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 Developer to join our dynamic research team. The ideal candidate will have a strong background in optimizing quantitative models and research code, with expertise in high-performance computing, CPU/GPU communication, and system architecture. This role will involve working closely with quantitative researchers to translate their models into production-ready, high-performance systems.Job Location: RomaniaYour responsibilities will include:Performance Optimization: Identify and implement optimizations for quantitative research code, including statistical models, alpha signals, and feature generation, to achieve significant runtime improvements.Low-Latency Implementation: Develop and refine low-latency implementations of trading strategies and analytical tools, ensuring high throughput and minimal delay in live trading environments.CPU/GPU Optimization: Design and implement efficient CPU/GPU communication strategies and leverage parallel computing techniques to accelerate complex quantitative computations.Production Infrastructure: Collaborate with engineering teams to build and maintain robust, scalable, and performant infrastructure for deploying and managing quantitative models in production.Debugging and Troubleshooting: Diagnose and resolve performance bottlenecks, system issues, and inefficiencies in existing quantitative systems.Code Quality and Best Practices: Establish and enforce coding standards, best practices, and rigorous testing methodologies to ensure the reliability and maintainability of quantitative codebases.Collaboration: Work closely with quantitative researchers, traders, and other engineers to understand system requirements, provide technical guidance, and contribute to the overall architectural design of trading systems.An ideal candidate should have:Strong experience in software development, particularly in optimizing quantitative models and research code for high-frequency or algorithmic trading.Extensive experience with high-performance computing, parallel programming, and optimizing CPU/GPU interactions.Proficiency in programming (C++, Python, or similar) with a deep understanding of data structures, algorithms, and system-level programming.Experience with tools and libraries for numerical computation and performance profiling.Education: A degree in a quantitative field such as Computer Science, AI/ML or similar.SkillsExcellent problem-solving abilities with a strong analytical and technical foundation.Experience with time-series data and financial market data.Ability to analyze and optimize code for performance, memory usage, and concurrency.Strong communication skills and the ability to collaborate with cross-functional teams, including researchers and traders.Preferred SkillsExperience in high-frequency trading or market-making environments.Familiarity with low-latency programming techniques and network protocols.A proven track record of delivering performance improvements in live trading systems.
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