1,795 Economics Researcher jobs in the United States

Microsoft Research (MSR) is an academic research organization within Microsoft. Our mission is to generate positively impactful research and innovation. Our labs are interdisciplinary, including leading scholars in economics, computational social science, computer science (notably machine learning), applied mathematics, and sociotechnical systems. We warmly welcome applicants who bring interests and skills that complement, challenge, and diversify our research.
Postdoc Researchers participate in seminars and the intellectual life of the lab, but there are no corporate work responsibilities. Postdocs have opportunities to access Microsoft data, e.g. on online advertising auctions, search, or software usage.
We are hiring in applied micro and theory, including behavioral, development, digitization, econometrics, game theory, health, labor, IO, machine learning, market design, public, and related fields.
Postdocs are hired for one to two years in Cambridge, MA, or New York, NY.
To learn more about our group, visit: a Postdoc, you define your research agenda in collaboration with other researchers, driving forward an effective program of basic, fundamental, and applied research. We highly value collaboration and building new ideas with members of the group and others. You have the direct opportunity to realize your ideas in products and services used worldwide.
+ PhD in Economics or relevant field (completed or close to completion by summer of 2026).
+ Research ability demonstrated by journal publications, working papers, and job market paper.
+ Research agenda that is complementary to Microsoft economics group.
**Qualifications**
**Required Qualification:**
+ PhD in Economics or relevant field (completed or close to completion by summer of 2026).
+ Experience in applied theory or applied micro, including behavioral, development, digitization, econometrics, game theory, health, labor, IO, machine learning, market design, public, and related fields.
**Other** **Requirements** **:**
+ In your application, in addition to details on your research agenda, please answer these questions in your cover letter:
+ How would your research agenda and/or life experiences complement our lab?
+ How would your research agenda benefit from being at MSR?
+ How does your research generate a positive impact on society?
Research Sciences IC3 - The typical base pay range for this role across the U.S. is USD $100,600 - $99,000 per year. There is a different range applicable to specific work locations, within the San Francisco Bay area and New York City metropolitan area, and the base pay range for this role in those locations is USD 131,400 - 215,400 per year.
Certain roles may be eligible for benefits and other compensation. Find additional benefits and pay information here: will accept applications and processes offers for these roles on an ongoing basis.
#Research
Microsoft is an equal opportunity employer. Consistent with applicable law, all qualified applicants will receive consideration for employment without regard to age, ancestry, citizenship, color, family or medical care leave, gender identity or expression, genetic information, immigration status, marital status, medical condition, national origin, physical or mental disability, political affiliation, protected veteran or military status, race, ethnicity, religion, sex (including pregnancy), sexual orientation, or any other characteristic protected by applicable local laws, regulations and ordinances. If you need assistance and/or a reasonable accommodation due to a disability during the application process, read more about requesting accommodations ( .

Citigroup Global Markets Inc. seeks a Quantitative Analyst-Interest Rate Derivatives for its New York, New York location.
Duties: Develop, maintain and improve the financial models used for the pricing of exotic interest rate derivatives for trading desks and risk management globally. Create, implement and support quantitative models for the trading business leveraging a variety of mathematical and computer science methods and tools including hardware acceleration, advanced calculus, C++, C#, .NET, object-oriented software design, Python, SQL, mathematical finance, programming, statistics and probability. Apply knowledge of probability and stochastics to develop mathematical models for the pricing of interest rate derivatives which are suitable for daily risk management. Collaborate with Traders, Structurers, and technology professionals. Work with trading function to risk manage the portfolio of interest rate derivatives and respond to new client requests. Develop pricing models using numerical techniques for valuation including Monte Carlo Methods and partial differential equation solvers. Work with control functions including Legal, Compliance, Market and Credit Risk, Audit, Finance to ensure appropriate governance and control infrastructure. Coordinate with risk and control functions to test and document performance of interest rate derivative models. Contribute to a culture of responsible finance, good governance, expense discipline and ethics. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.
Requirements: Requires a Master's degree or foreign equivalent in Quantitative & Computational Finance, Financial Engineering or related field and 1 year of experience as a Quantitative Analyst or related position involving derivative pricing model development and risk management support in a global financial services institution. 1 year of experience must include: Derivative pricing models development using C++; Probability and stochastics including Measure Theory; Interest rate modelling; Exotic derivative products; Monte Carlo Methods and partial differential equation solvers; Stochastic calculus; and Python programming. Applicants submit resumes at Please reference Job ID # . EO Employer.
Wage Range: $150,000 to $175,000
Job Family Group: Institutional Trading
Job Family: Quantitative Analysis
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**Job Family Group:**
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**Job Family:**
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**Time Type:**
Full time
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**Primary Location:**
New York New York United States
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**Primary Location Full Time Salary Range:**
In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.
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**Most Relevant Skills**
Please see the requirements listed above.
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**Other Relevant Skills**
For complementary skills, please see above and/or contact the recruiter.
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**Anticipated Posting Close Date:**
Nov 07, 2025
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_Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law._
_If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi ( ._
_View Citi's EEO Policy Statement ( and the Know Your Rights ( poster._
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

