January 2026
Where Firms Will Compete Hardest For Quant Talent In 2026
Firms are once again competing for the very best quants talent needed to drive performance, adapt to market volatility, and implement new technologies. The pressure to identify and hire professionals with both technical depth and commercial acumen is mounting, especially as this talent is no longer just sought after by traditional financial institutions.
From hedge funds and investment banks to digital asset platforms and AI labs, securing top performers in quantitative jobs, particularly those tied to innovation and risk, has become a critical business priority.
In 2026, success in quant hiring hinges on timing, process efficiency, and strategic alignment.
Why 2026 demand increases
Quantitative finance is entering a new era of sophistication. In 2026, firms across banking, hedge funds, and digital asset platforms face heightened competition for quant talent driven by several forces.
The acceleration of AI integration, an increased focus on climate risk modeling, and demand for real-time analytics in volatile markets are expanding the scope and value of quantitative roles. Additionally, as regulatory complexity deepens and firms explore high-frequency trading in new geographies, the need for adaptable, high-performing quant teams is sharper than ever.
Elizabeth Holmes, Vice President – Quantitative Analytics, Research & Trading at Selby Jennings, highlights a critical shift:
There will be increased competition for quant talent from AI companies such as OpenAI and Anthropic... Many quants burned out by finance are beginning to make the transition to these firms, which are starting to succeed big tech as the quant finance industry’s biggest competitor for fresh talent.
Future hotspots for competition
The most intense competition for quant talent is concentrated in four areas:
- Systematic trading and multi-strategy hedge funds, particularly those scaling into new asset classes
- Digital asset trading firms, where infrastructure and data demands continue to grow
- ESG and climate-modeling teams, as institutional investors increase scrutiny on sustainability performance
- Financial institutions with in-house AI labs, developing proprietary research platforms and trading systems
Quantitative jobs in emerging hubs such as Singapore, Hong Kong, and select nearshore tech locations are becoming more prominent, although London and New York remain anchor markets.
Roles with the highest 2026 competition
Alex Morris, Vice President at Selby Jennings, says that one of the biggest shifts in 2025 was the increase in notice and non-compete periods across the buy side, which has significantly impacted hiring timelines and talent availability, making forward planning essential for firms looking to secure quant talent.
He adds:
Traditional high-frequency trading (HFT) firms began expanding into longer holding periods... while mid-frequency firms started building out market making capabilities. Elsewhere, macro funds have been hiring equity quant profiles to broaden their investment strategies.
Roles with the most constrained talent supply include:
- Quantitative Developers
- Systematic Portfolio Managers
- Crypto Quant Traders
- Applied AI and ML Engineers
- Execution-focused Quant Strategists
Explore more hiring and pay trends in our Global Quantitative Analytics, Research & Trading Salary Guide
Skills that are becoming harder to hire
Hiring friction is highest for professionals with the following profiles:
- Engineering-focused quants with production-level coding ability (Python, C++, Rust)
- Practitioners with hands-on AI/ML experience, especially in signal generation, execution, and portfolio construction
- Specialists in climate risk modeling, catastrophe analysis, or ESG factor integration
- Digital asset professionals with blockchain-native execution knowledge or algorithmic modelling skills
Elizabeth says:
In today’s market, timing is everything. For firms, the advice is clear: start exploratory conversations before bonus announcements. Getting ahead of the bonus cycle can be the difference between securing a top quant and missing out.
Firms running 8- or 9-round processes often lose out to those who can move faster. Building momentum and acting decisively can significantly increase your chances of success.
For candidates, the environment offers greater choice, but also more noise. Partnering with a talent specialist helps identify credible, strategic opportunities, especially in niche areas such as systematic trading or digital asset jobs, where precision in fit matters most.
Explore our Quantitative Analytics, Research & Trading hiring expertise
Hiring quants talent?
Hiring needs are accelerating across quantitative finance but Selby Jennings is here to deliver permanent, contract, and multi-hire solutions for firms building advanced trading, research, and modelling teams.
Submit a vacancy or request a call back to speak with a quant hiring expert.