Quantitative Strategist - All asset classes

Quadeye; Singapore; On-site; SGD 200,000 - 320,000; Full time

Job summary

Quadeye seeks experienced Quantitative Strategists to design, implement, and optimize data-driven trading strategies for global markets. You will work with terabytes of data, applying advanced statistical and machine learning techniques, and write high-performance code for live deployment.

You will own the strategy lifecycle from research to production in a fast-paced, collaborative environment, solving complex problems at scale and contributing to real-time trading performance.

Qualifications

• Degree in CS or equivalent (required).
• Strong problem-solving and quantitative aptitude.
• Experience with data structures, algorithms, and OOP; C++/C preferred.

Responsibilities

• Design, implement, and optimize data-driven trading strategies for global markets.
• Work with large datasets and apply ML/statistical techniques.
• Productionize strategies and iterate for faster predictions.

Skills

Quantitative aptitude

Problem-solving

Multi-tasking

Communication skills

Education

Engineering degree in Computer Science or equivalent

Tools

C++

C

Python

R

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’ll 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. If you're passionate about markets, coding, and making real-time impact, this is the role for you.

What you’ll work on:

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

What We're Looking For:

• Engineering degree in Computer Science or equivalent from Premier Institutes
• Good problem-solving skills and quantitative aptitude
• Strong background in data structures, algorithms and object-oriented programming, preferably in C++ or C
• Ability to manage multiple tasks in a fast-paced environment
• Strong work ethics and communication skills
• Working knowledge of Linux
• Knowledge of R, Python or Perl is a plus