Citigroup Global Markets Inc. seeks a Quantitative Analyst, VP for its New York, New York location.
Duties: Develop analytical libraries used for pricing, hedging, liquidity management and risk management by creating, implementing, and supporting quantitative models for the trading business, leveraging a wide variety of mathematical and computer science methods and tools including mathematical finance, probability, statistics, stochastics and software engineering. Develop optimization tools for constructing interest rate curves, computing single currency and cross currency asset swap spreads, optional-adjusted spreads and coupon adjusted spreads. Generate trading signals based on the spreads to select the optimal trades with rigorous back-tests and portfolio optimization. Carry out post-trade analyses on rebalancing and risk management methodologies to optimize the portfolio returns and provide enhanced liquidity while minimizing the interest risk exposure of the trading desks. Develop and maintain a range of Excel and React based web tools to support the trading and sales desks to price, trade and hedge a range of fixed income securities including treasury bond, treasury bond futures and derivatives, interest swaps, invoice swaps, asset swaps, swaptions, inflation bonds and swaps, and repo and reverse repo products. Develop and maintain monitoring tools to ensure the marks and computed risks are accurate and tradable in the dynamic markets. Conduct quality control and compliance checks to ensure the accuracy and completeness of the streaming intraday ticking market data and end-of-day data. Perform data processing tasks to collect, process, and analyze data from the macroeconomic data, fixed income market data, and publicly available fixed income trade records. Generate real-time alerts and reports to support the sales and trading business to make optimal decisions to support clients. Verify and review the data to identify any errors or discrepancies and troubleshoot any issues that may arise in real-time to ensure the smooth operation of trading systems. Collaborate with traders, structurers and technology professionals and working in partnership with control functions such as Legal, Compliance, Market and Credit Risk, Audit and Finance to ensure appropriate governance and control infrastructure. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.
Requirements: Requires a Master's degree (or foreign equivalent), in Computational Finance, Mathematics, Statistics, or related field and 5 years of experience as a Quantitative Analyst, Quantitative Analysis Program Analyst, or related position involving quantitative modeling of fixed income products and supporting fixed income trading business at a global financial services institution. 5 years of experience must include: Building interest rate curves on multiple assets and computing risk matrices; Creating hedging strategies for traded portfolios; Pricing, hedging, and managing risk exposures of the global government treasuries, treasury futures and associated exchange traded options; Pricing, hedging, and managing risk exposures of single currency asset swaps, cross currency asset swaps, vanilla and customized swaps and associated over-the-counter options; Designing, implementing and maintaining real-time trading infrastructure to estimate the mid-prices of various securities for market making businesses; Writing model documentation including model design, model usage and model testing; Analyzing times series data with linear regression, principal component analysis, factor analysis, stochastic calculus, probability-based calculations, and advanced statistics; and Programming using C++, KDB+ q, Python, React/JavaScript, VBA and Structured Query Language. Applicants submit resumes at Please reference Job ID # . EO Employer.
Wage Range: $200,000 to $250,000
Job Family Group: Institutional Trading
Job Family: Quantitative Analysis
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**Job Family Group:**
---
**Job Family:**
---
**Time Type:**
Full time
---
**Primary Location:**
New York New York United States
---
**Primary Location Full Time Salary Range:**
In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.
---
**Most Relevant Skills**
Please see the requirements listed above.
---
**Other Relevant Skills**
For complementary skills, please see above and/or contact the recruiter.
---
**Anticipated Posting Close Date:**
Nov 07, 2025
---
_Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law._
_If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi ( ._
_View Citi's EEO Policy Statement ( and the Know Your Rights ( poster._
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

