OPT Quantitative Jobs
Quantitative roles in finance, data science, and research are among the most OPT-friendly positions in the U.S. job market. Employers hiring quants expect advanced degrees and technical depth, which aligns well with the STEM OPT extension, giving eligible graduates up to 36 months of work authorization to build their careers.
Find OPT Quantitative JobsOverview
Showing 5 of 980+ Quantitative jobs
See all 980+ Quantitative Jobs
Sign up for free to unlock all listings, filter by visa type, and get alerts for new Quantitative roles.
Get Access To All JobsDescription
Morgan Stanley Investment Management (“MSIM”), together with its investment advisory affiliates, operates in 23 countries with $2 Tn in assets under management or supervision as of July 2026. Morgan Stanley Investment Management strives to provide outstanding long-term investment performance, service and a comprehensive suite of investment management solutions to a diverse client base, which includes governments, institutions, corporations and individuals worldwide.
We are seeking an Associate to join the Central Trading & Risk Management team of a multi-manager, market neutral equity hedge fund. The team partners directly with portfolio managers to optimize portfolio construction, manage risk, develop quantitative investment tools, and improve investment performance across the platform. This is a highly analytical role with broad exposure to the investment process, combining risk management, quantitative research, portfolio construction, and data analysis. This role provides a unique opportunity to influence investment decisions across multiple portfolio managers and strategies while helping shape the quantitative infrastructure of MSIM's flagship market-neutral equity platform.
Job Description
- Perform factor attribution and portfolio exposure analysis across managers and strategies.
- Develop and enhance portfolio construction and optimization methodologies.
- Research new alpha signals and evaluate interactions with portfolio positioning.
- Design quantitative tools supporting investment decision making.
- Conduct stress testing and scenario analysis across portfolios.
- Monitor fund-wide exposures across portfolios and identify concentrations or emerging risks.
- Partner with trading to improve execution and implementation efficiency.
- Monitor market developments and proactively communicate portfolio risks, opportunities, and positioning implications to portfolio managers and senior leadership.
- Analyze portfolio performance and attribute returns across factors, sectors, themes, and individual positions.
- Design and develop Python-based analytical tools, research infrastructure, and automation that improve portfolio analytics and investment workflows.
Qualifications
- 2-5 years of relevant job experience, preferably on the buy side in a multi-manager platform.
- Strong understanding of equity markets, equity index futures, and market-neutral portfolio construction.
- Experience with equity risk models, such as MSCI Barra, Axioma, or in-house models.
- Deep knowledge of statistical methods and quantitative techniques.
- Proficiency with Python and SQL.
- Experience working with large financial datasets and time series.
- Experience with portfolio optimization, stress testing, and simulations.
- Demonstrated interest in financial markets and a passion for quantitative investing.
- Excellent verbal communication and relationship management skills.
- Ability to work both independently and be a strong team contributor with proactive drive to deliver results.
- Outstanding attention to detail and committed to process and related improvements.
- Flexible, quick learner with the ability to multi-task.
- Advanced degree in quantitative discipline such as Mathematics, Statistics, Engineering, Computer Science, or a closely related field from an accredited university.
Ideal Candidate
The successful candidate is intellectually curious, collaborative, and enjoys solving complex investment problems using data and quantitative methods. They are equally comfortable building research tools, analyzing risk, and engaging with portfolio managers on investment decisions. They possess strong communication skills, thrive in a fast-paced investment environment, and can translate sophisticated quantitative analyses into actionable insights.
WHAT YOU CAN EXPECT FROM MORGAN STANLEY:
At Morgan Stanley, we raise, manage and allocate capital for our clients – helping them reach their goals. We do it in a way that’s differentiated – and we’ve done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There’s also ample opportunity to move about the business for those who show passion and grit in their work.
Expected base pay rates for the role will be between $120,000 and $150,000 per year at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.
Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background. Our recruiting efforts reflect our strong commitment to a culture of inclusion, where individuals are hired, developed, and advanced based on their skills and talents.
Our workforce reflects a broad cross-section of the global communities in which we operate, bringing a variety of backgrounds, talents, perspectives, and experiences.
