Quantitative Research Analyst Jobs in USA with Visa Sponsorship
Quantitative research analyst roles attract strong H-1B visa sponsorship from hedge funds, investment banks, and tech firms. Most employers require a graduate degree in mathematics, statistics, or a related quantitative field, and USCIS consistently classifies this as a specialty occupation. For detailed occupation requirements, see the O*NET profile.
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The TP ICAP Group is a world leading provider of market infrastructure.
Our purpose is to provide clients with access to global financial and commodities markets, improving price discovery, liquidity, and distribution of data, through responsible and innovative solutions.
Through our people and technology, we connect clients to superior liquidity and data solutions.
The Group is home to a stable of premium brands. Collectively, TP ICAP is the largest interdealer broker in the world by revenue, the number one Energy & Commodities broker in the world, the world’s leading provider of OTC data, and an award winning all-to-all trading platform.
Founded in London in 1866, the Group operates from more than 60 offices in 27 countries. We are 5,200 people strong. We work as one to achieve our vision of being the world’s most trusted, innovative, liquidity and data solutions specialist.
Liquidnet is seeking an exceptional and experienced Quantitative Trading Strategy developer to join the Global Trading Technology team. This experienced individual has a proven track record of developing quality software and trading strategies in a world class financial services organization.
About Liquidnet
Liquidnet is a next-generation agency execution specialist. Powered by technology that helps drive institutional alpha, our trading and liquidity network intelligently and securely connects the world’s investors with the world’s investments.
Established in 1999 on the belief that there was a better way to trade, Liquidnet's journey began with a vision to create a platform that goes beyond traditional transactional models.
We wanted to build a community where traders could connect, collaborate, and execute trades with confidence. Over the years, we've grown from a vision into a thriving ecosystem that empowers the buy side in ways never before imagined.
We are committed to making trading more efficient, intelligent, and accessible. Our purpose guides every decision we make, from the tools we develop to the relationships we nurture with our Members.
Role Overview
Quantitative Trading is one of the main driving forces in today's Equity Markets. Providing clients with superior order execution while minimizing their market impact and risk exposure, trading strategies and smart order routing is a rapidly expanding field. These platforms are driven by quantitative analytics, real time market data, historical tick data, market signal events, and statistical analysis.
The equities Global Trading Technology organization is responsible for developing, supporting, and delivering these state-of-the-art trading solutions to end-users including internal trading desks as well as buy-side clients.
We are looking for an outstanding candidate to be a part of agile, highly professional team delivering client-facing, high-availability, low-latency trading algorithms and related technology. This person is responsible for developing and supporting the products and will report to the Head of Algo Development. This position sits in office 3 days a week, 2 days wfh.
Role Responsibilities
- Design, build and maintain Liquidnet’s Next Generation Global Algorithmic Trading platform including highly customizable low latency trading strategies as well as key infrastructure components such as low latency order management and order handling, rules engines and other algorithmic trading components.
- Work closely with Quants on implementation of trading algorithms, quantitative models, and analytical signals.
- Work with Product and Sales teams on client requests and algo customizations.
- Develop innovative solutions in a strategic, pragmatic way.
- Succeed in a collaborative development environment.
- Be curious and inquisitive around industry trends and strive for continuous improvement.
Experience/Competences
Essential
- BS/BA degree or higher in Computer Science, Mathematics, or related Engineering field.
- At least 3-5 years’ experience developing low latency trading strategies in Equities, Futures or Listed Derivatives (execution algorithms, prop strategies, risk trading, smart routing etc.)
- Proven track record in designing, developing, and implementing of trading strategies such as benchmark tracking, liquidity seeking and dark aggregation algorithms.
- Has intimate knowledge of lit and dark market micro-structure, order types, liquidity, market data and regulatory matters (Reg NMS, ISO orders, MiFID II, dark pools, liquidity seeking, venue heat maps, etc.) in the US and/or other global markets.
- Prior experience in efficient implementation of quantitative models, performing statistical data analysis, building/using data visualization tools and conducting simulation and back-testing of strategies.
- Expert proficiency with computer technologies including Java, Linux, and OO Design with a focus on performance, re-usability, test automation and flexibility for customizations.
- Proven ability to work effectively across quant, product, sales, and operations teams.
- Demonstrated development skills in a collaborative, team-oriented style.
Desired
- Experience in Agile Methodologies.
- Experience with low latency messaging products, such as Solace and 29West.
- Knowledge of event-driven (pub/sub) programming models.
Manager 5
LNET #LI-Hybrid #LI-MID
Salary up to $173,000
Not The Perfect Fit?