Citigroup Global Markets Inc. seeks a Quantitative Analyst, AVP for its New York, New York location.
Duties: Develop libraries for financial assets pricing and risk management using C++ and Python programming languages. Create, extend and maintain quantitative software library documentation, and provide user training. Develop new unit tests that improve stability of the software libraries when extending their functionality. Conduct regression testing to make sure that the new changes in the libraries are coherently incorporated in the existing software infrastructure and do not cause discontinuities in the business process. Develop dashboards and other reporting tools for regulatory and internal use. Perform independent quantitative analysis in volatility modeling and hedging, for equity derivatives institutional trading business. Utilize quantitative analytical skills to perform financial product modeling and structuring. Utilize traditional and novel data science methods for trading data analysis, including optimization methods and machine learning approaches. Design quantitative applications and algorithms for volatility risk and hedging in collaboration with institutional trading and risk teams. A telecommuting/hybrid work schedule may be permitted within a commutable distance from the worksite, in accordance with Citi policies and protocols.
Requirements: Requires a Master's degree, or foreign equivalent, in Finance, Business Administration, Mathematics, Engineering (any), or related field and 3 years of experience as a Quantitative Analyst, Auditor, Financial Risk Specialist, or related position involving financial analytics model development for a global financial services institution. 3 years of experience must include: C++ and Python programming languages; Quantitative libraries development, unit testing, and documentation; Financial mathematics; Volatility risk and hedging model development and production issue handling including bug fixing; Statistics and probability theories; Statistical and machine learning modelling for market data analysis; Volatility surface fitting algorithms and optimization; and Knowledge of Flow and Volatility Equity Derivatives and their modeling approaches. Applicants submit resumes at Please reference Job ID # . EO Employer.
Wage Range: $175,000 to $175,000
Job Family Group: Institutional Trading
Job Family: Quantitative Analysis
---
**Job Family Group:**
---
**Job Family:**
---
**Time Type:**
Full time
---
**Primary Location:**
New York New York United States
---
**Primary Location Full Time Salary Range:**
In addition to salary, Citi's offerings may also include, for eligible employees, discretionary and formulaic incentive and retention awards. Citi offers competitive employee benefits, including: medical, dental & vision coverage; 401(k); life, accident, and disability insurance; and wellness programs. Citi also offers paid time off packages, including planned time off (vacation), unplanned time off (sick leave), and paid holidays. For additional information regarding Citi employee benefits, please visit citibenefits.com. Available offerings may vary by jurisdiction, job level, and date of hire.
---
**Most Relevant Skills**
Please see the requirements listed above.
---
**Other Relevant Skills**
For complementary skills, please see above and/or contact the recruiter.
---
**Anticipated Posting Close Date:**
Oct 27, 2025
---
_Citi is an equal opportunity employer, and qualified candidates will receive consideration without regard to their race, color, religion, sex, sexual orientation, gender identity, national origin, disability, status as a protected veteran, or any other characteristic protected by law._
_If you are a person with a disability and need a reasonable accommodation to use our search tools and/or apply for a career opportunity review Accessibility at Citi ( ._
_View Citi's EEO Policy Statement ( and the Know Your Rights ( poster._
Citi is an equal opportunity and affirmative action employer.
Minority/Female/Veteran/Individuals with Disabilities/Sexual Orientation/Gender Identity.

