Quantitative Jobs in USA with Visa Sponsorship
Quantitative roles, including quant researchers, quant developers, and quantitative analysts, are among the most reliably sponsored positions in the U.S. financial industry. Hedge funds, investment banks, proprietary trading firms, and asset managers like Citadel, Two Sigma, DE Shaw, and Jane Street sponsor aggressively for top quant talent. The role's heavy reliance on advanced degrees in math, statistics, physics, or computer science makes the H-1B visa case ironclad. O-1 visas are also common for quants with exceptional academic or professional credentials. For detailed occupation requirements, see the O*NET profile.
See All Quantitative JobsOverview
Showing 5 of 601+ Quantitative jobs
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 601+ 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 JobsINTRODUCTION
The position is described below. If you want to apply, click the Apply Now button at the top or bottom of this page. After you click Apply Now and complete your application, you'll be invited to create a profile, which will let you see your application status and any communications. If you already have a profile with us, you can log in to check status.
Need Help?
If you have a disability and need assistance with the application, you can request a reasonable accommodation. Send an email to Accessibility (accommodation requests only; other inquiries won't receive a response).
Regular or Temporary:
Regular
Language Fluency: English (Required)
Work Shift:
1st shift (United States of America)
ROLE AND RESPONSIBILITIES
Perform advanced level model validation for the corporation. Focus primarily on model validation and quantitative analysis, but also evaluate other model controls and serve as a resource for the corporation in all model risk management related tasks. Following is a summary of the essential functions for this job. Other duties may be performed, both major and minor, which are not mentioned below. Specific activities may change from time to time.
-
Independently perform model validations spanning credit risk, market risk, and capital planning domains to assess fit for purpose, conceptual soundness, mathematical theory and construct, assumptions, data/assumptions, and output reasonableness according to Truist Model Risk Management policy and procedures.
-
Evaluate other model controls such as model performance tracking, change management, access control, and documentation.
-
Evaluation of validation findings remediation activity including analytical evaluation of residual risk.
-
Document validation effort in the form of a written report.
-
Directly support and assist in the duties of the Senior Model Validation Officer.
-
Work effectively as a team member, assisting the Senior Model Validation Officer, external consultants and/or other analysts in model validation or other model risk management tasks.
-
Document all work product in a thorough and concise manner with minimal review edits needed.
BASIC QUALIFICATIONS
Required Qualifications:
The requirements listed below are representative of the knowledge, skill and/or ability required. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.
-
Master's degree in a quantitative discipline or equivalent education and related training.
-
Three+ years of model validation, model development, or similar work experience.
-
Basic computer programming skills (Python, MatLab, SAS, VBA, etc.).
-
Excellent communication (verbal and written), organizational and interpersonal skills.
-
High attention to detail and ability to think at the organizational level.
PREFERRED QUALIFICATIONS
-
Ph.D. in quantitative finance, mathematics, statistics, or a related field.
-
One or more of CFA/PRM/FRM professional designation.
-
Advanced competency programming in languages such as Python, Java, C++, TensorFlow, SAS etc.
-
Exposure to one or more financial modeling disciplines such as credit score modeling, asset-liability management, stress testing, term structure modeling, derivatives pricing, fraud detection, value-at-risk, capital planning models, loan loss reserve (CECL) modeling, etc.
GENERAL DESCRIPTION OF AVAILABLE BENEFITS FOR ELIGIBLE EMPLOYEES OF TRUIST FINANCIAL CORPORATION
All regular teammates (not temporary or contingent workers) working 20 hours or more per week are eligible for benefits, though eligibility for specific benefits may be determined by the division of Truist offering the position. Truist offers medical, dental, vision, life insurance, disability, accidental death and dismemberment, tax-preferred savings accounts, and a 401k plan to teammates. Teammates also receive no less than 10 days of vacation (prorated based on date of hire and by full-time or part-time status) during their first year of employment, along with 10 sick days (also prorated), and paid holidays. For more details on Truist’s generous benefit plans, please visit our Benefits site. Depending on the position and division, this job may also be eligible for Truist’s defined benefit pension plan, restricted stock units, and/or a deferred compensation plan. As you advance through the hiring process, you will also learn more about the specific benefits available for any non-temporary position for which you apply, based on full-time or part-time status, position, and division of work.
