Quantitative Analyst Jobs in USA with Visa Sponsorship
Quantitative analyst roles attract strong H-1B visa and O-1 visa sponsorship from banks, hedge funds, and trading firms. Most positions require a graduate degree in mathematics, statistics, or a quantitative field, and employers routinely sponsor both initial petitions and green card filings for strong candidates. For detailed occupation requirements, see the O*NET profile.
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Get Access To All JobsWho we are looking for
A strong quantitative modeler to join the team as Assistant Vice President and Credit Risk Modeler based in New Jersey, Connecticut, or Boston. This role is part of the Centralized Modeling, Analytics and Operations Group within Enterprise Risk Management’s Financial Risk Organization.
Why this role is important to us
The team you will be joining plays a critical role in the organization’s overall success. Across the globe, institutional investors rely on us to manage risk, respond to complex challenges, and drive performance and profitability. To deliver on that mission, we need teams like yours—teams that help the organization operate effectively, adapt quickly, and remain resilient. In this role, you will focus on developing cutting‑edge solutions that are both scalable and practical, while contributing to strong day‑to‑day execution. Join us if you are motivated to make a meaningful impact in the financial services industry from day one.
What you will be responsible for
As Credit Risk Modeler you will:
- Develop credit risk models (PD/LGD/EL) to provide quantitative support to credit risk analytical processes for State Street’s Commercial Real Estate (CRE) portfolio
- Develop PD/LGD/EL model to support other wholesale non-CRE sectors, such as Corporate, Private Equity (PE) Fund and Private Credit (PC) exposures
- Develop credit portfolio risk models for CCAR/CECL/IFRS9/BASEL/Ratings/ICAAP use cases, as well as for economic capital
- Review and enhance credit risk analytical methodology including modeling choices in line with expanding business and regulatory requirements
- Review and verify key model assumptions with model owners
- Review model outputs with properly justified opinions and judgments by experts from credit risk managers to capture forward-looking financial market and macro-economic outlooks
- Implement internally developed models on risk analytical library platform
- Streamline the existing modeling and analytical process; increasing the pace of execution to meet the needs of the business
- Work in close partnership with the three lines of defense functions, such as model governance, Corporate Audit and Financial Regulatory Assurance to ensure appropriate governance and control infrastructure for credit risk analytics
- Prepare and present required reports/reviews to model risk management, senior management and global regulators
What we value
These skills will help you succeed in this role:
- Strong analytical and quantitative mindset; ability to take ownership and improve on existing risk models and methodologies
- Energetic/motivator: an enthusiastic individual with proven leadership skills and an ability to motivate a diverse, multi-level workforce and instill a sense of urgency on a range of evolving goals and objectives
- Organizational strengths: an ability to organize projects, processes and priorities to ensure business needs are met in a coordinated, responsive and timely manner, with minimal direction
- Confidence: a self-assured, experienced and knowledgeable individual able to quickly garner support for his/her views based on informed, well-presented direction or analysis, with a willingness to negotiate, and concede, when needed
- Communicator: clear, confident, self-assured communication style, coupled with an ability to react and adapt to various audiences and environments without diluting effectiveness
Education & Preferred Qualifications
- PhD in statistics or econometrics or equivalent, prefer research area in survival analysis/event history analyses or related areas; Prefer PhD research that involves heavy programming work with strong programming skills in Python/R/C/C++/SQL etc.
- Undergraduate training in mathematics and probability theory (measure theory) with good knowledge of stochastic calculus is a big plus
- 3-5 years of experiences for MS, 2+ years of experience for PhD (will consider fresh PhD with solid academic background and strong programming skills) of developing credit risk modeling in a financial institution
- Strong programming skills in Python/R/C/C++/SQL etc.
- Demonstrated experiences working with model development teams, analytical library development team and technology
- Motivated and fascinated in how to apply statistics and econometric methodologies to resolve credit risk modeling challenges in financial industry
Salary Range:
$90,000 - $157,500 Annual
The range quoted above applies to the role in the primary location specified. If the candidate would ultimately work outside of the primary location above, the applicable range could differ.
Employees are eligible to participate in State Street’s comprehensive benefits program, which includes: our retirement savings plan (401K) with company match; insurance coverage including basic life, medical, dental, vision, long-term disability, and other optional additional coverages; paid-time off including vacation, sick leave, short term disability, and family care responsibilities; access to our Employee Assistance Program; incentive compensation including eligibility for annual performance-based awards (excluding certain sales roles subject to sales incentive plans); and, eligibility for certain tax advantaged savings plans.
About State Street
Across the globe, institutional investors rely on us to help them manage risk, respond to challenges, and drive performance and profitability. We keep our clients at the heart of everything we do, and smart, engaged employees are essential to our continued success.
We are committed to fostering an environment where every employee feels valued and empowered to reach their full potential. As an essential partner in our shared success, you’ll benefit from inclusive development opportunities, flexible work-life support, paid volunteer days, and vibrant employee networks that keep you connected to what matters most. Join us in shaping the future.
