Quantitative Strategist - Derivatives

Quadeye; India; On-site; INR 1,500,000 - 3,000,000; Full time

Job summary

Quadeye in India is seeking a talented Quantitative Strategist to design, implement, and optimize data-driven trading strategies for Asian markets. The role involves working with large datasets, applying advanced statistical and machine learning techniques, and writing high-performance code. Candidates should have an engineering degree in Computer Science and proficiency in C++. This position offers a collaborative environment where innovation directly impacts trading performance.

Qualifications

• Strong problem-solving skills and quantitative aptitude are essential.
• Excellent understanding of data structures, algorithms, and object-oriented programming is required.
• Familiarity with financial markets, particularly in Asia, is advantageous.

Responsibilities

• Analyze large datasets to identify trading opportunities.
• Apply statistical, mathematical, and machine learning methods for signal generation.
• Design and implement trading strategies in production-quality code.
• Maintain research pipelines and backtesting frameworks.

Skills

Problem-solving skills

Quantitative aptitude

Data structures and algorithms understanding

C++ proficiency

Linux knowledge

Communication skills

Education

Engineering degree in Computer Science or equivalent from premier institutes

Tools

C++

Python

R

Perl

Job description

• Country India

Job Description

About the Company

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 talented Quantitative Strategists to design, implement, and optimize data-driven trading strategies for Asian 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 in a fast-paced and collaborative environment.

What You’ll Work On

• Analyze large datasets to identify trading opportunities in Asian markets
• Apply statistical, mathematical, and machine learning methods for signal generation
• Design and implement trading strategies in highly optimized, production-quality code
• Build and maintain research pipelines and back testing frameworks
• Productionize strategies, monitor performance, and refine models for improved predictions
• Explore new datasets, signals, and predictive features to enhance alpha generation
• Work closely with engineering teams to ensure robustness and scalability of systems

What We’re Looking For

• Engineering degree in Computer Science or equivalent from premier institutes
• Strong problem-solving skills and quantitative aptitude
• Excellent understanding of data structures, algorithms, and object-oriented programming
• Proficiency in C++ or C preferred
• Working knowledge of Linux
• Ability to work in a fast-paced environment and manage multiple priorities
• Strong work ethic and communication skills
• Familiarity with Python, R, or Perl is a plus
• Interest or experience in Asian financial markets is an advantage