Quantitative Strategist - All Asset Classes

Quadeye; New York (NY); On-site; USD 150,000 - 230,000; Full time

Job summary

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.

Responsibilities

• 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.

Skills

Problem solving

Quantitative aptitude

Data structures

Algorithms

Object-oriented programming

Financial markets interest

Large datasets

Communication

Attention to detail

Education

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

Tools

C++

C

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.

Our teams work at the intersection of markets, mathematics, data, and technology, with significant ownership over the ideas they develop and deploy. We foster a meritocratic environment where strong problem-solving, intellectual curiosity, and execution are valued over hierarchy.

About the Role

We are looking for Quantitative Strategists who are passionate about financial markets, quantitative research, and building data-driven trading strategies.

In this role, you will work across the complete strategy lifecycle — from research and idea generation to implementation, production deployment, and continuous optimization. You will work with large-scale datasets, develop predictive models, and translate research into highly optimized strategies for live trading across global markets.

What You'll Do

• 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.

What We're Looking For

• Bachelor's/Master's degree in Computer Science, Mathematics, Engineering, or a related quantitative discipline from a premier institute.
• 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.

Why Quadeye?

• Work on challenging problems at the intersection of quantitative finance, mathematics, and technology.
• Own strategies end-to-end, from research to live production.
• Work with large-scale datasets and world-class trading infrastructure.
• Collaborate with highly skilled researchers, traders, and engineers.
• Operate in a high-performance, meritocratic environment where your work directly impacts trading outcomes.

If you're excited by markets, data, algorithms, and solving hard problems, we'd love to hear from you.