We explore the potential for quantum speedups in convex optimization using discrete simulations of the Quantum Hamiltonian Descent (QHD) framework, as proposed by Leng et al., and establish the first rigorous query complexity bounds. We develop enhanced analyses for quantum simulation of Schrödinger operators with black-box potential via the pseudo-spectral method, providing explicit resource estimates independent of wavefunction assumptions. These bounds are applied to assess the complexity of optimization through QHD. Our findings pertain to unconstrained convex optimization in $d$ dimensions. In continuous time, we demonstrate that QHD, with suitable parameters, can achieve arbitrarily fast convergence rates. The optimization speed limit arises solely from the discretization of the dynamics, mirroring a property of the classical dynamics underlying QHD. Considering this cost, we show that a $G$-Lipschitz convex function can be optimized to an error of $ε$ with $\widetilde{\mathcal{O}}(d^{1.5}G^2 R^2/ε^2)$ queries. Moreover, under reasonable assumptions on the complexity of Hamiltonian simulation, $\widetildeΩ(d/ε^2)$ queries are necessary. Thus, QHD does not offer a speedup over classical zeroth order methods with exact oracles. However, we demonstrate that the QHD algorithm tolerates $\widetilde{\mathcal{O}}(ε^3/d^{1.5}G^2 R^2)$ noise in function evaluation. We show that QHD offers a super-quadratic query advantage over all known classical algorithms tolerating this level of evaluation noise in the high-dimension regime. Additionally, we design a quantum algorithm for stochastic convex optimization that provides a super-quadratic speedup over all known classical algorithms in the high-dimension regime. To our knowledge, these results represent the first rigorous quantum speedups for convex optimization achieved through a dynamical algorithm.