Intern - Quant Researcher

Quadeye Securities Pvt Ltd; New York (NY); On-site; USD 47,000 - 74,000; Full time

Job summary

Quadeye Securities Pvt Ltd in New York is seeking a Quantitative Strategist Intern to work at the intersection of mathematics, programming, and financial markets. You will conduct hands-on quantitative research, analyze market data, and develop ideas that feed into live trading strategies and the firm's technology powering trading systems.

This internship is designed for students who enjoy analytical thinking, problem-solving, quantitative research, and coding, and want to apply these skills to

Qualifications

• Pursuing an engineering degree in Computer Science or related quantitative discipline.
• Strong quantitative aptitude and analytical skills.
• Solid foundation in data structures, algorithms, and OOP.
• Strong programming fundamentals in C++ or C.
• Interest in quantitative research, financial markets, and systematic trading.
• Ability to translate ideas into testable solutions.
• Excellent communication and collaboration, with ownership mindset.
• Knowledge of Linux, Python, Perl, or R is advantageous.

Responsibilities

• Conduct quantitative research using mathematical, statistical, and programming techniques to explore trading opportunities.
• Explore financial research and market literature to generate new trading ideas and hypotheses.
• Design and run backtests to evaluate the performance and robustness of research ideas.
• Analyze large-scale datasets, market patterns, market microstructure, and strategy performance.
• Develop quantitative models and tools that support current and future trading requirements.
• Improve existing research methodologies, tools, and technology to make the research process more robust and efficient.
• Develop functionality and features that contribute to Quadeye's research and trading systems.
• Collaborate with quantitative researchers and engineers to translate promising research ideas into practical implementations.

Skills

Quantitative aptitude

Data structures & algorithms

C++/C programming

Quantitative research

Analytical thinking

Team collaboration

Linux

Python/Perl/R

Education

Engineering degree in CS or related quantitative field

Tools

Linux

Python

Perl

R

Job description

New York, United States | Posted on 09/08/2026

Quadeye is an algorithmic trading firm operating across major global financial markets and exchanges. We combine quantitative research, advanced mathematical modeling, and high-performance technology to develop sophisticated automated trading strategies across diverse asset classes.

Our teams work at the intersection of markets, mathematics, statistics, and technology, with significant ownership across the entire strategy lifecycle-from research and ideation to implementation, deployment, and optimization.

We offer a highly meritocratic environment where talented researchers and engineers have the opportunity to work on challenging problems, access world-class infrastructure, and see the direct impact of their work on live trading performance.

The Role

We are looking for sharp, curious, and driven Quantitative Strategist Interns to work at the intersection of mathematics, programming, and financial markets.

You will conduct hands-on quantitative research, analyze market data, and develop ideas that can contribute directly to our trading strategies and the technology powering our live trading systems. You will explore financial literature, test hypotheses, build quantitative models, and learn how research ideas are evaluated and translated into real-world trading applications.

This internship is designed for students who enjoy analytical thinking, problem-solving, quantitative research, and coding, and want to apply these skills to challenging problems in financial markets.

What You'll Do

• Conduct quantitative research using mathematical, statistical, and programming techniques to explore trading opportunities.
• Explore financial research and market literature to generate new trading ideas and hypotheses.
• Design and run backtests to evaluate the performance and robustness of research ideas.
• Analyze large-scale datasets, market patterns, market microstructure, and strategy performance.
• Develop quantitative models and tools that support current and future trading requirements.
• Improve existing research methodologies, tools, and technology to make the research process more robust and efficient.
• Develop functionality and features that contribute to Quadeye's research and trading systems.
• Collaborate with quantitative researchers and engineers to translate promising research ideas into practical implementations.

Requirements

• Pursuing an engineering degree in Computer Science or a related quantitative discipline, preferably from a leading academic institution.
• Strong quantitative aptitude with excellent analytical and problem-solving skills.
• Solid foundation in data structures, algorithms, and object-oriented programming.
• Strong programming fundamentals, preferably in C++ or C.
• Strong interest in quantitative research, financial markets, and systematic trading.
• Ability to approach complex problems analytically and translate ideas into testable solutions.
• Ability to manage multiple priorities and work effectively in a fast-paced environment.
• Strong communication and collaboration skills with a willingness to learn and take ownership.
• Knowledge of Linux, Python, Perl, or R is advantageous.