Quantitative Researcher

Quadeye Securities Pvt Ltd; Gurugram District; On-site; INR 1,500,000 - 2,100,000; Full time

Job summary

Quadeye Securities Pvt Ltd in Gurugram seeks experienced Quantitative Strategists to design, implement, and optimize data-driven trading strategies for global markets. You will work with large datasets, apply statistical and ML techniques, and write high-performance code for live deployment.

This role offers full ownership from research to production within a fast-paced, collaborative environment, with access to world-class infrastructure and mentorship to drive trading performance.

Qualifications

• Engineering degree in CS or related field.

Responsibilities

• Use advanced statistical and machine learning techniques to identify opportunities from large-scale datasets.
• Design and implement trading strategies in optimized, production-quality code.
• Deploy strategies into production, monitor performance, and refine predictive components.
• Investigate anomalies, explore new ideas, and iterate rapidly to enhance strategy performance.

Skills

Quantitative aptitude

Problem solving

Data structures & algorithms

Linux

C++

C

Python

R

Perl

Communication

Education

Engineering degree in Computer Science or related field

Tools

C++

C

Python

R

Perl

Linux

Job description

Quadeye is an algorithmic trading firm operating across all major financial markets and exchanges. We specialize in transforming deep market insights into sophisticated, automated trading strategies across diverse asset classes. By combining advanced mathematical models with cutting-edge technology, we build scalable, resilient, and high-performance trading systems. Our meritocratic culture empowers engineers and researchers to take complete ownership, drive innovation, and make a direct impact on trading performance. With access to world-class infrastructure, mentorship, and real-time feedback, our team thrives on solving some of the toughest problems in quantitative finance.

Role Overview

We are seeking experienced Quantitative Strategists to design, implement, and optimize data-driven trading strategies for global markets. You will work with large datasets, apply advanced statistical and machine learning techniques, and write high-performance code for live deployment. This role offers full ownership of the strategy lifecycle—from research to production—within a fast-paced, collaborative environment.

What You’ll Work On

• Use advanced statistical and machine learning techniques to identify opportunities from large-scale datasets
• Design and implement trading strategies in optimized, production-quality code
• Deploy strategies into production, monitor performance, and refine predictive components
• Investigate anomalies, explore new ideas, and iterate rapidly to enhance strategy performance

What We’re Looking For

• Engineering degree in Computer Science or a related field from premier institutes
• 1 to problem-solving skills and quantitative aptitude
• Solid understanding of data structures, algorithms, and object-oriented programming, preferably in C++ or C
• Ability to handle multiple tasks in a fast-paced environment
• Strong communication skills and work ethic
• Working knowledge of Linux
• Familiarity with R, Python, or Perl is a plus
• Open to candidates with up to 1 year of relevant technical experience in tech firms or product companies
• Exposure to Asian, US, or other non-European markets is a plus