Truist is an Equal Opportunity Employer that does not discriminate on the basis of race, gender, color, religion, citizenship or national origin, age, sexual orientation, gender identity, disability, veteran status, or other classification protected by law. Truist is a Drug Free Workplace.
EEO is the Law E-Verify IER Right to Work
INTRODUCTION
The position is described below. If you want to apply, click the Apply Now button at the top or bottom of this page. After you click Apply Now and complete your application, you'll be invited to create a profile, which will let you see your application status and any communications. If you already have a profile with us, you can log in to check status.
Need Help?
If you have a disability and need assistance with the application, you can request a reasonable accommodation. Send an email to Accessibility (accommodation requests only; other inquiries won't receive a response).
Regular or Temporary:
Regular
Language Fluency: English (Required)
Work Shift:
1st shift (United States of America)
ROLE AND RESPONSIBILITIES
Perform advanced level model validation for the corporation. Focus primarily on model validation and quantitative analysis, but also evaluate other model controls and serve as a resource for the corporation in all model risk management related tasks. Following is a summary of the essential functions for this job. Other duties may be performed, both major and minor, which are not mentioned below. Specific activities may change from time to time.
-
Independently perform model validations spanning credit risk, market risk, and capital planning domains to assess fit for purpose, conceptual soundness, mathematical theory and construct, assumptions, data/assumptions, and output reasonableness according to Truist Model Risk Management policy and procedures.
-
Evaluate other model controls such as model performance tracking, change management, access control, and documentation.
-
Evaluation of validation findings remediation activity including analytical evaluation of residual risk.
-
Document validation effort in the form of a written report.
-
Directly support and assist in the duties of the Senior Model Validation Officer.
-
Work effectively as a team member, assisting the Senior Model Validation Officer, external consultants and/or other analysts in model validation or other model risk management tasks.
-
Document all work product in a thorough and concise manner with minimal review edits needed.
BASIC QUALIFICATIONS
Required Qualifications:
The requirements listed below are representative of the knowledge, skill and/or ability required. Reasonable accommodations may be made to enable individuals with disabilities to perform the essential functions.
-
Master's degree in a quantitative discipline or equivalent education and related training.
-
Three+ years of model validation, model development, or similar work experience.
-
Basic computer programming skills (Python, MatLab, SAS, VBA, etc.).
-
Excellent communication (verbal and written), organizational and interpersonal skills.
-
High attention to detail and ability to think at the organizational level.
PREFERRED QUALIFICATIONS
-
Ph.D. in quantitative finance, mathematics, statistics, or a related field.
-
One or more of CFA/PRM/FRM professional designation.
-
Advanced competency programming in languages such as Python, Java, C++, TensorFlow, SAS etc.
-
Exposure to one or more financial modeling disciplines such as credit score modeling, asset-liability management, stress testing, term structure modeling, derivatives pricing, fraud detection, value-at-risk, capital planning models, loan loss reserve (CECL) modeling, etc.
GENERAL DESCRIPTION OF AVAILABLE BENEFITS FOR ELIGIBLE EMPLOYEES OF TRUIST FINANCIAL CORPORATION
All regular teammates (not temporary or contingent workers) working 20 hours or more per week are eligible for benefits, though eligibility for specific benefits may be determined by the division of Truist offering the position. Truist offers medical, dental, vision, life insurance, disability, accidental death and dismemberment, tax-preferred savings accounts, and a 401k plan to teammates. Teammates also receive no less than 10 days of vacation (prorated based on date of hire and by full-time or part-time status) during their first year of employment, along with 10 sick days (also prorated), and paid holidays. For more details on Truist’s generous benefit plans, please visit our Benefits site. Depending on the position and division, this job may also be eligible for Truist’s defined benefit pension plan, restricted stock units, and/or a deferred compensation plan. As you advance through the hiring process, you will also learn more about the specific benefits available for any non-temporary position for which you apply, based on full-time or part-time status, position, and division of work.
Truist is an Equal Opportunity Employer that does not discriminate on the basis of race, gender, color, religion, citizenship or national origin, age, sexual orientation, gender identity, disability, veteran status, or other classification protected by law. Truist is a Drug Free Workplace.
