Quantitative Researcher USA

Quadeye Securities Pvt Ltd; United States; On-site; USD 120,000 - 180,000; Full time

Job summary

Quadeye is hiring a Quantitative Researcher to develop data-driven trading strategies for US financial markets. You will analyze large datasets, generate predictive signals, and collaborate with trading and engineering teams to improve performance and scalability.

You will own research from idea to production. This role is ideal for hands-on researchers seeking direct impact on trading results, access to world‑class infrastructure, and a meritocratic culture that rewards initiative, rigorous

Qualifications

• Bachelor’s or Master’s in Computer Science, Mathematics, Statistics, or related field.
• Strong problem-solving and quantitative skills.
• Proficiency in Python (must-have) and/or C++.
• Strong knowledge of data structures and algorithms.
• Experience working in Linux/Unix environments.
• Ability to work in a fast-paced, research-driven environment.

Responsibilities

• Analyze large datasets to generate predictive signals.
• Collaborate with trading and engineering teams to improve performance and scalability.
• Own research and strategy development end-to-end from idea to production.
• Translate insights into executable trading strategies.
• Contribute to continuous learning and knowledge sharing.

Skills

Problem solving

Quantitative skills

Python

C++

Data structures

Linux/Unix

Communication

Ownership mindset

US markets exposure

Quant finance

Learning mindset

Education

Bachelors/Masters in CS/Math/Stats

Tools

Linux/Unix

Job description

Quadeye is an algorithmic trading firm operating across global financial markets. We specialize in building data-driven, automated trading strategies by combining deep market insights with advanced mathematical models and cutting-edge technology.

Our meritocratic culture empowers researchers and engineers to take ownership, innovate, and directly impact trading performance. With world-class infrastructure and real-time feedback, we tackle some of the most challenging problems in quantitative finance.

We are looking for a Quantitative Researcher to develop and enhance data-driven trading strategies for US financial markets.

In this role, you will analyze large datasets, generate predictive signals, and collaborate closely with trading and engineering teams to improve performance and scalability. You will have end-to-end ownership of research and strategy development.

This role is ideal for candidates looking to gain hands-on exposure to US financial markets while working on high-impact trading strategies.

Requirements

• Bachelor’s/Master’s in Computer Science, Mathematics, Statistics, or related field
  
• Strong problem-solving and quantitative skills
  
• Solid understanding of probability, statistics, and data analysis
  
• Proficiency in Python (must-have) and/or C++
  
• Strong knowledge of data structures and algorithms
  
• Experience working in Linux/Unix environments
  
• Ability to work in a fast-paced, research-driven environment
  
• Strong communication and ownership mindset
  
• Work on cutting-edge problems in quantitative finance
  
• Opportunity to gain exposure to US financial markets
  
• High ownership and impact-driven work environment
  
• Access to world-class infrastructure and datasets
  
• Collaborative and meritocratic culture
  
• Continuous learning and growth opportunities