Quadeye is a leading algorithmic trading firm with its presence across all global exchanges specializing in cutting-edge quantitative strategies and market making. Our team is dedicated to driving innovation in financial markets through advanced statistical models, data science, and algorithmic execution. We pride ourselves on fostering a collaborative environment where technical expertise and creative problem-solving are at the forefront of our trading strategies.
We are seeking an exceptional Quantitative Researcher to join our dynamic research team. The ideal candidate will have a strong background in alpha and feature research, statistical modeling, and the end-to-end process of taking models from development to production. This role will involve research, model design and implementation, as well as post-trade analysis to optimize and monetize our trading systems to their fullest potential.
Key Responsibilities
Develop, test, and enhance alpha signals and features using market data and various alternative data sources. Investigate new research areas to identify and extract actionable insights from the market.
Lead efforts in building and refining statistical models to predict market behavior. This includes everything from feature selection and data preprocessing to model selection and validation techniques (e.g., regularization, cross-validation, ensemble methods).
Explore and implement methods for combining models, leveraging techniques such as model averaging or stacking to improve predictive performance and robustness.
Work closely with the engineering team to deploy and integrate models into the live trading environment. Ensure that models are optimized for low-latency execution and maintainable in a fast-paced, evolving environment.
Perform detailed post-trade analysis to assess model performance and identify areas for improvement. Debug and troubleshoot issues that arise in live trading and contribute to system improvements.
Identify opportunities to improve the profitability of trading strategies through optimization, parameter tuning, and the identification of market inefficiencies. Ensure models are operating at their full potential in real-time markets.
Collaborate with trading and engineering teams to continuously improve research methods, data pipelines, and infrastructure. Share insights and foster a knowledge-sharing culture.
Job Location : New York
Ideal candidate should have :
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J-18808-Ljbffr
Quantitative Researcher • New York, NY, US