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.
Find Quantitative JobsOverview
Showing 5 of 182+ Quantitative Jobs in New York with Visa Sponsorship
Have you applied for this role?
Have you applied for this role?
Have you applied for this role?
Have you applied for this role?
Have you applied for this role?
See all 182+ Quantitative Jobs in New York with Visa Sponsorship
Sign up for free to unlock all listings, filter by visa type, and get alerts for new Quantitative Jobs in New York with Visa Sponsorship.
Get Access To All JobsLocation: New York, New York
Job description
About this role
BlackRock is one of the world’s preeminent asset management firms and a premier provider of global investment management, risk management and advisory services to institutional, intermediary and individual investors around the world. BlackRock offers a range of solutions — from rigorous fundamental and quantitative active management approaches aimed at maximizing outperformance to highly efficient indexing strategies designed to gain broad exposure to the world’s capital markets. Our clients can access our investment solutions through a variety of product structures, including individual and institutional separate accounts, mutual funds and other pooled investment vehicles, and the industry-leading iShares® ETFs.
Aladdin Financial Engineering (AFE)
AFE is a diverse and global team with a keen interest and expertise in all things related to technology and financial analytics. The group is responsible for the research and development of quantitative financial and behavioral models and tools across many different areas – single-security pricing, prepayment models, risk, return attribution, liquidity, optimization and portfolio construction, scenario analysis and simulations, covering all asset classes. The group is also responsible for the technology platform that delivers those models to our internal partners and external clients, and their integration with Aladdin.
AFE conducts leading research on the areas above, delivering state-of-the-art models. AFE publishes applied scientific research frequently, and our members present regularly at leading industry conferences. AFE engages constantly with the sales team in client visits and meetings.
Role
We are seeking a hands-on Quantitative Associate to join the Portfolio Risk team within AFE. This role is ideal for someone who enjoys working deeply with data and code, has strong attention to detail, and is motivated to build practical, production-ready risk models and analytics used by real investment professionals.
This is an individual contributor role focused on quantitative research, model development, testing, and implementation. Formal project management responsibilities are not required, but the role does require strong ownership of work, critical thinking, and the ability to collaborate effectively with researchers, engineers, and stakeholders across regions.
The Portfolio Risk team develops and maintains a broad set of analytics, including:
- Multi-factor Linear risk models
- Value-at-Risk (VaR) methodologies
- Volatility and covariance matrix estimation
- Portfolio stress testing and scenario analysis
These models are widely used across Aladdin and directly influence investment and risk management decisions. As a result, the team places strong emphasis on model rigor, governance, scalability, and transparency.
This role also offers the opportunity to contribute directly to the team’s AI transformation journey, particularly in applying AI and automation to modernize and scale model governance workflows.
What You Will Do
- Research, design, and back-test portfolio risk models using Python-based infrastructure
- Work hands-on with large and complex financial datasets, ensuring data quality and robustness of results
- Collaborate closely with software engineers to test, productionize, and maintain models
- Support existing models in production, including investigation and resolution of model-related questions from internal stakeholders and clients
- Develop and enhance testing, validation, back-testing, and quality-control frameworks
- Contribute to the team’s AI transformation journey, with a focus on applying AI, ML, and automation to model governance processes, such as:
- Model validation and back-testing
- Testing and quality control
- Documentation and reproducibility checks
- Research-to-production code migration
- Clearly document and communicate model assumptions, results, and limitations to both technical and non-technical audiences
Skills & Qualifications:
- Master’s degree (e.g., MFE) or PhD in a quantitative field such as Finance, Economics, Mathematics, Statistics, Computer Science, or Engineering
- Strong hands-on programming experience, primarily in Python (R a plus)
- Experience working with large datasets and applying statistical, econometric, or quantitative techniques
- Solid understanding of financial markets, financial products, and basic economics
- Strong analytical and problem-solving skills with high attention to detail
- Clear written and verbal communication skills in English
- Ability to work effectively in a collaborative, team-oriented environment
Competencies:
- Critical thinking and intellectual curiosity
- Strong ownership of work and accountability for quality
- Ability to translate complex quantitative ideas into practical, usable solutions
- Comfort working across disciplines (quant research, engineering, risk, product)
- Interest in building robust, scalable, and well-governed analytical systems
- Innovative thinking balanced with sound judgment and practicality
Is a plus…
- Exposure to machine learning and AI techniques, particularly as applied to financial or time-series data
- Experience applying AI, ML, or automation to model lifecycle and governance workflows, such as validation, back-testing, testing, monitoring, documentation, or code migration
- Knowledge of fixed income and/or equity risk factor models
- Understanding of portfolio theory and risk analytics
- Experience designing rigorous testing and back-testing frameworks
- Familiarity with building scalable and repeatable research or modeling processes
- Strong software engineering practices (clean, well-tested code)
- Experience with Unix/Linux and Git
For New York, NY Only the salary range for this position is USD$137,500.00 - USD$170,000.00. Additionally, employees are eligible for an annual discretionary bonus, and benefits including healthcare, leave benefits, and retirement benefits. BlackRock operates a pay-for-performance compensation philosophy and your total compensation may vary based on role, location, and firm, department and individual performance.