Our client, a leading financial institution, is seeking a highly analytical and detail-oriented Quantitative Analyst to join their esteemed team in Cincinnati, Ohio, US . This role is integral to developing and implementing sophisticated financial models used for risk management, trading strategies, and investment decisions. You will leverage your strong mathematical, statistical, and programming skills to analyze complex financial data, identify market trends, and provide actionable insights to senior management. Responsibilities include building, testing, and maintaining quantitative models; performing complex data analysis; conducting research on new financial instruments and market dynamics; and contributing to the development of pricing and hedging strategies. You will work closely with traders, portfolio managers, and risk officers to understand their needs and deliver effective quantitative solutions. The ideal candidate will possess a Master's or PhD in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Computer Science. Proficiency in programming languages like Python, R, C++, or Java is essential, along with a solid understanding of financial markets and derivatives. Strong problem-solving abilities, excellent communication skills, and the capacity to work independently and collaboratively in a fast-paced environment are crucial. Experience with large datasets and database management is a plus. This is an exciting opportunity for a talented quant to contribute to a dynamic financial environment, tackle challenging analytical problems, and impact the firm's strategic direction. If you have a passion for finance and a gift for quantitative analysis, we encourage you to apply.

Our client, a prestigious investment bank in New York City, New York, US , is seeking a brilliant Quantitative Analyst to join their high-frequency trading desk. This role is critical to developing and implementing sophisticated mathematical models and algorithms that drive trading strategies. The ideal candidate will have a deep understanding of financial markets, advanced statistical techniques, and strong programming skills. You will be responsible for designing, testing, and deploying complex trading models, analyzing market data to identify opportunities, and continuously refining existing strategies. This position requires a rigorous analytical approach, exceptional problem-solving abilities, and a keen eye for detail. You will work closely with traders, developers, and other quantitative professionals to enhance trading performance and manage risk. Responsibilities include but are not limited to: building predictive models for asset prices, developing risk management frameworks, optimizing execution algorithms, and conducting back-testing and performance analysis of trading strategies. A strong background in stochastic calculus, time series analysis, and machine learning is essential. The successful applicant will hold a Master's or Ph.D. in a quantitative field such as Mathematics, Physics, Statistics, Computer Science, or Financial Engineering. Proven experience in a similar role within a high-paced trading environment is a must. Proficiency in programming languages like Python, C++, or R is required, along with experience using data analysis libraries and tools. Excellent communication skills are necessary to articulate complex ideas to both technical and non-technical stakeholders. This is an on-site position based in the heart of New York City, New York, US , offering an unparalleled opportunity to work at the forefront of quantitative finance.

Our client, a leader in the banking and finance sector, is seeking a highly analytical and skilled Quantitative Analyst to join our innovative, fully remote team. This position involves developing and implementing complex mathematical models and quantitative strategies for trading, risk management, and portfolio optimization. The ideal candidate will possess a strong academic background in a quantitative discipline, exceptional programming skills, and a deep understanding of financial markets. This is a fully remote role, offering the flexibility to work from anywhere in the US, contributing to critical financial operations from a location of your choice.

Responsibilities:

• Develop, test, and implement quantitative models for financial markets, including pricing, hedging, and risk assessment.
• Analyze large datasets to identify trading opportunities and market inefficiencies.
• Design and backtest trading algorithms and strategies.
• Conduct rigorous statistical analysis and econometric modeling.
• Collaborate with traders, portfolio managers, and risk managers to provide quantitative insights.
• Write high-quality code for model implementation, validation, and deployment using languages like Python, R, or C++.
• Monitor model performance and make necessary adjustments or improvements.
• Stay current with academic research and industry trends in quantitative finance.
• Prepare reports and presentations to communicate complex findings to stakeholders.
• Ensure compliance with regulatory requirements and internal policies.

Qualifications:

• Master's or Ph.D. in a quantitative field such as Mathematics, Statistics, Physics, Economics, or Computer Science.
• Proven experience in quantitative analysis or a related role within the financial services industry.
• Strong proficiency in programming languages commonly used in quantitative finance (e.g., Python, R, C++, MATLAB).
• Deep understanding of financial markets, derivatives, and portfolio theory.
• Expertise in statistical modeling, econometrics, and time series analysis.
• Familiarity with machine learning techniques is a plus.
• Excellent analytical, problem-solving, and critical thinking skills.
• Ability to work independently and manage complex projects in a remote setting.
• Strong communication and presentation skills, with the ability to explain technical concepts to non-technical audiences.
• Experience with large-scale data analysis and database management.

