OPT Quantitative Research Analyst Jobs
Quantitative Research Analyst roles are among the most OPT-friendly positions in finance and tech, with many employers accustomed to sponsoring F-1 students. STEM OPT extension eligibility is common for this role, giving you up to three years of work authorization while pursuing H-1B visa sponsorship.
Find OPT Quantitative Research Analyst JobsOverview
Showing 5 of 981+ Quantitative Research Analyst jobs
See all 981+ Quantitative Research Analyst Jobs
Sign up for free to unlock all listings, filter by visa type, and get alerts for new Quantitative Research Analyst 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 981+ OPT Quantitative Research Analyst Jobs
Sign up for free to unlock all listings, filter by visa type, and get alerts for new OPT Quantitative Research Analyst Jobs.
Get Access To All JobsTips for Finding OPT Sponsorship as a Quantitative Research Analyst
Lead with your quantitative toolkit
Employers hiring quant researchers evaluate technical skills first. Highlight specific programming languages like Python or R, statistical modeling experience, and any published research or competition results upfront. This signals you can contribute immediately, making OPT authorization feel like a minor administrative detail.
Target STEM-designated employers early
Quantitative Research Analyst roles typically fall under CIP codes that qualify for the 24-month STEM OPT extension. Confirm your degree program qualifies and focus on employers already familiar with STEM OPT, since they understand the timeline and renewal process without needing explanation from you.
Research firms by their H-1B filing history
Hedge funds, asset managers, and technology firms that regularly file H-1B visa petitions for quant roles are your strongest sponsorship prospects. Firms with established quant teams have immigration infrastructure in place, which makes transitioning from OPT to H-1B sponsorship a routine internal process rather than a new undertaking.
Address OPT timing proactively in applications
Many quant hiring cycles move quickly. If your OPT start date is several months out, mention it clearly in your cover letter. Firms can plan around a known start date but will withdraw if they discover late that authorization is delayed or uncertain.
Build a portfolio of quantitative work
Quant roles are skill-verified, not just credential-verified. A GitHub repository with backtesting models, factor research, or machine learning applications gives recruiters concrete evidence of your abilities. Strong portfolios reduce employer hesitation about OPT paperwork because the value proposition is clear and demonstrable.
Network within quant research communities
Many quant positions are filled through referrals before they reach public job boards. Engaging with academic finance groups, attending quantitative finance meetups, and connecting with professionals at firms you target increases your visibility with hiring managers who already sponsor OPT candidates regularly.
Quantitative Research Analyst OPT: Frequently Asked Questions
Does a Quantitative Research Analyst role qualify for the STEM OPT extension?
It depends on your degree, not the job title. If your bachelor's or master's degree falls under an eligible STEM CIP code, such as statistics, mathematics, financial engineering, or computer science, and the employer is E-Verify registered, you qualify for the 24-month STEM OPT extension. Most quant research roles at finance firms and technology companies meet the employer eligibility requirement.
How far in advance should I apply for Quantitative Research Analyst roles given OPT timing?
Apply three to six months before your OPT start date. Quant hiring processes often include multiple technical rounds, take-home assignments, and final interviews, which can run four to eight weeks total. Submitting your application well in advance gives you time to complete the process and align your start date with the employer's needs without rushing your DSO to expedite OPT paperwork.
Which types of employers hire Quantitative Research Analysts on OPT?
Hedge funds, proprietary trading firms, asset managers, investment banks, and technology companies with quantitative research teams are the most active hirers. Firms with established quant desks, particularly those filing H-1B petitions annually, are the best targets because they have immigration processes already in place. You can browse OPT-friendly Quantitative Research Analyst openings on Migrate Mate, which filters for employers open to sponsoring F-1 students.
Can I work as a Quantitative Research Analyst during my OPT grace period if I'm between jobs?
You cannot work during the 60-day grace period. The grace period allows you to remain in the United States to search for employment or prepare for departure, but it does not authorize active work. Any new quant research role must be covered by a valid EAD. Starting work before your EAD is issued or after it expires creates serious immigration violations.
Do Quantitative Research Analyst internships count toward OPT unemployment limits?
If the internship is paid and directly related to your degree field, it counts as authorized OPT employment and does not contribute to your unemployment day count. Unpaid internships can count too, provided the role is directly tied to your academic program and your DSO has confirmed it qualifies. Always verify with your international student office before starting any unpaid position to avoid inadvertently accumulating unauthorized unemployment days.