Our benefits
To help you stay energized, engaged and inspired, we offer a wide range of benefits including a strong retirement plan, tuition reimbursement, comprehensive healthcare, support for working parents and Flexible Time Off (FTO) so you can relax, recharge and be there for the people you care about.
Our hybrid work model
BlackRock’s hybrid work model is designed to enable a culture of collaboration and apprenticeship that enriches the experience of our employees, while supporting flexibility for all. Employees are currently required to work at least 4 days in the office per week, with the flexibility to work from home 1 day a week. Some business groups may require more time in the office due to their roles and responsibilities. We remain focused on increasing the impactful moments that arise when we work together in person – aligned with our commitment to performance and innovation. As a new joiner, you can count on this hybrid model to accelerate your learning and onboarding experience here at BlackRock.
About BlackRock
At BlackRock, we are all connected by one mission: to help more and more people experience financial well-being. Our clients, and the people they serve, are saving for retirement, paying for their children’s educations, buying homes and starting businesses. Their investments also help to strengthen the global economy: support businesses small and large; finance infrastructure projects that connect and power cities; and facilitate innovations that drive progress.
This mission would not be possible without our smartest investment – the one we make in our employees. It’s why we’re dedicated to creating an environment where our colleagues feel welcomed, valued and supported with networks, benefits and development opportunities to help them thrive.
BlackRock is proud to be an equal opportunity workplace. We are committed to equal employment opportunity to all applicants and existing employees, and we evaluate qualified applicants without regard to race, creed, color, national origin, sex (including pregnancy and gender identity/expression), sexual orientation, age, ancestry, physical or mental disability, marital status, political affiliation, religion, citizenship status, genetic information, veteran status, or any other basis protected under applicable federal, state, or local law.
BlackRock is committed to full inclusion of all qualified individuals and to providing reasonable accommodations or job modifications for individuals with disabilities. If reasonable accommodation/adjustments are needed throughout the employment process, please email Disability.Assistance@blackrock.com. All requests are treated in line with our privacy policy.
BlackRock will consider for employment qualified applicants with arrest or conviction records in a manner consistent with the requirements of the law, including any applicable fair chance law.
Job Requisition #
R264623
Location: New York, New York
Job description
About this role
BlackRock is one of the world’s preeminent asset management firms and a premier provider of global investment management, risk management and advisory services to institutional, intermediary and individual investors around the world. BlackRock offers a range of solutions — from rigorous fundamental and quantitative active management approaches aimed at maximizing outperformance to highly efficient indexing strategies designed to gain broad exposure to the world’s capital markets. Our clients can access our investment solutions through a variety of product structures, including individual and institutional separate accounts, mutual funds and other pooled investment vehicles, and the industry-leading iShares® ETFs.
Aladdin Financial Engineering (AFE)
AFE is a diverse and global team with a keen interest and expertise in all things related to technology and financial analytics. The group is responsible for the research and development of quantitative financial and behavioral models and tools across many different areas – single-security pricing, prepayment models, risk, return attribution, liquidity, optimization and portfolio construction, scenario analysis and simulations, covering all asset classes. The group is also responsible for the technology platform that delivers those models to our internal partners and external clients, and their integration with Aladdin.
AFE conducts leading research on the areas above, delivering state-of-the-art models. AFE publishes applied scientific research frequently, and our members present regularly at leading industry conferences. AFE engages constantly with the sales team in client visits and meetings.
Role
We are seeking a hands-on Quantitative Associate to join the Portfolio Risk team within AFE. This role is ideal for someone who enjoys working deeply with data and code, has strong attention to detail, and is motivated to build practical, production-ready risk models and analytics used by real investment professionals.
This is an individual contributor role focused on quantitative research, model development, testing, and implementation. Formal project management responsibilities are not required, but the role does require strong ownership of work, critical thinking, and the ability to collaborate effectively with researchers, engineers, and stakeholders across regions.
The Portfolio Risk team develops and maintains a broad set of analytics, including:
- Multi-factor Linear risk models
- Value-at-Risk (VaR) methodologies
- Volatility and covariance matrix estimation
- Portfolio stress testing and scenario analysis
These models are widely used across Aladdin and directly influence investment and risk management decisions. As a result, the team places strong emphasis on model rigor, governance, scalability, and transparency.
This role also offers the opportunity to contribute directly to the team’s AI transformation journey, particularly in applying AI and automation to modernize and scale model governance workflows.
