Graduate-Trading Technology & Quant Research Engineer

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 Roles We are looking for exceptional individuals to join Quadeye across two high-impact tracks: Systems Engineer and Quantitative Strategist. Both roles offer the opportunity to solve challenging problems at the intersection of technology, quantitative research, and financial markets. Systems Engineer As a Systems Engineer, you will design, build, and optimize the high-performance systems that power our proprietary trading strategies. You will work on real-time infrastructure engineered for nanosecond-level latency, solving complex performance challenges across operating systems, kernels, networking, CPU architecture, and software. Design → Development → Performance Engineering → Testing → Production → Optimization What You’ll Do – Systems Engineer • Design and implement real-time trade execution and risk systems with nanosecond-level latency requirements. • Identify, analyze, and eliminate performance bottlenecks to make systems faster and more efficient. • Research and implement opportunities to reduce latency across operating systems, kernels, and networking stacks. • Explore performance optimization techniques involving kernel bypass, CPU architecture, algorithms, and cache-efficient data structures. • Collaborate closely with engineers and quantitative researchers to build robust, scalable, and performance-critical system components. Quantitative Strategist As a Quantitative Strategist, you will research, develop, and implement automated trading strategies across different exchanges, asset classes, and trading frequencies. You will work with large-scale market datasets, apply advanced statistical and machine learning techniques to identify trading opportunities, and translate successful research into highly optimized strategies for live trading. You will collaborate closely with quantitative researchers and software engineers to solve challenging problems across research, modeling, and implementation. Research → Signal Development → Backtesting → Implementation → Production → Optimization What You’ll Do – Quantitative Strategist • Apply advanced statistical and machine learning techniques to identify trading opportunities from large-scale market datasets. • Research and develop systematic trading strategies across different exchanges, asset classes, and frequencies. • Design and implement strategies in highly optimized, production-quality code. • Take successful research from prototyping and testing through live production deployment. • Analyze live strategy performance and continuously develop new approaches to improve the speed and accuracy of predictions. Requirements Systems Engineer • Strong foundation in data structures, algorithms, and object-oriented programming. • Strong programming fundamentals, preferably in C++ or C. • Excellent analytical and problem-solving skills. • Interest in high-performance systems, low-latency engineering, operating systems, networking, and computer architecture. • Working knowledge of Linux-based environments. • Familiarity with Python, Perl, R, or functional programming is advantageous. • Ability to manage multiple priorities and work effectively in a fast-paced, dynamic environment. • Strong communication and collaboration skills with a high degree of ownership. Quantitative Strategist • Strong quantitative aptitude with excellent analytical and problem-solving skills. • Strong foundation in data structures, algorithms, and object-oriented programming. • Strong programming fundamentals, preferably in C++ or C. • Strong interest in financial markets, quantitative research, and systematic trading. • Working knowledge of Linux-based environments. • Knowledge of Python, Perl, R, or functional programming is advantageous. • Ability to manage multiple priorities and thrive in a fast-paced environment. • Strong communication and collaboration skills with a high degree of ownership. Eligibility Criteria • Eligible programs: B.Tech Computer Science & Engineering, B.Tech Mathematics & Computing, B.Tech Electrical Engineering, and Dual Degree programs in these disciplines. • Minimum CGPA: 8.5 • No active backlogs at the time of application or during the selection process.