards.
H-1B Visa Quantitative Analyst: Frequently Asked Questions
Does a Quantitative Analyst role qualify as a specialty occupation for H-1B purposes?
Yes, provided the position genuinely requires at minimum a bachelor's degree in a specific quantitative discipline such as mathematics, statistics, financial engineering, or computer science. USCIS looks at whether the degree requirement is standard across the industry for this role, not just whether your employer prefers it. Roles that accept any bachelor's degree regardless of field face higher denial risk.
Which industries sponsor H-1B visas most consistently for Quantitative Analysts?
Investment banks, proprietary trading firms, hedge funds, asset managers, and insurance companies file the largest share of H-1B LCAs for Quantitative Analyst roles. Technology firms with quantitative research divisions and financial data providers also sponsor regularly. You can browse employers with verified LCA filing history for this role on Migrate Mate before applying.
What SOC code applies to Quantitative Analyst roles on the H-1B LCA?
Most Quantitative Analyst positions are filed under SOC 15-2099 (Mathematical Science Occupations, All Other) or 13-2099 (Financial Specialists, All Other), depending on whether the role emphasizes mathematical modeling or financial analysis. The SOC code your employer selects determines the prevailing wage tier, so confirm it matches your actual duties before the LCA is submitted to DOL.
Can I switch employers after my H-1B is approved for a Quantitative Analyst position?
Yes. Under H-1B portability rules established by AC21, you can start working for a new employer once they file a new H-1B petition on your behalf, as long as your current H-1B has been approved for at least 180 days and the new role is in the same or a substantially similar specialty occupation. Your new employer must file their own I-129 and LCA with DOL before your start date.
Does a master's degree improve H-1B approval odds for Quantitative Analyst roles?
A master's degree in a quantitative field strengthens your petition by reinforcing the specialty occupation argument, but it's the match between degree field and job duties that USCIS weighs most heavily. A master's in financial engineering or applied mathematics carries more weight for a derivatives modeling role than an MBA would. USCIS also ran a separate master's cap exemption lottery historically, though that process has since been integrated into the standard registration.