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 a Quantitative Researcher to develop and enhance data-driven trading strategies for US financial markets.

In this role, you will analyze large-scale financial and market datasets, generate predictive signals, and apply quantitative and statistical techniques to identify trading opportunities. You will work closely with quantitative researchers, traders, and engineers to develop, test, and improve trading strategies, with end-to-end ownership across the research and strategy development lifecycle.

This role is ideal for candidates looking to gain hands-on exposure to US financial markets while working on high-impact quantitative trading strategies in a fast-paced, research-driven environment. What You’ll Do Research and develop quantitative trading strategies for US financial markets. Analyze large-scale financial and market datasets to identify patterns and trading opportunities.

Develop, test, and evaluate predictive signals using statistical and quantitative techniques. Build robust research frameworks and translate research ideas into scalable trading strategies. Analyze strategy performance and identify opportunities to improve prediction accuracy and overall performance. Collaborate closely with quantitative researchers, traders, and engineers to develop and deploy new strategies.

Investigate strategy behavior and iterate rapidly based on research findings and live market feedback.

Requirements

Bachelor’s or Master’s degree in Computer Science, Mathematics, Statistics, or a related quantitative discipline. Strong quantitative aptitude and problem-solving skills. Solid understanding of probability, statistics, and data analysis. Strong proficiency in Python (must-have); knowledge of C++ is a plus. Strong understanding of data structures and algorithms.

Experience working in Linux/Unix environments. Ability to work independently and perform effectively in a fast-paced, research-driven environment. Strong communication skills, intellectual curiosity, and a high degree of ownership.