Quantitative Researcher (Execution Research)

axq; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

AXQ Capital in New York is seeking a Quantitative Researcher focused on execution research to advance our global trading infrastructure. You will collaborate with portfolio managers, fellow researchers, and developers to sharpen execution quality and convert edge into profits.

The role emphasizes building execution analytics, live-testing trading algorithms, backtesting with transaction and impact cost modeling, and expanding internalization and trade scheduling across global markets.

Qualifications

• Degree in a quantitative or technical field such as math, physics, statistics or CS.
• Minimum 2+ years in algorithmic trading, execution research, or a related role.
• Self-motivated, productive with strong ownership and urgency.
• Strong Python skills for conducting research.

Responsibilities

• Build execution analytics and real-time monitoring across global markets.
• Design and live-test trading algorithms.
• Develop backtesting frameworks with transaction and impact cost modeling.
• Explore new developments in exchange structures and liquidity.
• Expand portfolio internalization and optimize trade scheduling.

Skills

Python

Education

Bachelor's degree

Master's degree

PhD

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.

Job Duties

As a Quantitative Researcher focused on execution research, you will work across every layer of our global trading infrastructure, with a clear mandate: sharpen execution quality and turn that edge into net trading profits. Partnering closely with portfolio managers, fellow quantitative researchers, and quantitative developers, you will drive work spanning:

• Building execution analytics and real-time monitoring across dozens of global markets
• Designing, selecting, and live-testing trading algorithms
• Developing backtesting frameworks with robust transaction and impact cost modeling
• Capitalizing on new developments in global exchange structure and alternative liquidity
• Expanding portfolio internalization and optimizing trade scheduling

Qualifications

• Bachelor's, Master's, or PhD degree from a top-tier university in a quantitative or technical field, such as math, physics, statistics, or computer science
• 2+ years in algorithmic trading, execution research, or a related role
• Self-motivated and highly productive, with a strong sense of ownership and urgency
• Strong Python skills for conducting research