Description
Morgan Stanley Investment Management (“MSIM”), together with its investment advisory affiliates, operates in 23 countries with $2 Tn in assets under management or supervision as of July 2026. Morgan Stanley Investment Management strives to provide outstanding long-term investment performance, service and a comprehensive suite of investment management solutions to a diverse client base, which includes governments, institutions, corporations and individuals worldwide.
We are seeking an Associate to join the Central Trading & Risk Management team of a multi-manager, market neutral equity hedge fund. The team partners directly with portfolio managers to optimize portfolio construction, manage risk, develop quantitative investment tools, and improve investment performance across the platform. This is a highly analytical role with broad exposure to the investment process, combining risk management, quantitative research, portfolio construction, and data analysis. This role provides a unique opportunity to influence investment decisions across multiple portfolio managers and strategies while helping shape the quantitative infrastructure of MSIM's flagship market-neutral equity platform.
Job Description
- Perform factor attribution and portfolio exposure analysis across managers and strategies.
- Develop and enhance portfolio construction and optimization methodologies.
- Research new alpha signals and evaluate interactions with portfolio positioning.
- Design quantitative tools supporting investment decision making.
- Conduct stress testing and scenario analysis across portfolios.
- Monitor fund-wide exposures across portfolios and identify concentrations or emerging risks.
- Partner with trading to improve execution and implementation efficiency.
- Monitor market developments and proactively communicate portfolio risks, opportunities, and positioning implications to portfolio managers and senior leadership.
- Analyze portfolio performance and attribute returns across factors, sectors, themes, and individual positions.
- Design and develop Python-based analytical tools, research infrastructure, and automation that improve portfolio analytics and investment workflows.
Qualifications
- 2-5 years of relevant job experience, preferably on the buy side in a multi-manager platform.
- Strong understanding of equity markets, equity index futures, and market-neutral portfolio construction.
- Experience with equity risk models, such as MSCI Barra, Axioma, or in-house models.
- Deep knowledge of statistical methods and quantitative techniques.
- Proficiency with Python and SQL.
- Experience working with large financial datasets and time series.
- Experience with portfolio optimization, stress testing, and simulations.
- Demonstrated interest in financial markets and a passion for quantitative investing.
- Excellent verbal communication and relationship management skills.
- Ability to work both independently and be a strong team contributor with proactive drive to deliver results.
- Outstanding attention to detail and committed to process and related improvements.
- Flexible, quick learner with the ability to multi-task.
- Advanced degree in quantitative discipline such as Mathematics, Statistics, Engineering, Computer Science, or a closely related field from an accredited university.
Ideal Candidate
The successful candidate is intellectually curious, collaborative, and enjoys solving complex investment problems using data and quantitative methods. They are equally comfortable building research tools, analyzing risk, and engaging with portfolio managers on investment decisions. They possess strong communication skills, thrive in a fast-paced investment environment, and can translate sophisticated quantitative analyses into actionable insights.
WHAT YOU CAN EXPECT FROM MORGAN STANLEY:
At Morgan Stanley, we raise, manage and allocate capital for our clients – helping them reach their goals. We do it in a way that’s differentiated – and we’ve done that for 90 years. Our values - putting clients first, doing the right thing, leading with exceptional ideas, committing to diversity and inclusion, and giving back - aren’t just beliefs, they guide the decisions we make every day to do what's best for our clients, communities and more than 80,000 employees in 1,200 offices across 42 countries. At Morgan Stanley, you’ll find an opportunity to work alongside the best and the brightest, in an environment where you are supported and empowered. Our teams are relentless collaborators and creative thinkers, fueled by their diverse backgrounds and experiences. We are proud to support our employees and their families at every point along their work-life journey, offering some of the most attractive and comprehensive employee benefits and perks in the industry. There’s also ample opportunity to move about the business for those who show passion and grit in their work.
Expected base pay rates for the role will be between $120,000 and $150,000 per year at the commencement of employment. However, base pay if hired will be determined on an individualized basis and is only part of the total compensation package, which, depending on the position, may also include commission earnings, incentive compensation, discretionary bonuses, other short and long-term incentive packages, and other Morgan Stanley sponsored benefit programs.
