# Quantitative Researcher - USA

[Quadeye](https://www.jorb.ai/firms/quadeye.md) · New York · United States · [Hedge Fund & Quant](https://www.jorb.ai/jobs/hedge-fund-quant.md)

Quadeye is hiring a Quantitative Researcher - USA in New York. Posted 2026-09-09; applications close 2026-11-08.

**Apply**: https://career.quadeye.com/jobs/Careers/199893000003455803/Quantitative-Researcher-USA?source=CareerSite

Posted 16h ago.

## Role details

## 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 work on challenging problems, access world-class infrastructure, and see the direct impact of their work on live trading performance.

## Role

We are looking for Quantitative Strategists with 1+ years of relevant experience to develop, implement, and optimize data-driven trading strategies across global markets. You will work with large-scale datasets, apply statistical and machine learning techniques to identify trading opportunities, and translate research ideas into robust, high-performance production systems. This is a high-ownership role involved across the full strategy lifecycle: Research → Signal Development → Backtesting → Implementation → Production → Optimization.

## What You’ll Do

### Research

  
- Research and develop quantitative trading strategies using large-scale financial and market datasets.
  
- Apply statistical modeling, machine learning, and quantitative techniques to identify and exploit market opportunities.
  
- Develop robust and efficient trading models and translate research ideas into production-ready systems.
  
- Write clean, optimized, and scalable code for live trading environments.
  
- Analyze strategy performance and continuously identify opportunities to improve prediction accuracy, execution, and overall performance.
  
- Work closely with quantitative researchers, traders, and engineers to develop and deploy new strategies.
  
- Investigate live strategy behavior, diagnose performance issues, and iterate rapidly based on real-time feedback.

## Requirements

  
- 1+ years of professional experience in quantitative trading, quantitative research, systematic trading, financial modeling, or a closely related field.
  
- Bachelor’s, Master’s, or PhD degree in Mathematics, Statistics, Electrical Engineering, Physics, or a related quantitative discipline.
  
- Strong academic background from a top-tier university / Tier-1 institution.
  
- Exceptional problem-solving and quantitative aptitude.
  
- Strong programming skills in C++ or C; proficiency in Python is a plus.
  
- Solid understanding of statistical modeling, probability, and data analysis.
  
- Experience working with large datasets and developing data-driven models.
  
- Working knowledge of Linux/Unix environments.
  
- Ability to work independently, manage multiple priorities, and operate effectively in a fast-paced environment.
  
- Strong communication skills, intellectual curiosity, and a high level of ownership.

## Applying to this role

This Quantitative Researcher - USA role at Quadeye runs through the firm's own careers portal and expects a CV and cover letter written specifically for the posting, not a portable submission carried across firms. Jorb AI's application agent tailors a CV and cover letter from your background to this posting and tracks the role alongside the rest of your applications.

[Tailor this application](https://www.jorb.ai/signup?ref=job-atom&firm=quadeye&job=6aa1125d98e58c951a4721fe)

## More open roles at Quadeye

- [Intern - Quant Researcher](https://www.jorb.ai/jobs/6a9ff988a44f220ec8f4cecc.md) – New York, posted 1d ago
- [Quantitative Strategist - Derivatives and Crypto](https://www.jorb.ai/jobs/6a4ac1884b68202748452140.md) – Singapore, posted 2mo ago
- [Quantitative Strategist - Derivatives and Crypto](https://www.jorb.ai/jobs/6a4ac1884b68202748452154.md) – New York, posted 2mo ago

## Other open Hedge Fund & Quant roles

- [APAC GM Prime Quantitative Research, Associate](https://www.jorb.ai/jobs/6a48f12fd522e14fd10e549f.md) at [BNP Paribas](https://www.jorb.ai/firms/bnp-paribas.md) – Hong Kong, posted 2mo ago
- [Machine Learning Researcher – PhD Intern (US)](https://www.jorb.ai/jobs/6a197d66e098b223efbf6f2b.md) at [Citadel](https://www.jorb.ai/firms/citadel.md) – New York, posted 3mo ago
- [Quantitative Researcher - Systematic Strategies (Summer Internship - PhD)](https://www.jorb.ai/jobs/6a7f8343c721cfa57f0f2f3a.md) at [Balyasny Asset Management](https://www.jorb.ai/firms/balyasny-asset-management.md) – New York, posted 26d ago
- [Quantitative Researcher – PhD Intern (Europe)](https://www.jorb.ai/jobs/6a197d66e098b223efbf6f46.md) at [Citadel](https://www.jorb.ai/firms/citadel.md) – London, posted 3mo ago
- [Trader/Analyst Intern (London) – Summer 2027](https://www.jorb.ai/jobs/6a1d8c785934adb8262c10c1.md) at [D. E. Shaw](https://www.jorb.ai/firms/d-e-shaw.md) – London, posted 3mo ago

---

Updated: 2026-09-10
Canonical: https://www.jorb.ai/jobs/6aa1125d98e58c951a4721fe