Concerned that you may not meet the criteria precisely? At TP ICAP, we wholeheartedly believe in fostering inclusivity and cultivating a work environment where everyone can flourish, regardless of your personal or professional background. If you are enthusiastic about this role but find that your experience doesn't align perfectly with every aspect of the job description, we strongly encourage you to apply. You may be the ideal candidate for this position or another opportunity within our organisation. Our dedicated Talent Acquisition team is here to assist you in recognising how your unique skills and abilities can be a valuable contribution. Don't hesitate to take the leap and explore the possibilities. Your potential is what truly matters to us.
Company Statement
We know that the best innovation happens when diverse people with different perspectives and skills work together in an inclusive atmosphere. That's why we're building a culture where everyone plays a part in making people feel welcome, ready and willing to contribute. TP ICAP Accord - our Employee Network - is a central to this. As well as representing specific groups, TP ICAP Accord helps increase awareness, collaboration, shares best practice, and holds our firm to account for driving continuous cultural improvement.
Location
USA - 200 Vesey Street - New York, NY
Group Overview
The TP ICAP Group is a world leading provider of market infrastructure.
Our purpose is to provide clients with access to global financial and commodities markets, improving price discovery, liquidity, and distribution of data, through responsible and innovative solutions.
Through our people and technology, we connect clients to superior liquidity and data solutions.
The Group is home to a stable of premium brands. Collectively, TP ICAP is the largest interdealer broker in the world by revenue, the number one Energy & Commodities broker in the world, the world’s leading provider of OTC data, and an award winning all-to-all trading platform.
Founded in London in 1866, the Group operates from more than 60 offices in 27 countries. We are 5,200 people strong. We work as one to achieve our vision of being the world’s most trusted, innovative, liquidity and data solutions specialist.
Liquidnet is seeking an exceptional and experienced Quantitative Trading Strategy developer to join the Global Trading Technology team. This experienced individual has a proven track record of developing quality software and trading strategies in a world class financial services organization.
About Liquidnet
Liquidnet is a next-generation agency execution specialist. Powered by technology that helps drive institutional alpha, our trading and liquidity network intelligently and securely connects the world’s investors with the world’s investments.
Established in 1999 on the belief that there was a better way to trade, Liquidnet's journey began with a vision to create a platform that goes beyond traditional transactional models.
We wanted to build a community where traders could connect, collaborate, and execute trades with confidence. Over the years, we've grown from a vision into a thriving ecosystem that empowers the buy side in ways never before imagined.
We are committed to making trading more efficient, intelligent, and accessible. Our purpose guides every decision we make, from the tools we develop to the relationships we nurture with our Members.
Role Overview
Quantitative Trading is one of the main driving forces in today's Equity Markets. Providing clients with superior order execution while minimizing their market impact and risk exposure, trading strategies and smart order routing is a rapidly expanding field. These platforms are driven by quantitative analytics, real time market data, historical tick data, market signal events, and statistical analysis.
The equities Global Trading Technology organization is responsible for developing, supporting, and delivering these state-of-the-art trading solutions to end-users including internal trading desks as well as buy-side clients.
We are looking for an outstanding candidate to be a part of agile, highly professional team delivering client-facing, high-availability, low-latency trading algorithms and related technology. This person is responsible for developing and supporting the products and will report to the Head of Algo Development. This position sits in office 3 days a week, 2 days wfh.
Role Responsibilities
- Design, build and maintain Liquidnet’s Next Generation Global Algorithmic Trading platform including highly customizable low latency trading strategies as well as key infrastructure components such as low latency order management and order handling, rules engines and other algorithmic trading components.
- Work closely with Quants on implementation of trading algorithms, quantitative models, and analytical signals.
- Work with Product and Sales teams on client requests and algo customizations.
- Develop innovative solutions in a strategic, pragmatic way.
- Succeed in a collaborative development environment.
- Be curious and inquisitive around industry trends and strive for continuous improvement.
Experience/Competences
Essential
- BS/BA degree or higher in Computer Science, Mathematics, or related Engineering field.
- At least 3-5 years’ experience developing low latency trading strategies in Equities, Futures or Listed Derivatives (execution algorithms, prop strategies, risk trading, smart routing etc.)
- Proven track record in designing, developing, and implementing of trading strategies such as benchmark tracking, liquidity seeking and dark aggregation algorithms.
- Has intimate knowledge of lit and dark market micro-structure, order types, liquidity, market data and regulatory matters (Reg NMS, ISO orders, MiFID II, dark pools, liquidity seeking, venue heat maps, etc.) in the US and/or other global markets.
- Prior experience in efficient implementation of quantitative models, performing statistical data analysis, building/using data visualization tools and conducting simulation and back-testing of strategies.
- Expert proficiency with computer technologies including Java, Linux, and OO Design with a focus on performance, re-usability, test automation and flexibility for customizations.
- Proven ability to work effectively across quant, product, sales, and operations teams.
- Demonstrated development skills in a collaborative, team-oriented style.
Desired
- Experience in Agile Methodologies.
