Quant Strategist: End-to-End Algo Across Assets

Quadeye; Chicago (IL); On-site; USD 120,000 - 190,000; Full time

Job summary

Quadeye is seeking Quantitative Strategists to develop data-driven trading strategies across global markets. You will handle the full lifecycle—from research and idea generation to implementation, production deployment, and continuous optimization.

You will work with large-scale datasets and apply advanced statistical, mathematical, and machine learning techniques to identify trading opportunities. The role emphasizes high-ownership and collaboration with researchers, traders, and engineers.

Qualifications

• 3+ years of experience in quantitative finance or related field.
• Strong problem-solving and quantitative aptitude.
• Excellent understanding of data structures, algorithms, and OOP.
• Proficiency in C++ or C and Python is highly desirable.

Responsibilities

• Research and develop quantitative trading strategies using large-scale market data.
• Apply statistical, mathematical, and machine learning techniques to identify opportunities.
• Design and implement production-quality, high-performance code.
• Backtest and optimize strategies across different market conditions.
• Monitor live strategies and production systems for latency and reliability.
• Collaborate with researchers, traders, and engineers to refine analytics.

Skills

C++/C

Python

Mathematics

Machine learning

Data analysis

Linux

Problem solving

Tools

Git

Job description

Quadeye is seeking Quantitative Strategists to develop data-driven trading strategies across global markets. You will handle the full lifecycle—from research and idea generation to implementation, production deployment, and continuous optimization.

You will work with large-scale datasets and apply advanced statistical, mathematical, and machine learning techniques to identify trading opportunities. The role emphasizes high-ownership and collaboration with researchers, traders, and engineers.