Quantitative Researcher - All asset classes

Quadeye Securities Pvt Ltd; Singapore; On-site; SGD 110,000 - 170,000; Full time

Job summary

Quadeye Securities Pvt Ltd is a Singapore-based algorithmic trading firm that operates across major financial markets and exchanges. We seek 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 in a fast-paced, collaborative environment.

Qualifications

• 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.

Responsibilities

• Using cutting-edge statistical and machine learning techniques to identify opportunities from terabytes of data.
• Design and implement trading strategies into highly-optimized and nimble code.
• Productionize your strategies; investigate, observe and devise new ideas for better and faster predictions.

Skills

C/C++

Python

Statistics

Linux

Quantitative

Education

Bachelor/Master/PhD in Mathematics/Statistics/EE/Physics

Tools

Linux/Unix

Job description

Quantitative Researcher - All asset classes

Singapore, Singapore | Posted on 09/15/2026

Quadeyeisanalgorithmictradingfirmoperatingacrossallmajorfinancialmarketsandexchanges.Wespecializeintransformingdeepmarketinsightsintosophisticated,automatedtradingstrategiesacrossdiverseassetclasses.Bycombiningadvancedmathematicalmodelswithcutting-edgetechnology,webuildscalable,resilient,andhigh-performancetradingsystems.Ourmeritocraticcultureempowersengineersandresearcherstotakecompleteownership,driveinnovation,andmakeadirectimpactontradingperformance.Withaccesstoworld-classinfrastructure,mentorship,andreal-timefeedback,ourteamthrivesonsolvingsomeofthetoughestproblemsinquantitativefinance.

The Role

WeareseekingexperiencedQuantitativeStrategiststodesign,implement,andoptimizedata-driventradingstrategiesforglobalmarkets.You’llworkwithlargedatasets,applyadvancedstatisticalandmachinelearningtechniques,andwritehigh-performancecodeforlivedeployment.Thisroleoffersfullownershipofthestrategylifecycle—fromresearchtoproduction—withinafast-paced,collaborativeenvironment.Ifyou'repassionateaboutmarkets,coding,andmakingreal-timeimpact,thisistheroleforyou.

What You’ll Do

• Usingcuttingedgestatisticalandmachinelearningtechniquestoidentifyopportunitiesfromterabytesofdata
  
• Designandimplementtradingstrategiesintoahighly-optimizedandnimblecode
  
• Productionizeyourstrategies;investigate,observeanddevisenewideasforbetterandfasterpredictions
  

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.