Quantitative Developer

About the Company

AXQ Capital is a global quantitative investment firm with offices in New York, Beijing, Shanghai, and Hong Kong. We pursue consistent alpha through rigorous scientific research and sustained investment in technology and data infrastructure.

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
• Implement and improve order management, execution, and real-time risk systems
• Write correct, well-tested, and performant code

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
• Working knowledge of or interest in C++, Rust, or Go
• Familiarity with Linux, basic networking, and concurrency concepts
• Strong computer science fundamentals

Preferred Qualifications

• Internship, research, or personal project experience related to trading systems, market data, or backtesting
• Coursework, competitions, or open-source contributions (e.g., ICPC, Kaggle, GitHub)
• Effective use of AI-assisted coding tools such as Claude Code, Cursor, or Codex