Quantitative Researcher - USA

Quadeye • New York, NY

1d • Onsite

About The Position

About Quadeye 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 Quantitative Strategists with 1+ years of relevant experience to develop, implement, and optimize data-driven trading strategies across global markets. You will work with large-scale datasets, apply statistical and machine learning techniques to identify trading opportunities, and translate research ideas into robust, high-performance production systems. This is a high-ownership role where you will be involved across the full strategy lifecycle: Research → Signal Development → Backtesting → Implementation → Production → Optimization

Requirements

• 1+ years of professional experience in quantitative trading, quantitative research, systematic trading, financial modeling, or a closely related field.
• Bachelor's, Master's, or PhD degree in Mathematics, Statistics, Electrical Engineering, Physics, or a related quantitative discipline.
• Strong academic background from a top-tier university / Tier-1 institution.
• Exceptional problem-solving and quantitative aptitude.
• Strong programming skills in C++ or C ; proficiency in Python is a plus.
• Solid understanding of statistical modeling, probability, and data analysis.
• Experience working with large datasets and developing data-driven models.
• Working knowledge of Linux/Unix environments.
• Ability to work independently, manage multiple priorities, and operate effectively in a fast-paced environment.
• Strong communication skills, intellectual curiosity, and a high level of ownership.

Responsibilities

• Research and develop quantitative trading strategies using large-scale financial and market datasets.
• Apply statistical modeling, machine learning, and quantitative techniques to identify and exploit market opportunities.
• Develop robust and efficient trading models and translate research ideas into production-ready systems.
• Write clean, optimized, and scalable code for live trading environments.
• Analyze strategy performance and continuously identify opportunities to improve prediction accuracy, execution, and performance.
• Work closely with quantitative researchers, traders, and engineers to develop and deploy new strategies.
• Investigate live strategy behavior, diagnose performance issues, and iterate rapidly based on real-time feedback.

What This Job Offers

• Job Type: Full-time
• Career Level: Mid Level