What You Will Do
- Research, design, and back-test portfolio risk models using Python-based infrastructure
- Work hands-on with large and complex financial datasets, ensuring data quality and robustness of results
- Collaborate closely with software engineers to test, productionize, and maintain models
- Support existing models in production, including investigation and resolution of model-related questions from internal stakeholders and clients
- Develop and enhance testing, validation, back-testing, and quality-control frameworks
- Contribute to the team’s AI transformation journey, with a focus on applying AI, ML, and automation to model governance processes, such as:
- Model validation and back-testing
- Testing and quality control
- Documentation and reproducibility checks
- Research-to-production code migration
- Clearly document and communicate model assumptions, results, and limitations to both technical and non-technical audiences
Skills & Qualifications:
- Master’s degree (e.g., MFE) or PhD in a quantitative field such as Finance, Economics, Mathematics, Statistics, Computer Science, or Engineering
- Strong hands-on programming experience, primarily in Python (R a plus)
- Experience working with large datasets and applying statistical, econometric, or quantitative techniques
- Solid understanding of financial markets, financial products, and basic economics
- Strong analytical and problem-solving skills with high attention to detail
- Clear written and verbal communication skills in English
- Ability to work effectively in a collaborative, team-oriented environment
Competencies:
- Critical thinking and intellectual curiosity
- Strong ownership of work and accountability for quality
- Ability to translate complex quantitative ideas into practical, usable solutions
- Comfort working across disciplines (quant research, engineering, risk, product)
- Interest in building robust, scalable, and well-governed analytical systems
- Innovative thinking balanced with sound judgment and practicality
Is a plus…
- Exposure to machine learning and AI techniques, particularly as applied to financial or time-series data
- Experience applying AI, ML, or automation to model lifecycle and governance workflows, such as validation, back-testing, testing, monitoring, documentation, or code migration
- Knowledge of fixed income and/or equity risk factor models
- Understanding of portfolio theory and risk analytics
- Experience designing rigorous testing and back-testing frameworks
- Familiarity with building scalable and repeatable research or modeling processes
- Strong software engineering practices (clean, well-tested code)
- Experience with Unix/Linux and Git
For New York, NY Only the salary range for this position is USD$137,500.00 - USD$170,000.00. Additionally, employees are eligible for an annual discretionary bonus, and benefits including healthcare, leave benefits, and retirement benefits. BlackRock operates a pay-for-performance compensation philosophy and your total compensation may vary based on role, location, and firm, department and individual performance.
Our benefits
To help you stay energized, engaged and inspired, we offer a wide range of benefits including a strong retirement plan, tuition reimbursement, comprehensive healthcare, support for working parents and Flexible Time Off (FTO) so you can relax, recharge and be there for the people you care about.
Our hybrid work model
BlackRock’s hybrid work model is designed to enable a culture of collaboration and apprenticeship that enriches the experience of our employees, while supporting flexibility for all. Employees are currently required to work at least 4 days in the office per week, with the flexibility to work from home 1 day a week. Some business groups may require more time in the office due to their roles and responsibilities. We remain focused on increasing the impactful moments that arise when we work together in person – aligned with our commitment to performance and innovation. As a new joiner, you can count on this hybrid model to accelerate your learning and onboarding experience here at BlackRock.
About BlackRock
At BlackRock, we are all connected by one mission: to help more and more people experience financial well-being. Our clients, and the people they serve, are saving for retirement, paying for their children’s educations, buying homes and starting businesses. Their investments also help to strengthen the global economy: support businesses small and large; finance infrastructure projects that connect and power cities; and facilitate innovations that drive progress.
This mission would not be possible without our smartest investment – the one we make in our employees. It’s why we’re dedicated to creating an environment where our colleagues feel welcomed, valued and supported with networks, benefits and development opportunities to help them thrive.
BlackRock is proud to be an equal opportunity workplace. We are committed to equal employment opportunity to all applicants and existing employees, and we evaluate qualified applicants without regard to race, creed, color, national origin, sex (including pregnancy and gender identity/expression), sexual orientation, age, ancestry, physical or mental disability, marital status, political affiliation, religion, citizenship status, genetic information, veteran status, or any other basis protected under applicable federal, state, or local law.
BlackRock is committed to full inclusion of all qualified individuals and to providing reasonable accommodations or job modifications for individuals with disabilities. If reasonable accommodation/adjustments are needed throughout the employment process, please email Disability.Assistance@blackrock.com. All requests are treated in line with our privacy policy.
BlackRock will consider for employment qualified applicants with arrest or conviction records in a manner consistent with the requirements of the law, including any applicable fair chance law.
Job Requisition #
R264623
Quantitative Job Roles in New York
See all 182+ Quantitative Jobs in New York
Sign up for free to filter by visa type, set job alerts, and find employers with verified sponsorship history.
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.