Job description
Quadeye is an algorithmic trading firm operating across global financial markets. We specialize in building data-driven, automated trading strategies by combining deep market insights with advanced mathematical models and cutting-edge technology. Our meritocratic culture empowers researchers and engineers to take ownership, innovate, and directly impact trading performance.
With world-class infrastructure and real-time feedback, we tackle some of the most challenging problems in quantitative finance. We are looking for a Quantitative Researcher to develop and enhance data-driven trading strategies for US financial markets. In this role, you will analyze large datasets, generate predictive signals, and collaborate closely with trading and engineering teams to improve performance and scalability.
You will have end-to-end ownership of research and strategy development. This role is ideal for candidates looking to gain hands-on exposure to US financial markets while working on high-impact trading strategies.
Requirements
Bachelor’s/Master’s in Computer Science, Mathematics, Statistics, or related field Strong problem-solving and quantitative skills Solid understanding of probability, statistics, and data analysis Proficiency in Python (must-have) and/or C++ Strong knowledge of data structures and algorithms Experience working in Linux/Unix environments Ability to work in a fast-paced, research-driven environment Strong communication and ownership mindset Benefits Work on cutting-edge problems in quantitative finance Opportunity to gain exposure to US financial markets High ownership and impact-driven work environment Access to world-class infrastructure and datasets Collaborative and meritocratic culture Continuous learning and growth opportunities