Entry Level Quantitative Developer Jobs
New grad quantitative developer jobs welcome recent graduates and entry level candidates with zero to two years of experience, where a strong portfolio or internship in math-heavy modeling or algorithmic work can matter more than a long resume. Most openings are across Investment & Asset Management, Technology & Software, and Banking & Financial Services, with employers like Point72, Man, and Vatic Labs hiring at this level now.
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About Anthelion
Anthelion Capital is an investment and data science platform. We augment our fundamental investment core with data science to make investments across the capital structure. We are building a proprietary platform that runs the full investment lifecycle, from underwriting to portfolio management.
What you'll do.
As an intern, you'll work directly with our quant team on a real piece of that platform. Build the systems a systematic investment platform runs on — from the inside. No prior finance, credit, or trading experience is required — we hire for quantitative and engineering ability and teach the domain.
What you might work on (matched to your strengths):
- Market or reference data ingestion with point-in-time correctness (no lookahead, as-of-date correct).
- Building and validating a candidate factor or risk model on the emerging platform, with an emphasis on robustness and out-of-sample validity.
- A piece of the research-to-production path — the tooling that promotes a signal to production by configuration rather than a rewrite.
- A component of the backtesting/simulation engine, the feature/signal store, or the portfolio optimizer.
We're looking for:
- Currently pursuing an undergrad, master's, or PhD in CS, math, statistics, physics, or a related quantitative field.
- Strong programming ability in Python (C++, Rust, or another language is a plus).
- Solid fundamentals in statistics and/or ML, and the instinct to be suspicious of results that look too good.
- Evidence of building things and going deep — research, open source, competitive programming (ICPC/Codeforces), Kaggle, olympiads, or substantial personal projects.
- Nice to have: exposure to markets/investing, data engineering, orchestration tools (Dagster/Prefect), or cloud (Azure).
Logistics:
12-week onsite internship — Fall 2026 (September–November); Winter 2026 (December–February); or Summer 2027 (June–August). Open to students graduating December 2026 through Summer 2028; PhD candidates with later graduation dates are also considered.
Compensation:
$1800 - $2000 per week depending on level of coursework. Strong interns are our primary source of full-time offers.
Location:
Onsite, Midtown, New York City
Other:
Must have US work authorization or ability to use OPT during the time of your internship.
About Anthelion
Anthelion Capital is an investment and data science platform. We augment our fundamental investment core with data science to make investments across the capital structure. We are building a proprietary platform that runs the full investment lifecycle, from underwriting to portfolio management.
What you'll do.
As an intern, you'll work directly with our quant team on a real piece of that platform. Build the systems a systematic investment platform runs on — from the inside. No prior finance, credit, or trading experience is required — we hire for quantitative and engineering ability and teach the domain.
What you might work on (matched to your strengths):
- Market or reference data ingestion with point-in-time correctness (no lookahead, as-of-date correct).
- Building and validating a candidate factor or risk model on the emerging platform, with an emphasis on robustness and out-of-sample validity.
- A piece of the research-to-production path — the tooling that promotes a signal to production by configuration rather than a rewrite.
- A component of the backtesting/simulation engine, the feature/signal store, or the portfolio optimizer.
We're looking for:
- Currently pursuing an undergrad, master's, or PhD in CS, math, statistics, physics, or a related quantitative field.
- Strong programming ability in Python (C++, Rust, or another language is a plus).
- Solid fundamentals in statistics and/or ML, and the instinct to be suspicious of results that look too good.
- Evidence of building things and going deep — research, open source, competitive programming (ICPC/Codeforces), Kaggle, olympiads, or substantial personal projects.
- Nice to have: exposure to markets/investing, data engineering, orchestration tools (Dagster/Prefect), or cloud (Azure).
Logistics:
12-week onsite internship — Fall 2026 (September–November); Winter 2026 (December–February); or Summer 2027 (June–August). Open to students graduating December 2026 through Summer 2028; PhD candidates with later graduation dates are also considered.
Compensation:
$1800 - $2000 per week depending on level of coursework. Strong interns are our primary source of full-time offers.
Location:
Onsite, Midtown, New York City
Other:
Must have US work authorization or ability to use OPT during the time of your internship.
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Who's Hiring
Top Industries Hiring
- Investment & Asset Management
- Technology & Software
- Banking & Financial Services
Entry Level Quantitative Developer Jobs: Frequently Asked Questions
How do I get an entry level quantitative developer job?
Employers at this level prioritize demonstrated technical ability over experience length. A portfolio showing work in Python, C++, or R on quantitative projects, stochastic modeling, or backtesting strategies gives candidates a real edge. Internships at trading firms, banks, or research groups signal practical exposure. A degree in mathematics, statistics, computer science, or financial engineering is the most common foundation hiring managers look for.
Which companies hire entry level quantitative developers?
Companies hiring entry level quantitative developers right now include Point72, Man, and Vatic Labs, based on current listings on Migrate Mate as of November 2026. At this level, hiring comes from a mix of investment banks, proprietary trading firms, fintech companies, and asset managers that run structured graduate or junior quant programs.
Are there remote entry level quantitative developer jobs?
Yes, though on-site roles are more common at this stage. About 13% of entry level quantitative developer openings are remote or hybrid as of November 2026, with hybrid arrangements most typical at larger financial institutions and fintech firms that want junior hires embedded in trading floor or research team environments early on.
Are these new grad quantitative developer jobs?
Yes, these listings include new grad, recent graduate, and junior quantitative developer roles. A new grad friendly posting typically welcomes zero to two years of experience and treats internships, graduate research, or a strong project portfolio as equivalent to full-time work history. Look for postings that mention graduate programs, associate-level titles, or explicitly list internship experience as qualifying.
Which industries hire the most entry level quantitative developers?
Entry Level quantitative developer roles concentrate in Investment & Asset Management, Technology & Software, and Banking & Financial Services, based on current listings on Migrate Mate as of November 2026. These sectors drive hiring at this level because their core functions, including pricing, risk modeling, and algorithmic strategy, depend on building out junior technical talent from graduate programs and early-career pipelines.