Quantitative Developer
AXQ Capital5 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
AXQ Capital is a privately held quantitative investment firm that develops systematic trading strategies across global equities, futures, and other asset classes. The firm manages capital for institutional and qualified investors, earning management and performance fees, and runs multi-market, multi-frequency programs from research to live execution. Founded in 2018 and headquartered in New York, it also maintains offices in Beijing, Shanghai, and Hong Kong.