EEO is the Law E-Verify IER Right to Work
See all 601+ 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 JobsTips for Finding Quantitative Jobs
Target top quantitative finance firms directly
Citadel, Two Sigma, DE Shaw, Jane Street, Renaissance Technologies, Jump Trading, and Hudson River Trading are among the most prominent quant firms that actively sponsor visas. These firms recruit heavily from top PhD programs in math, physics, and computer science and handle immigration as a standard part of the hiring process.
Build strong C++ and Python skills
C++ is the dominant language for low-latency trading systems, while Python is used for research, backtesting, and model prototyping. Quant developer roles especially value performance-optimized C++ skills. Technical interviews typically test data structures, algorithms, and numerical computing in both languages.
Leverage your PhD for O-1 or EB-1 pathways
If you hold a PhD in mathematics, physics, or statistics with published research, you may qualify for an O-1 visa or EB-1A/EB-1B green card. These pathways bypass the H-1B lottery entirely and can provide a more direct route to permanent residency for quantitative researchers with strong academic records.
Prepare for probability and brainteaser interviews
Quant interviews at top firms include probability puzzles, mental math, and brainteaser questions alongside technical coding and modeling assessments. Books like 'Heard on the Street' and 'A Practical Guide to Quantitative Finance Interviews' are standard preparation resources for these rigorous interview processes.
Explore bank quantitative analytics teams
Investment banks like Goldman Sachs, JPMorgan, Morgan Stanley, and Barclays maintain quantitative analytics groups (strats, quant analytics) that sponsor H-1B visas at high volumes. These roles may offer more predictable hours and career paths than hedge fund positions while still requiring strong mathematical and programming skills.
Quantitative jobs are hiring across the US. Find yours.
Find Quantitative JobsFrequently Asked Questions
How strong is visa sponsorship demand for quantitative roles in finance?
Quantitative roles in finance have among the strongest visa sponsorship demand of any profession. Hedge funds, investment banks, and proprietary trading firms actively recruit internationally for quant analysts, developers, and researchers. Firms like Citadel, Two Sigma, DE Shaw, Jane Street, and Renaissance Technologies are known for sponsoring visas for top quantitative talent.
What degree is required for quant roles?
Most quantitative positions require a PhD or master's degree in mathematics, physics, statistics, computer science, or financial engineering. A PhD is often preferred for quantitative researcher roles, while master's degrees in financial engineering or computational finance are common for quant analyst and developer positions. The advanced degree requirement strongly supports the H-1B specialty occupation classification.
What is the difference between a quant analyst, quant developer, and quant researcher?
Quantitative analysts build pricing models, risk models, and trading strategies. Quant developers implement these models in production systems using C++, Python, or Java. Quant researchers focus on discovering new trading signals and testing hypotheses using statistical methods. All three roles qualify for H-1B sponsorship, but they require different skill emphases.
Can quants qualify for O-1 or EB-1 visas?
Quantitative professionals with published research, patents, or demonstrated extraordinary ability in mathematics or finance may qualify for O-1 (Extraordinary Ability) visas or EB-1A green cards. These pathways are not subject to the H-1B lottery, and EB-1A does not require employer sponsorship. A strong publication record, awards, or significant contributions to the field can support these petitions.
How to find Quantitative jobs with visa sponsorship?
To find quantitative jobs with visa sponsorship, use Migrate Mate, which specializes in connecting international talent with sponsoring employers. Focus on financial services firms, hedge funds, investment banks, and tech companies that commonly hire quantitative analysts and researchers. These employers frequently sponsor H-1B, O-1, and other work visas for skilled quantitative professionals with strong mathematical and programming backgrounds.
What is the prevailing wage requirement for sponsored Quantitative jobs?
When a U.S. employer sponsors a foreign worker for a work visa, they are legally required to pay at least the "prevailing wage" — the average wage paid to workers in the same occupation, in the same geographic area, with similar experience. This is set by the Department of Labor to prevent employers from hiring foreign workers at below-market rates. The prevailing wage varies significantly by role, location, and experience level — for example, a quantitative in New York will have a different prevailing wage than the same role in a smaller state. You can look up current prevailing wage rates for any occupation and location using the OFLC Wage Search.
See which Quantitative employers are hiring and sponsoring visas right now.
Search Quantitative Jobs