All-Asset Quant Strategist: Research to Live Trading

Quadeye; New York (NY); Sur place; USD 150 000 - 230 000; Plein temps

Résumé du poste

Quadeye is a global algorithmic trading firm seeking Quantitative Strategists who excel in financial markets and data-driven strategies. You will work across the full strategy lifecycle—from research and idea generation to implementation, production deployment, and continuous optimization.

You will handle large-scale datasets, develop predictive models, and translate research into live trading strategies across global markets, collaborating with researchers, traders, and engineers in a

Qualifications

• Bachelor's or Master's in Computer Science, Mathematics, Engineering, or a related quantitative discipline.
• Strong problem-solving and quantitative aptitude.
• Excellent understanding of data structures, algorithms, and object-oriented programming.
• Strong programming skills in C++ or C.
• Strong interest in financial markets and quantitative trading.
• Ability to work with large datasets and solve complex problems independently.
• Comfortable working in a fast-paced, high-ownership environment.
• Strong work ethic, communication skills, and attention to detail.
• Good working knowledge of Linux.
• Experience with Python, R, or Perl is a plus.

Responsabilités

• Research and develop quantitative trading strategies using large-scale market and alternative datasets.
• Apply advanced statistical, mathematical, and machine learning techniques to identify trading opportunities.
• Design and implement strategies in high-performance, production-quality code.
• Backtest, evaluate, and optimize strategies across different market conditions.
• Productionize research and continuously monitor and improve live strategies.
• Investigate trading performance and latency to identify opportunities for further optimization.
• Collaborate closely with researchers, traders, and engineers to develop new ideas and improve existing strategies.

Connaissances

Problem solving

Quantitative aptitude

Data structures

Algorithms

Object-oriented programming

Financial markets interest

Large datasets

Communication

Attention to detail

Formation

Bachelor's or Master's in Computer Science, Mathematics, Engineering or related quantitative discipline

Outils

C++

C

Python

R

Perl

Description du poste

Quadeye is a global algorithmic trading firm seeking Quantitative Strategists who excel in financial markets and data-driven strategies. You will work across the full strategy lifecycle—from research and idea generation to implementation, production deployment, and continuous optimization.

You will handle large-scale datasets, develop predictive models, and translate research into live trading strategies across global markets, collaborating with researchers, traders, and engineers in a