Quantitative Researcher- China Market-Cypto and Options

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 markets.

You will work with large-scale financial datasets, apply statistical and machine learning techniques to identify trading opportunities and generate predictive signals, and translate research ideas into robust, high-performance 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 → Back testing → 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 back testing frameworks.

• Perform rigorous back testing and evaluate strategy performance across different market conditions.

• Translate research ideas and predictive signals into production-ready trading strategies.

• Monitor live strategy performance and continuously refine models to improve predictive accuracy and robustness.

• Explore new datasets, signals, and quantitative techniques to enhance alpha generation.

• Analyze live trading behavior and identify opportunities for strategy optimization.

• Collaborate closely with engineering teams to ensure the robustness, scalability, and performance of production systems.

• Take ownership of research and strategy development from initial hypothesis through implementation and production.

Requirements

• Engineering degree in Computer Science or a related quantitative discipline from a premier institution.

• Strong problem-solving skills and quantitative aptitude.

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

• Proficiency in C++ or C.

• 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.