Morgan Stanley is an equal opportunity employer committed to building and maintaining a workforce that is diverse in experience and background. Our recruiting efforts reflect our strong commitment to a culture of inclusion, where individuals are hired, developed, and advanced based on their skills and talents.
Our workforce reflects a broad cross-section of the global communities in which we operate, bringing a variety of backgrounds, talents, perspectives, and experiences.
See all 980+ OPT Quantitative Jobs
Sign up for free to unlock all listings, filter by visa type, and get alerts for new OPT Quantitative Jobs.
Get Access To All JobsTips for Finding OPT Sponsorship in Quantitative
Confirm your degree qualifies for STEM OPT
Quantitative roles typically require degrees in mathematics, statistics, computer science, or financial engineering. If your degree is on the STEM Designated Degree Program list, you're eligible for the 24-month STEM OPT extension beyond your initial 12 months.
Target firms with a history of H-1B sponsorship
Hedge funds, quantitative trading firms, and investment banks regularly sponsor H-1B visas for quant roles. Prioritize employers with established visa sponsorship pipelines, since these firms understand the process and budget for immigration costs as standard practice.
Lead with your technical stack in applications
Employers hiring for quantitative positions evaluate Python, R, C++, and statistical modeling skills before anything else. Listing these prominently on your resume signals immediate productivity and reduces perceived risk for employers who are uncertain about sponsoring international candidates.
Apply well before your OPT start date
Quantitative hiring processes often include multiple technical interview rounds spanning four to eight weeks. Starting your job search three to four months before your authorization begins gives you enough time to complete the process without gaps in your employment eligibility.
Be transparent about your OPT timeline upfront
Quant employers value precision and straightforward communication. Stating your OPT end date and STEM extension eligibility early in the process saves time for both sides and positions you as organized rather than evasive about your work authorization situation.
Document every project with quantifiable outcomes
When competing for quant roles, specific results matter far more than general descriptions. Frame internship and research work in terms of model accuracy improvements, portfolio return contributions, or computational efficiency gains to demonstrate the impact employers expect from quantitative hires.
Quantitative OPT: Frequently Asked Questions
Can I work in a quantitative role on OPT without an employer filing anything for me?
Yes. During your standard 12-month OPT period, you can begin working as soon as USCIS approves your Employment Authorization Document (EAD). Your employer does not need to file any petition on your behalf. The STEM OPT extension requires your employer to submit a formal training plan using Form I-983, but that only applies once you seek the extension.
Which quantitative job titles are most likely to qualify for the STEM OPT extension?
Roles such as quantitative analyst, quantitative researcher, quantitative developer, risk analyst, and algorithmic trading associate typically qualify when your underlying degree is in a STEM field like mathematics, statistics, financial engineering, or computer science. The key is that both your degree and the job's primary duties must align with your STEM Designated Degree Program. Your Designated School Official can confirm eligibility before you apply.
How do I find quantitative employers who are open to sponsoring OPT students?
Browse Migrate Mate to find quantitative roles from employers who have explicitly indicated openness to OPT and visa sponsorship. Searching general job boards often buries sponsorship details in fine print. Migrate Mate filters for sponsorship-friendly employers, saving you from applying to firms that will screen you out at the offer stage simply due to work authorization.
What happens to my OPT status if a quantitative role is contract or project-based rather than full-time?
OPT allows part-time work of at least 20 hours per week and permits multiple concurrent employers, so contract and project-based arrangements can qualify. However, you must be actively engaged in work related to your degree throughout your OPT period. Gaps of 90 days or more on standard OPT, or 150 days on STEM OPT, can jeopardize your status, so contract timing matters.
Do quantitative roles at smaller firms or startups typically lead to H-1B sponsorship after OPT?
Smaller quantitative firms and fintech startups do sponsor H-1B visas, but less predictably than large banks or established hedge funds. Before accepting an offer, ask directly whether the company has sponsored H-1B petitions before, whether they work with an immigration attorney, and how they handle the lottery risk. A firm that cannot answer these questions clearly may not have the infrastructure to support your long-term status.