Quantitative Developer

Axq; New York (NY); On-site; USD 80,000 - 120,000; Full time

Job summary

Axq in New York is seeking a Quantitative Developer to support research and engineering in trading solutions. You will collaborate with teams on data research, backtesting, and trading system enhancements.

The ideal candidate has 0-3 years of experience, is proficient in Python, and holds a relevant degree. Responsibilities include contributing to trading systems and participating in research frameworks.

Qualifications

• 0–3 years of software engineering experience, including internships.
• Prior exposure to quantitative finance is a plus.
• Familiarity with Linux, basic networking, and concurrency concepts.

Responsibilities

• Contribute to global multi-market connectivity and trading systems.
• Help build and maintain event‑driven backtesting frameworks.
• Implement pieces of order management and execution systems.

Skills

Proficient in Python

Knowledge of C++, Rust, or Go

Solid programming skills

Curiosity and drive

Education

Bachelor's degree in Computer Science or related field

Tools

Linux

Job description

About Us

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. Our strategies are deployed across global markets, spanning multiple geographies, asset classes, and trading horizons.

Responsibilities

As a Quantitative Developer, you will work closely with our research and engineering teams to contribute to solutions across strategy research, systematic trading, and risk management. Working under the guidance of senior team members, your work will include:

• Contributing to global multi-market connectivity and cross-region, multi-asset-class data, research, backtesting, and trading systems — taking ownership of well‑scoped components and growing into broader areas of the stack

• Helping build and maintain event‑driven backtesting and simulation frameworks, with attention to consistency in data semantics and time models across research, backtesting, and production environments

• Implementing and improving pieces of our order management, execution, and real‑time risk systems, with a focus on writing correct, well‑tested, and performant code

Requirements

• 0–3 years of software engineering experience, including internships; prior exposure to quantitative finance is a plus but not required

• Bachelor's degree or higher in Computer Science, Natural Sciences, Engineering, Financial Mathematics, or a related quantitative field

• Solid programming skills and computer science fundamentals; proficient in Python, with 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; willingness to deepen these skills on the job

• Curiosity, drive, and the ability to learn quickly when tackling unfamiliar problems

• Sense of ownership over the work you take on, and willingness to ask questions early

Preferred Qualifications

• Internship, research, or personal project experience related to trading systems, market data, or backtesting

• Coursework, competitions, or open‑source contributions demonstrating strong engineering or quantitative skills (e.g., ICPC, Kaggle, well‑maintained GitHub projects)

• Effective use of AI‑assisted coding tools (e.g., Claude Code, Cursor, Codex)