Develop and enhance data-driven trading strategies for US financial markets. Responsibilities include analyzing large datasets, generating predictive signals, collaborating with trading and engineering teams, and owning research and strategy development end to end. The role requires quantitative problem-solving, statistical analysis, programming, algorithms, and Linux/Unix expertise in a fast-paced research environment.
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.
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