Quantitative Researcher- All Asset Classes | All Market
QuadEye · Gurgaon
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Employer requisition: 199893000000419219
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Collected role description
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 experienced Quantitative Strategists to research, design, implement, and optimize data-driven trading strategies across global financial markets. You will work with large-scale datasets, apply advanced statistical and machine learning techniques to identify trading opportunities, and translate successful research into high-performance strategies for live deployment. You will have ownership across the strategy lifecycle, from developing and testing ideas to deploying them in production and continuously improving their performance. Research → Signal Development → Backtesting → Implementation → Production → Optimization What You’ll Do • Analyze large-scale market datasets using advanced statistical and machine learning techniques to identify trading opportunities. • Research and develop predictive signals and systematic trading strategies across global financial markets. • Design and implement trading strategies in highly optimized, production-quality code. • Build and run rigorous backtests to evaluate strategy performance and robustness across different market conditions. • Take successful strategies from research and prototyping through implementation and live production deployment. • Monitor live strategy performance, investigate outcomes, and continuously optimize models and strategies. • Develop new approaches to improve the accuracy, speed, and efficiency of trading predictions. • Collaborate with researchers, traders, and engineers to improve strategies and the supporting research and trading infrastructure. Requirements • Engineering degree in Computer Science or a related quantitative discipline, preferably from a leading academic institution. • Strong quantitative aptitude and excellent analytical and problem-solving skills. • Strong foundation in data structures, algorithms, and object-oriented programming. • Strong programming skills in C++ or C, with the ability to write efficient, high-performance code. • Understanding of statistical analysis and quantitative methods for working with large-scale datasets. • Working knowledge of Linux-based environments. • Knowledge of Python, R, or Perl is advantageous. • Ability to translate quantitative ideas into robust, production-ready implementations. • Ability to manage multiple priorities and work effectively in a fast-paced, high-ownership environment. • Strong communication and collaboration skills.