Quantitative Visa Sponsorship Jobs in New York
Quantitative roles in New York attract some of the heaviest visa sponsorship activity in the country, driven by Wall Street firms like Citadel, Two Sigma, Jane Street, and D.E. Shaw, along with major banks and hedge funds concentrated in Manhattan. Competition is intense, but sponsorship is a standard part of hiring for quant researchers, analysts, and developers across the city.
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Get Access To All JobsLocation:
127 Public Square, Cleveland Ohio
ABOUT THE JOB
As a Senior Quantitative Analytics Associate, you will be at the forefront of validating models for Market Risk, IRRBB (including NII, EVE, Deposit modeling), and Liquidity. Your expertise in machine learning will be instrumental in developing advanced use cases such as generative AI for scenario simulation, reinforcement learning for deep hedging, and machine learning techniques for model calibration. You will also incorporate the latest market risk trends – including heightened uncertainty around interest rate movements and increased market volatility – ensuring our models remain aligned with current industry standards and best practices. This role offers a fantastic opportunity to learn and grow, gaining exposure to a wide range of market risk pricing models, term structure models, hedging models, and risk models.
ESSENTIAL JOB FUNCTIONS
- Validate models for Market Risk, IRRBB, Liquidity, and other risk areas
- Apply machine learning techniques to enhance and support model validation processes
- Deliver insightful analysis to address complex business problems
- Communicate findings effectively to partners, translating complex theories into easy-to-understand language
REQUIRED QUALIFICATIONS
- Master’s degree in a quantitative discipline with 2+ years of relevant experience
- Familiarity with Market Risk, IRRBB, and Liquidity concepts
- Familiarity with regulatory requirements such as SR11-07, IRRBB regulations, Market Risk Rule, FRTB, and SIMM
- Exposure to market risk pricing models, term structure models, hedging models, asset liability models, deposit pricing and runoff models, or other risk models spanning interest rate derivatives, commodities, FX, CDS, fixed income, and equity
SYSTEMS & TOOLS
- Experience with leading quantitative risk systems such as Calypso, RiskWatch, Bloomberg, QRM, and BlackRock, as well as cloud infrastructure platforms like GCP.
COMPENSATION AND BENEFITS
This position is eligible to earn a base salary in the range of $96,000.00 - $181,000.00 annually. Placement within the pay range may differ based upon various factors, including but not limited to skills, experience and geographic location. Compensation for this role also includes eligibility for incentive compensation which may include production, commission, and/or discretionary incentives. Please click here for a list of benefits for which this position is eligible.
Key has implemented an approach to employee workspaces which prioritizes in-office presence, while providing flexible options in circumstances where roles can be performed effectively in a mobile environment.
Job Posting Expiration Date: 10/10/2026
KeyCorp is an Equal Opportunity Employer committed to sustaining an inclusive culture. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, age, genetic information, pregnancy, disability, veteran status or any other characteristic protected by law. Qualified individuals with disabilities or disabled veterans who are unable or limited in their ability to apply on this site may request reasonable accommodations by emailing HR_Compliance@keybank.com.
LI-Remote
Location:
127 Public Square, Cleveland Ohio
ABOUT THE JOB
As a Senior Quantitative Analytics Associate, you will be at the forefront of validating models for Market Risk, IRRBB (including NII, EVE, Deposit modeling), and Liquidity. Your expertise in machine learning will be instrumental in developing advanced use cases such as generative AI for scenario simulation, reinforcement learning for deep hedging, and machine learning techniques for model calibration. You will also incorporate the latest market risk trends – including heightened uncertainty around interest rate movements and increased market volatility – ensuring our models remain aligned with current industry standards and best practices. This role offers a fantastic opportunity to learn and grow, gaining exposure to a wide range of market risk pricing models, term structure models, hedging models, and risk models.
ESSENTIAL JOB FUNCTIONS
- Validate models for Market Risk, IRRBB, Liquidity, and other risk areas
- Apply machine learning techniques to enhance and support model validation processes
- Deliver insightful analysis to address complex business problems
- Communicate findings effectively to partners, translating complex theories into easy-to-understand language
REQUIRED QUALIFICATIONS
- Master’s degree in a quantitative discipline with 2+ years of relevant experience
- Familiarity with Market Risk, IRRBB, and Liquidity concepts
- Familiarity with regulatory requirements such as SR11-07, IRRBB regulations, Market Risk Rule, FRTB, and SIMM
- Exposure to market risk pricing models, term structure models, hedging models, asset liability models, deposit pricing and runoff models, or other risk models spanning interest rate derivatives, commodities, FX, CDS, fixed income, and equity
SYSTEMS & TOOLS
- Experience with leading quantitative risk systems such as Calypso, RiskWatch, Bloomberg, QRM, and BlackRock, as well as cloud infrastructure platforms like GCP.