- Experience with low latency messaging products, such as Solace and 29West.
- Knowledge of event-driven (pub/sub) programming models.
Manager 5
LNET #LI-Hybrid #LI-MID
Salary up to $173,000
Not The Perfect Fit?
Concerned that you may not meet the criteria precisely? At TP ICAP, we wholeheartedly believe in fostering inclusivity and cultivating a work environment where everyone can flourish, regardless of your personal or professional background. If you are enthusiastic about this role but find that your experience doesn't align perfectly with every aspect of the job description, we strongly encourage you to apply. You may be the ideal candidate for this position or another opportunity within our organisation. Our dedicated Talent Acquisition team is here to assist you in recognising how your unique skills and abilities can be a valuable contribution. Don't hesitate to take the leap and explore the possibilities. Your potential is what truly matters to us.
Company Statement
We know that the best innovation happens when diverse people with different perspectives and skills work together in an inclusive atmosphere. That's why we're building a culture where everyone plays a part in making people feel welcome, ready and willing to contribute. TP ICAP Accord - our Employee Network - is a central to this. As well as representing specific groups, TP ICAP Accord helps increase awareness, collaboration, shares best practice, and holds our firm to account for driving continuous cultural improvement.
Location
USA - 200 Vesey Street - New York, NY
See all 4,922+ Quantitative Research Analyst Jobs
Sign up for free to unlock all listings, filter by visa type, and get alerts for new Quantitative Research Analyst roles.
Get Access To All JobsTips for Finding Visa Sponsorship as a Quantitative Research Analyst
Target employers with a track record of H-1B filings
Firms like Two Sigma, Citadel, and Jane Street file hundreds of H-1B petitions annually for quant roles. Prioritizing employers with established immigration infrastructure reduces the risk of a sponsor backing out mid-process.
Lead with your quantitative degree, not just your experience
USCIS evaluates specialty occupation based on degree-to-role alignment. A master's or PhD in statistics, applied mathematics, or financial engineering directly maps to this role and strengthens your H-1B petition from the start.
Understand that OPT STEM extension is common in this field
Most quant analyst roles qualify for the 24-month STEM OPT extension, giving F-1 graduates up to three years of work authorization before needing H-1B sponsorship. Confirm your degree program is on the STEM designated list.
Prepare for detailed RFEs on specialty occupation
USCIS sometimes issues Requests for Evidence questioning whether a quant analyst role requires a specific degree. Your employer's attorney should document the role's complexity and the industry-wide degree requirement with supporting evidence.
Consider employers outside finance who sponsor quant roles
Technology companies, insurance firms, and consulting practices also sponsor quantitative research analysts. Broadening your search beyond hedge funds and investment banks significantly expands your pool of willing H-1B sponsors.
Register for H-1B during your final year of OPT
The H-1B lottery opens in March each year, with a start date of October 1. Filing during your last year of OPT ensures you have overlapping authorization and avoids a gap in work status if selected.
Frequently Asked Questions
Is quantitative research analyst a recognized specialty occupation for H-1B purposes?
Yes. USCIS consistently approves quantitative research analyst roles as specialty occupations because the position normally requires at least a bachelor's degree in a specific technical field such as mathematics, statistics, economics, or computer science. Employers in finance and technology have well-established precedent for these approvals, and RFE rates for well-documented petitions in this field are relatively low.
What degree do I need for a quantitative research analyst role that sponsors visas?
Most sponsoring employers require a master's degree or PhD in mathematics, statistics, financial engineering, physics, or computer science. A bachelor's degree alone is increasingly rare for quant research roles at top firms. Your degree field must align directly with the role's technical requirements for USCIS to approve the H-1B visa specialty occupation classification.
Do quantitative research analyst roles qualify for the STEM OPT extension?
Most do, provided your degree program is on the Department of Homeland Security's STEM designated degree program list. Degrees in statistics, applied mathematics, computer science, and financial engineering commonly qualify. The extension grants an additional 24 months of work authorization beyond your initial 12-month OPT period, giving you up to three years before needing H-1B sponsorship.
Which types of employers are most likely to sponsor a quantitative research analyst?
Hedge funds, proprietary trading firms, investment banks, and asset managers are the most active sponsors for quant research roles. Large technology companies and insurance firms also sponsor these positions. You can browse verified sponsoring employers actively hiring quantitative research analysts on Migrate Mate, which filters job listings specifically for roles open to visa sponsorship.
What happens if my H-1B petition gets an RFE for a quantitative research analyst role?
A Request for Evidence typically challenges whether the role requires a degree in a specific specialty. Your employer's immigration attorney will respond with documentation showing that the position requires advanced quantitative skills, that the industry norm is to hire degree holders in a specific technical field, and that your credentials match. Most well-supported RFE responses for quant roles result in approval.
What is the prevailing wage requirement for sponsored Quantitative Research 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.