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.
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Get Access To All JobsJob Title: Credit Flow Quantitative Strategist
Corporate Title: Vice President
Location: New York City, NY
Overview
Deutsche Bank’s Group Strategic Analytics group is a front‑office team combining expertise in quantitative analytics, modeling, pricing, and risk management with a deep understanding of system architecture and programming. The Credit Strats team is responsible for delivering risk, P&L, and pricing platforms for the global Credit trading businesses. The team provides innovative solutions that meet business requirements while ensuring accuracy, performance, robustness, reliability, and scalability. You will join the Credit Strats team to support the development and implementation of the strategic Kannon platform, delivering intraday and end‑of‑day pricing, risk, and P&L for trading desks. This platform aims to integrate front‑office functions into a single architecture, reducing duplication and operational complexity caused by fragmentation across 30+ legacy platforms.
What We Offer You
- A diverse and inclusive environment that embraces change, innovation, and collaboration
- A hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer days
- Employee Resource Groups support an inclusive workplace for everyone and promote community engagement
- Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits
- Educational resources, matching gift and volunteer programs
What You’ll Do
- Work in partnership with Trading, Structuring, Technology, and Operations to collaboratively drive the build-out of the strategic analytics platforms
- Responsible for implementing market data functionality in Kannon for Fixed Income & Currencies (FIC), covering Interest Rates (IR) & Credit curves, Bond prices & spreads, Credit volatilities, and other market data
- Analysis, design, and development of analytics for the desk within Kannon platform
- Strong focus on business-driven opportunities and bringing innovative and quantitative ideas to solve complex problems for the desk
How You’ll Lead
- Interact daily with traders and trading management to deliver on complex requirements under tight timelines
- Collaborate regularly with colleagues in the Global Strategic Analytics group to build integrated technical solutions
- Mentor and guide junior strat colleagues within the group
Skills You’ll Need
- Strong quantitative, modelling, pricing, and risk management skills, demonstrated within a financial services environment
- Experience developing banking applications and large-scale projects with C++ and/or Python
- Experience working with Credit products and other analytic market data
- Strong understanding of Credit cash and/or derivatives products including exotics
- Understanding of front-office risk and Profit & Loss (P&L) calculation
Skills That Will Help You Excel
- Investment Banking Front-Office application delivery experience
- Experience in a project leadership role is a plus
Expectations
It is the Bank’s expectation that employees hired into this role will work in the New York City office in accordance with the Bank’s hybrid working model. Deutsche Bank provides reasonable accommodations to candidates and employees with a substantiated need based on disability and/or religion.
The salary range for this position in New York City is $155,000 to $252,500. Actual salaries may be based on a number of factors including, but not limited to, a candidate’s skill set, experience, education, work location and other qualifications. Posted salary ranges do not include incentive compensation or any other type of remuneration.
Job Title: Credit Flow Quantitative Strategist
Corporate Title: Vice President
Location: New York City, NY
Overview
Deutsche Bank’s Group Strategic Analytics group is a front‑office team combining expertise in quantitative analytics, modeling, pricing, and risk management with a deep understanding of system architecture and programming. The Credit Strats team is responsible for delivering risk, P&L, and pricing platforms for the global Credit trading businesses. The team provides innovative solutions that meet business requirements while ensuring accuracy, performance, robustness, reliability, and scalability. You will join the Credit Strats team to support the development and implementation of the strategic Kannon platform, delivering intraday and end‑of‑day pricing, risk, and P&L for trading desks. This platform aims to integrate front‑office functions into a single architecture, reducing duplication and operational complexity caused by fragmentation across 30+ legacy platforms.
What We Offer You
- A diverse and inclusive environment that embraces change, innovation, and collaboration
- A hybrid working model, allowing for in-office / work from home flexibility, generous vacation, personal and volunteer days
- Employee Resource Groups support an inclusive workplace for everyone and promote community engagement
- Competitive compensation packages including health and wellbeing benefits, retirement savings plans, parental leave, and family building benefits
- Educational resources, matching gift and volunteer programs
What You’ll Do
- Work in partnership with Trading, Structuring, Technology, and Operations to collaboratively drive the build-out of the strategic analytics platforms
- Responsible for implementing market data functionality in Kannon for Fixed Income & Currencies (FIC), covering Interest Rates (IR) & Credit curves, Bond prices & spreads, Credit volatilities, and other market data
- Analysis, design, and development of analytics for the desk within Kannon platform
- Strong focus on business-driven opportunities and bringing innovative and quantitative ideas to solve complex problems for the desk
How You’ll Lead
- Interact daily with traders and trading management to deliver on complex requirements under tight timelines
- Collaborate regularly with colleagues in the Global Strategic Analytics group to build integrated technical solutions
- Mentor and guide junior strat colleagues within the group
Skills You’ll Need
- Strong quantitative, modelling, pricing, and risk management skills, demonstrated within a financial services environment
- Experience developing banking applications and large-scale projects with C++ and/or Python
- Experience working with Credit products and other analytic market data
- Strong understanding of Credit cash and/or derivatives products including exotics
- Understanding of front-office risk and Profit & Loss (P&L) calculation
Skills That Will Help You Excel
- Investment Banking Front-Office application delivery experience
- Experience in a project leadership role is a plus
Expectations
It is the Bank’s expectation that employees hired into this role will work in the New York City office in accordance with the Bank’s hybrid working model. Deutsche Bank provides reasonable accommodations to candidates and employees with a substantiated need based on disability and/or religion.
The salary range for this position in New York City is $155,000 to $252,500. Actual salaries may be based on a number of factors including, but not limited to, a candidate’s skill set, experience, education, work location and other qualifications. Posted salary ranges do not include incentive compensation or any other type of remuneration.
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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.
Frequently 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 visa 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.