Quantitative Developer
AXQ Capital4 months ago
Responsibilities
- Contribute to global multi-market connectivity and cross-region, multi-asset-class data, research, backtesting, and trading systems.
- Build and maintain event-driven backtesting and simulation frameworks with consistent data semantics and time models across research, backtesting, and production.
- Implement and improve order management, execution, and real-time risk systems using correct, well-tested, and performant code.
- Take ownership of well-scoped components and grow into broader areas of the technology stack while collaborating with research and engineering teams.
Requirements
- 0–3 years of software engineering experience, including internships.
- Bachelor's degree or higher in Computer Science, Natural Sciences, Engineering, Financial Mathematics, or a related quantitative field.
- Proficiency in Python and working knowledge of, or strong interest in learning, a statically typed language such as C++, Rust, or Go.
- Familiarity with Linux, basic networking, and concurrency concepts.
- Internship, research, or personal project experience related to trading systems, market data, or backtesting is preferred.
- Coursework, competitions, or open-source contributions demonstrating strong engineering or quantitative skills are preferred.
- Effective use of AI-assisted coding tools such as Claude Code, Cursor, or Codex is preferred.
About AXQ Capital
Founded in 2018, AXQ Capital has quickly grown into a world-class quantitative investment firm with offices in New York, Beijing, Shanghai, and Hong Kong. We focus on generating consistent alphas, driven by robust, scientific research and our investments in cutting-edge technology. Our systems operate reliably across global markets, spanning multiple asset classes and trading frequencies. We're hiring researchers, developers and portfolio managers. For career opportunities, please visit: https://job-boards.greenhouse.io/axq 我们长期在中国招聘量化研究员、开发工程师和投资经理，欢迎访问上述页面查看职位机会。