Quantitative Strategist - All Asset Classess

Quadeye; New York (NY); On-site; USD 150,000 - 210,000; Full time

Job summary

Quadeye is a global algorithmic trading firm seeking Quantitative Strategists to build data-driven trading strategies across global markets. You will cover the full lifecycle from research to live deployment, utilize large-scale datasets, and translate research into production-grade strategies with high performance requirements.

Ideal candidates will have strong programming capability in C++/C, a solid foundation in mathematics and statistics, and a keen interest in financial markets and

Qualifications

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

Responsibilities

• Research and develop quantitative trading strategies using large-scale market and alternative datasets.

Skills

Problem solving

Quantitative aptitude

Data structures

Algorithms

OOP

C++ / C

Linux

Python / R / Perl

Financial markets interest

Education

Bachelor's or Master's in Computer Science/Mathematics/Engineering

Tools

Python

R

Perl

C++

C

Linux

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.