Quadeye Logo

Quadeye

Intern - Quant Researcher

Posted 9 Days Ago
In-Office
New York, NY, USA
Internship
In-Office
New York, NY, USA
Internship
Conduct quantitative research on financial markets, analyze large datasets, develop trading signals and models, design backtests, and help implement research ideas in live trading systems. The role involves mathematical and statistical analysis, programming, market microstructure research, strategy evaluation, and collaboration with quantitative researchers and engineers.
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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 sharp, curious, and driven Quantitative Strategist Interns to work at the intersection of mathematics, programming, and financial markets.

You will conduct hands-on quantitative research, analyze market data, and develop ideas that can contribute directly to our trading strategies and the technology powering our live trading systems. You will explore financial literature, test hypotheses, build quantitative models, and learn how research ideas are evaluated and translated into real-world trading applications.

This internship is designed for students who enjoy analytical thinking, problem-solving, quantitative research, and coding, and want to apply these skills to challenging problems in financial markets.

Research → Data Analysis → Signal Development → Backtesting → Implementation → Trading Impact

What You’ll Do

• Conduct quantitative research using mathematical, statistical, and programming techniques to explore trading opportunities.
• Explore financial research and market literature to generate new trading ideas and hypotheses.
• Design and run backtests to evaluate the performance and robustness of research ideas.
• Analyze large-scale datasets, market patterns, market microstructure, and strategy performance.
• Develop quantitative models and tools that support current and future trading requirements.
• Improve existing research methodologies, tools, and technology to make the research process more robust and efficient.
• Develop functionality and features that contribute to Quadeye’s research and trading systems.
• Collaborate with quantitative researchers and engineers to translate promising research ideas into practical implementations.


Requirements
• Pursuing an engineering degree in Computer Science or a related quantitative discipline, preferably from a leading academic institution.
• Strong quantitative aptitude with excellent analytical and problem-solving skills.
• Solid foundation in data structures, algorithms, and object-oriented programming.
• Strong programming fundamentals, preferably in C++ or C.
• Strong interest in quantitative research, financial markets, and systematic trading.
• Ability to approach complex problems analytically and translate ideas into testable solutions.
• Ability to manage multiple priorities and work effectively in a fast-paced environment.
• Strong communication and collaboration skills with a willingness to learn and take ownership.
• Knowledge of Linux, Python, Perl, or R is advantageous.

Quadeye New York, New York, USA Office

180 Maiden Lane, 17th Floor, New York, New York, United States, 10038

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