As an Equal Opportunity Employer, we consider all qualified applicants for all positions without regard to race, creed, color, religion, national origin, ancestry, ethnicity, age, disability, genetic information, sex, sexual orientation, gender identity or expression, citizenship, marital status, domestic partnership or civil union status, familial status, military and veteran status, and other characteristics protected by applicable law.
Job Application Disclosure:
It is unlawful in Massachusetts to require or administer a lie detector test as a condition of employment or continued employment. An employer who violates this law shall be subject to criminal penalties and civil liability.
Who we are looking for
A strong quantitative modeler to join the team as Assistant Vice President and Credit Risk Modeler based in New Jersey, Connecticut, or Boston. This role is part of the Centralized Modeling, Analytics and Operations Group within Enterprise Risk Management’s Financial Risk Organization.
Why this role is important to us
The team you will be joining plays a critical role in the organization’s overall success. Across the globe, institutional investors rely on us to manage risk, respond to complex challenges, and drive performance and profitability. To deliver on that mission, we need teams like yours—teams that help the organization operate effectively, adapt quickly, and remain resilient. In this role, you will focus on developing cutting‑edge solutions that are both scalable and practical, while contributing to strong day‑to‑day execution. Join us if you are motivated to make a meaningful impact in the financial services industry from day one.
What you will be responsible for
As Credit Risk Modeler you will:
- Develop credit risk models (PD/LGD/EL) to provide quantitative support to credit risk analytical processes for State Street’s Commercial Real Estate (CRE) portfolio
- Develop PD/LGD/EL model to support other wholesale non-CRE sectors, such as Corporate, Private Equity (PE) Fund and Private Credit (PC) exposures
- Develop credit portfolio risk models for CCAR/CECL/IFRS9/BASEL/Ratings/ICAAP use cases, as well as for economic capital
- Review and enhance credit risk analytical methodology including modeling choices in line with expanding business and regulatory requirements
- Review and verify key model assumptions with model owners
- Review model outputs with properly justified opinions and judgments by experts from credit risk managers to capture forward-looking financial market and macro-economic outlooks
- Implement internally developed models on risk analytical library platform
- Streamline the existing modeling and analytical process; increasing the pace of execution to meet the needs of the business
- Work in close partnership with the three lines of defense functions, such as model governance, Corporate Audit and Financial Regulatory Assurance to ensure appropriate governance and control infrastructure for credit risk analytics
- Prepare and present required reports/reviews to model risk management, senior management and global regulators
What we value
These skills will help you succeed in this role:
- Strong analytical and quantitative mindset; ability to take ownership and improve on existing risk models and methodologies
- Energetic/motivator: an enthusiastic individual with proven leadership skills and an ability to motivate a diverse, multi-level workforce and instill a sense of urgency on a range of evolving goals and objectives
- Organizational strengths: an ability to organize projects, processes and priorities to ensure business needs are met in a coordinated, responsive and timely manner, with minimal direction
- Confidence: a self-assured, experienced and knowledgeable individual able to quickly garner support for his/her views based on informed, well-presented direction or analysis, with a willingness to negotiate, and concede, when needed
- Communicator: clear, confident, self-assured communication style, coupled with an ability to react and adapt to various audiences and environments without diluting effectiveness
Education & Preferred Qualifications
- PhD in statistics or econometrics or equivalent, prefer research area in survival analysis/event history analyses or related areas; Prefer PhD research that involves heavy programming work with strong programming skills in Python/R/C/C++/SQL etc.
- Undergraduate training in mathematics and probability theory (measure theory) with good knowledge of stochastic calculus is a big plus
- 3-5 years of experiences for MS, 2+ years of experience for PhD (will consider fresh PhD with solid academic background and strong programming skills) of developing credit risk modeling in a financial institution
- Strong programming skills in Python/R/C/C++/SQL etc.
- Demonstrated experiences working with model development teams, analytical library development team and technology
- Motivated and fascinated in how to apply statistics and econometric methodologies to resolve credit risk modeling challenges in financial industry
Salary Range:
$90,000 - $157,500 Annual
The range quoted above applies to the role in the primary location specified. If the candidate would ultimately work outside of the primary location above, the applicable range could differ.
Employees are eligible to participate in State Street’s comprehensive benefits program, which includes: our retirement savings plan (401K) with company match; insurance coverage including basic life, medical, dental, vision, long-term disability, and other optional additional coverages; paid-time off including vacation, sick leave, short term disability, and family care responsibilities; access to our Employee Assistance Program; incentive compensation including eligibility for annual performance-based awards (excluding certain sales roles subject to sales incentive plans); and, eligibility for certain tax advantaged savings plans.
About State Street
Across the globe, institutional investors rely on us to help them manage risk, respond to challenges, and drive performance and profitability. We keep our clients at the heart of everything we do, and smart, engaged employees are essential to our continued success.
