Quantitative Researcher

About Quadeye Quadeye is an algorithmic trading firm operating across major global financial markets and exchanges. We combine quantitative research, advanced mathematical modeling, and high-performance technology to develop sophisticated automated trading strategies across diverse asset classes. Our teams work at the intersection of markets, mathematics, statistics, and technology, with significant ownership across the entire strategy lifecycle—from research and ideation to implementation, deployment, and optimization. We offer a highly meritocratic environment where talented researchers and engineers have the opportunity to work on challenging problems, access world-class infrastructure, and see the direct impact of their work on live trading performance. The Role We are looking for Quantitative Researchers with 1+ years of relevant experience to develop, implement, and optimize data-driven trading strategies across global markets. You will work with large-scale datasets, apply statistical and machine learning techniques to identify trading opportunities, and translate research ideas into robust, high-performance production systems. This is a high-ownership role where you will be involved across the full strategy lifecycle: What You’ll Do Research and develop quantitative trading strategies using large-scale financial and market datasets. Apply statistical modeling, machine learning, and quantitative techniques to identify and exploit market opportunities. Develop robust and efficient trading models and translate research ideas into production-ready systems. Write clean, optimized, and scalable code for live trading environments. Analyze strategy performance and continuously identify opportunities to improve prediction accuracy, execution, and performance. Work closely with quantitative researchers, traders, and engineers to develop and deploy new strategies. Investigate live strategy behavior, diagnose performance issues, and iterate rapidly based on real-time feedback. Requirements 1+ years of professional experience in quantitative trading, quantitative research, systematic trading, financial modeling, or a closely related field. Bachelor’s, Master’s, or PhD in Mathematics, Statistics, Electrical Engineering, Physics, or a related quantitative discipline. Strong academic background from a top-tier university or equivalent institution. Exceptional quantitative aptitude and problem-solving skills. Strong programming skills in C++ or C; proficiency in Python is a plus. Solid understanding of statistical modeling, probability, and data analysis. Experience working with large datasets and developing data-driven models. Working knowledge of Linux/Unix environments. Ability to work independently, manage multiple priorities, and perform effectively in a fast-paced environment. Strong communication skills, intellectual curiosity, and a high degree of ownership. #J-18808-Ljbffr