Quantitative Strategist - India

About Quadeye

Quadeye is a global algorithmic trading firm operating across major financial markets and exchanges. We transform deep market insights into sophisticated, automated trading strategies across diverse asset classes by combining advanced mathematical models with cutting-edge technology.

Our flat, meritocratic culture empowers engineers, researchers, and quantitative minds to take complete ownership, drive innovation, and make a direct impact on trading performance. With world-class infrastructure, strong mentorship, and real-time feedback, our teams solve some of the most challenging problems in quantitative finance.

We are a team of entrepreneurial thinkers, expert coders, and quantitative minds united by a passion for performance and innovation. While we operate in a high-performance environment, we believe that collaboration, curiosity, and balance are equally important. From international offsites and sports tournaments to team outings and social events, we strive to create an environment where excellence and enjoyment go hand in hand.

About the Role

We are looking for experienced Quantitative Strategists to research, develop, and optimize data-driven trading strategies across global markets.

You will work with large-scale datasets, leverage advanced statistical and machine learning techniques, and build high-performance code for live trading. The role offers end-to-end ownership of the strategy lifecycle, from initial research and idea generation through implementation, production deployment, monitoring, and continuous optimization.

If you are passionate about markets, quantitative research, programming, and solving complex problems, this is an opportunity to work on strategies that have a direct, real-time impact.

What You'll Work On

• Analyze terabytes of market and alternative data to identify trading opportunities and generate actionable insights.
• Apply cutting-edge statistical, mathematical, and machine learning techniques to develop predictive models and trading signals.
• Design, implement, and optimize trading strategies using high-performance, production-grade code.
• Take strategies from research and backtesting through production deployment and live trading.
• Monitor strategy performance, investigate market behavior, and continuously develop new ideas to improve prediction accuracy and execution.
• Collaborate closely with researchers, engineers, and traders to solve complex problems and enhance trading performance.

What We're Looking For

• 1+ Year of work experience.
• Bachelor's or Master's degree in Computer Science, Engineering, Mathematics, or a related quantitative discipline from a premier institute.
• Strong problem-solving ability and quantitative aptitude.
• Excellent understanding of Data Structures, Algorithms, and Object-Oriented Programming.
• Strong programming skills, preferably in C++ or C.
• Strong analytical mindset with an ability to work with large and complex datasets.
• Ability to work independently, take ownership, and manage multiple priorities in a fast-paced environment.
• Strong communication skills and a high degree of professional integrity.
• Working knowledge of Linux.
• Experience with Python, R, or Perl is a plus.