End-to-End Quant Strategist — Multi-Asset Markets

Quadeye; Chicago (IL); On-site; USD 120,000 - 200,000; Full time

Job summary

Quadeye is a global algorithmic trading firm operating across major financial markets, exchanges, and asset classes. We combine quantitative research, advanced mathematics, and high-performance technology to build automated trading strategies that operate at scale.

As a Quantitative Strategist, you will work across the strategy lifecycle—from research and idea generation to production deployment and continuous optimization.

Qualifications

• 2+ years of experience in quantitative trading or related field.
• Strong mathematical and statistical foundations are essential.
• Proficiency in C/C++ and experience with Linux environments.

Responsibilities

• Research and develop quantitative trading strategies using large-scale market and alternative datasets.
• Apply 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 optimization opportunities.
• Collaborate with researchers, traders, and engineers to develop new ideas.

Skills

Quantitative aptitude

Problem-solving

Data structures & algorithms

C/C++ programming

Linux experience

Tools

Python

R

Perl

Job description

Quadeye is a global algorithmic trading firm operating across major financial markets, exchanges, and asset classes. We combine quantitative research, advanced mathematics, and high-performance technology to build automated trading strategies that operate at scale.

As a Quantitative Strategist, you will work across the strategy lifecycle—from research and idea generation to production deployment and continuous optimization.