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 3+ years of relevant experience who are passionate about financial markets, quantitative research, and building data-driven trading strategies. You will work across the complete strategy lifecycle—from research and idea generation to implementation, production deployment, and continuous optimization. You will analyze large-scale market and alternative datasets, develop predictive models, and translate research insights into highly optimized strategies for live trading across global markets. This is a high-ownership role where you will contribute across the entire strategy lifecycle: Research → Signal Development → Backtesting → Implementation → Production → Optimization 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 systematic trading opportunities. • Develop predictive signals and models to capture patterns and opportunities across financial markets. • Design and implement strategies in high-performance, production-quality code. • Backtest, evaluate, and optimize strategies across different market conditions and regimes. • Take successful research from prototype to production and continuously monitor and improve live strategies. • Analyze live 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. Requirements • 3+ years of relevant professional experience in quantitative research, systematic trading, quantitative development, or a related field. • Bachelor’s or Master’s degree in Computer Science, Mathematics, Engineering, or a related quantitative discipline, preferably from a leading academic institution. • Strong quantitative aptitude with excellent analytical and problem-solving skills. • Excellent understanding of data structures, algorithms, and object-oriented programming. • Strong programming skills in C++ or C, with the ability to write efficient, production-quality code. • Strong interest in financial markets, systematic strategies, and quantitative trading. • Ability to work with large-scale datasets and independently solve complex quantitative problems. • Good working knowledge of Linux-based environments. • Experience with Python, R, or Perl is advantageous. • Ability to work effectively in a fast-paced, high-ownership environment. • Strong communication skills, attention to detail, and a collaborative mindset.