COMPENSATION AND BENEFITS
This position is eligible to earn a base salary in the range of $96,000.00 - $181,000.00 annually. Placement within the pay range may differ based upon various factors, including but not limited to skills, experience and geographic location. Compensation for this role also includes eligibility for incentive compensation which may include production, commission, and/or discretionary incentives. Please click here for a list of benefits for which this position is eligible.
Key has implemented an approach to employee workspaces which prioritizes in-office presence, while providing flexible options in circumstances where roles can be performed effectively in a mobile environment.
Job Posting Expiration Date: 10/10/2026
KeyCorp is an Equal Opportunity Employer committed to sustaining an inclusive culture. All qualified applicants will receive consideration for employment without regard to race, color, religion, sex, sexual orientation, gender identity, national origin, age, genetic information, pregnancy, disability, veteran status or any other characteristic protected by law. Qualified individuals with disabilities or disabled veterans who are unable or limited in their ability to apply on this site may request reasonable accommodations by emailing HR_Compliance@keybank.com.
LI-Remote
Quantitative Job Roles in New York
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Search Quantitative Jobs in New YorkQuantitative Jobs in New York: Frequently Asked Questions
Which companies sponsor visas for quantitative roles in New York?
The most active sponsors for quantitative roles in New York include hedge funds and trading firms such as Two Sigma, Citadel, D.E. Shaw, Jane Street, and Renaissance Technologies, alongside major banks including Goldman Sachs, JPMorgan Chase, and Morgan Stanley. These firms regularly file H-1B visa petitions for quant researchers, quantitative analysts, and algorithmic developers, and their sponsorship activity is publicly documented in DOL disclosure data.
Which visa types are most common for quantitative jobs in New York?
The H-1B is the most common visa for quantitative roles in New York, given the specialty occupation requirement is straightforward to satisfy for roles requiring advanced degrees in mathematics, statistics, computer science, or financial engineering. The O-1A is another pathway for candidates with demonstrated exceptional ability, such as published research or competitive performance. Some firms also sponsor EB-2 or EB-3 green card petitions directly for senior quant hires.
Which cities in New York have the most quantitative sponsorship jobs?
Manhattan is by far the primary hub, concentrating the vast majority of quantitative sponsorship opportunities within Midtown and Lower Manhattan's financial district. Greenwich, Connecticut is technically across the state line but draws heavily from the same talent pool. Within New York State, some quantitative roles also exist in Brooklyn's growing fintech corridor and near university research centers in Albany and Ithaca, though these are far less common than Manhattan positions.
How to find quantitative visa sponsorship jobs in New York?
Migrate Mate filters job listings specifically by visa sponsorship availability, making it practical to search for quantitative roles in New York without sorting through positions that don't support international candidates. The platform surfaces openings at hedge funds, banks, and trading firms that have a documented history of H-1B sponsorship. Filtering by location and role type on Migrate Mate narrows results to the New York quant market directly.
What should quantitative candidates know about New York's hiring market before applying?
New York's quantitative hiring is heavily research-driven, with most top firms expecting demonstrated proficiency in areas like statistical modeling, stochastic processes, or machine learning. Many employers recruit directly from doctoral programs at NYU Courant, Columbia, and Cornell, so candidates without advanced degrees face a higher bar. New York also falls under DOL prevailing wage requirements tied to H-1B filings, meaning employers must certify that compensation meets federally determined wage levels for the specific role and location.
What is the prevailing wage for sponsored quantitative jobs in New York?
U.S. employers sponsoring a visa must pay at least the prevailing wage, which is what workers in the same role, area, and experience level typically earn. The Department of Labor sets this rate to make sure companies aren't hiring foreign workers simply because they'd accept lower pay than a U.S. worker. It varies by job title, location, and experience. You can look up current prevailing wage rates for any occupation and location using the OFLC Wage Search page.