We are committed to fostering an environment where every employee feels valued and empowered to reach their full potential. As an essential partner in our shared success, you’ll benefit from inclusive development opportunities, flexible work-life support, paid volunteer days, and vibrant employee networks that keep you connected to what matters most. Join us in shaping the future.
As an Equal Opportunity Employer, we consider all qualified applicants for all positions without regard to race, creed, color, religion, national origin, ancestry, ethnicity, age, disability, genetic information, sex, sexual orientation, gender identity or expression, citizenship, marital status, domestic partnership or civil union status, familial status, military and veteran status, and other characteristics protected by applicable law.
Job Application Disclosure:
It is unlawful in Massachusetts to require or administer a lie detector test as a condition of employment or continued employment. An employer who violates this law shall be subject to criminal penalties and civil liability.
See all 383+ Quantitative Analyst Jobs
Sign up for free to unlock all listings, filter by visa type, and get alerts for new Quantitative Analyst roles.
Get Access To All JobsTips for Finding Visa Sponsorship as a Quantitative Analyst
Target firms with established H-1B track records
Large banks and quantitative trading firms file hundreds of H-1B petitions annually. Prioritizing employers with consistent sponsorship histories significantly improves your odds of finding a role that moves quickly through the petition process.
Lead with your graduate degree and technical specialization
USCIS treats quantitative analyst roles as specialty occupations when tied to a specific graduate-level field. A master's or PhD in financial engineering, statistics, or applied mathematics strengthens your H-1B petition considerably beyond a general bachelor's degree.
Understand that quant roles qualify strongly for O-1A
If you've published research, won competitions, or hold a prominent position at a top-tier firm, the O-1A is worth exploring. It has no annual cap, no lottery, and is particularly accessible to researchers with measurable impact in quantitative finance.
Document your publications and proprietary model contributions
USCIS scrutinizes specialty occupation claims for quant roles. Supporting your petition with published papers, patent filings, or documented contributions to trading systems strengthens the case that your work requires graduate-level expertise.
Engage employers early about their internal immigration process
Some firms use in-house immigration teams while others rely on outside counsel. Knowing which firms have streamlined sponsorship workflows helps you avoid offers where the process stalls due to administrative delays rather than eligibility issues.
Use Migrate Mate to filter for verified sponsoring employers
Not every quant role listed publicly comes with sponsorship. Migrate Mate surfaces positions from employers actively willing to sponsor visas, saving you from pursuing roles that will ultimately require citizenship or permanent residence.
Frequently Asked Questions
Does a quantitative analyst role qualify as a specialty occupation for H-1B purposes?
Yes, quantitative analyst positions qualify as specialty occupations when the employer requires at least a bachelor's degree in a specific quantitative field such as mathematics, statistics, financial engineering, or computer science. Roles at hedge funds and investment banks routinely satisfy this standard. Where USCIS has pushed back historically is on generalist analyst titles where the degree requirement is not field-specific, so the job description and offer letter language both matter.
Do employers in quantitative finance commonly sponsor green cards for quant analysts?
Yes, particularly at hedge funds, proprietary trading firms, and bulge-bracket banks, green card sponsorship for quantitative analysts is common. Most employers file under EB-2 or EB-3, with some exceptionally credentialed candidates pursuing EB-1A or EB-1B based on research contributions. The timeline from H-1B visa to green card approval depends heavily on your country of birth, with Indian and Chinese nationals facing significantly longer waits due to per-country backlog.
What degree do I need for a quantitative analyst role to qualify for H-1B sponsorship?
Most sponsoring employers require a master's degree or PhD in a quantitative discipline, including applied mathematics, statistics, physics, financial engineering, or computer science. A bachelor's degree alone may satisfy specialty occupation requirements at some firms, but graduate credentials are the practical standard in this field. USCIS may request evidence of theoretical and practical application of the discipline, so the degree must align closely with the specific quant function in the role.
Can a quantitative analyst on OPT find sponsorship before the H-1B lottery?
Yes, and the timeline matters. USCIS accepts H-1B petitions in April for an October 1 start date, so quant analysts on OPT need an offer in place before the registration window opens in March. STEM OPT provides up to three years of work authorization, giving most graduate-level quant analysts enough runway to complete one full lottery cycle and potentially a second if they miss the first. Browse open roles on Migrate Mate to identify firms already sponsoring before your OPT window tightens.
Is the O-1A visa a realistic option for quantitative analysts?
For senior or research-oriented quant professionals, yes. The O-1A requires demonstrating extraordinary ability through criteria such as high salary relative to peers, published research, judging others' work, critical role at a distinguished firm, or contributions of major significance to the field. Quant researchers with academic publications or recognized modeling frameworks often qualify. The key advantage is no lottery and no annual cap, making it a viable path for candidates who missed H-1B selection.
What is the prevailing wage requirement for sponsored Quantitative Analyst jobs?
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.