Quantitative Researcher- Derivatives

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 a Quantitative Strategist to design, implement, and optimize data-driven trading strategies across Asian financial markets. You will work with large-scale datasets, apply advanced statistical, mathematical, and machine learning techniques to identify trading opportunities and generate predictive signals, and translate research ideas into optimized, production-quality trading strategies. This is a high-ownership role with involvement across the full strategy lifecycle, from research and signal development to backtesting, implementation, production, and continuous optimization. Research → Signal Development → Backtesting → Implementation → Production → Optimization What You’ll Do Analyze large-scale financial and market datasets to identify patterns and trading opportunities across Asian markets. Research and develop quantitative trading strategies using statistical, mathematical, and machine learning techniques. Develop, test, and evaluate predictive signals and features for alpha generation. Design and implement trading strategies in highly optimized, production-quality code. Build and maintain robust research pipelines and backtesting frameworks. Perform rigorous backtesting and evaluate strategy performance across different market conditions. Translate research ideas and predictive signals into robust, production-ready trading strategies. Deploy strategies into production, monitor live performance, and continuously refine models to improve predictive accuracy. Explore new datasets, signals, models, and predictive features to enhance alpha generation. Investigate strategy behavior and identify opportunities to improve performance and robustness. Evaluate the scalability and reliability of strategies before and after production deployment. Collaborate closely with engineering teams to ensure the robustness, scalability, and performance of production systems. Take end-to-end ownership of research and strategy development from initial hypothesis through implementation, production, and optimization.

Requirements

Engineering degree in Computer Science or an equivalent discipline from a premier institution. Strong problem-solving

skills

and quantitative aptitude. Excellent understanding of data structures, algorithms, and object-oriented programming.

Experience

with C++ or C is preferred. Working knowledge of Linux environments. Ability to work effectively in a fast-paced environment and manage multiple priorities. Strong work ethic and communication skills. Familiarity with Python, R, or Perl is a plus. Interest or

experience

in Asian financial markets is an advantage.

Engineering degree in Computer Science or an equivalent discipline from a premier institution. Strong problem-solving

skills

and quantitative aptitude. Excellent understanding of data structures, algorithms, and object-oriented programming.

Experience

with C++ or C is preferred. Working knowledge of Linux environments. Ability to work effectively in a fast-paced environment and manage multiple priorities. Strong work ethic and communication skills. Familiarity with Python, R, or Perl is a plus. Interest or

experience

in Asian financial markets is an advantage.