This role offers a competitive compensation package, including bonus opportunities, and excellent benefits. Join our client and contribute to shaping the future of finance. While the team is headquartered in Colorado Springs, Colorado, US , this position is entirely remote.

Our client, a prestigious investment management firm, is seeking a highly analytical and detail-oriented Quantitative Analyst to join their growing team in Cincinnati, Ohio . This challenging role requires a strong foundation in mathematics, statistics, and financial modeling to develop and implement sophisticated trading strategies, risk management models, and portfolio optimization techniques. The ideal candidate will possess a deep understanding of financial markets, proficiency in programming languages such as Python or R, and experience with large datasets. You will work closely with portfolio managers and traders to identify market opportunities, conduct rigorous backtesting of strategies, and contribute to the firm's overall investment performance. Key responsibilities include designing, developing, and validating quantitative models; performing statistical analysis of market data; building and maintaining data infrastructure; and communicating complex findings to both technical and non-technical stakeholders. This position demands a curious mind, exceptional problem-solving abilities, and a commitment to rigorous research and innovation. The ability to work effectively in a collaborative, fast-paced trading environment is essential. This is an outstanding opportunity for a talented quantitative professional to make a significant impact within a respected financial institution, contributing to cutting-edge strategies and driving alpha generation in the competitive Cincinnati financial landscape. If you are passionate about finance and possess the analytical prowess to excel in a demanding role, we encourage you to apply.

Key Responsibilities:

• Develop, implement, and test quantitative trading strategies.
• Build and maintain sophisticated financial models for risk management and portfolio optimization.
• Analyze large datasets to identify market patterns and investment opportunities.
• Perform statistical research and backtesting of trading algorithms.
• Collaborate with portfolio managers and traders to refine investment strategies.
• Develop and manage data pipelines and ensure data integrity.
• Communicate research findings and model performance to stakeholders.
• Stay abreast of the latest advancements in quantitative finance and econometrics.

Qualifications:

• Master's or Ph.D. in Mathematics, Statistics, Economics, Computer Science, or a related quantitative field.
• Minimum of 4 years of experience as a Quantitative Analyst or in a similar role within the financial industry.
• Advanced proficiency in programming languages such as Python, R, C++, or Java.
• Strong knowledge of statistical modeling, machine learning, and econometrics.
• Deep understanding of financial markets and derivatives.
• Experience with financial databases (e.g., Bloomberg, Refinitiv) is a plus.
• Excellent analytical, problem-solving, and communication skills.

Our client, a leading institution in the banking and finance sector, is seeking a highly analytical and skilled Quantitative Analyst to join their sophisticated team in Portland, Oregon . This role is integral to developing and implementing complex financial models, risk management strategies, and trading algorithms. The ideal candidate will possess a strong mathematical and statistical background, coupled with exceptional programming abilities. You will be responsible for designing, testing, and deploying quantitative models for pricing derivatives, assessing market risk, and optimizing investment portfolios. Your work will involve extensive data analysis, statistical modeling, and the application of advanced mathematical techniques. You will collaborate closely with traders, portfolio managers, and risk officers to provide insights and support strategic decision-making. Key responsibilities include developing and maintaining the integrity of financial models, conducting back-testing and stress-testing, and ensuring compliance with regulatory requirements. A Master's or Ph.D. in Quantitative Finance, Financial Engineering, Mathematics, Statistics, Computer Science, or a related quantitative field is required. Demonstrated experience in financial modeling, programming languages such as Python, R, C++, and experience with financial databases and market data is essential. Strong problem-solving skills, meticulous attention to detail, and the ability to communicate complex quantitative concepts clearly to non-technical stakeholders are critical. This is a challenging and rewarding opportunity to apply cutting-edge quantitative techniques within a dynamic financial environment.