Quantitative Researcher (Execution Research)

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

Job summary

AXQ Capital, a global quantitative investment firm, seeks a Quantitative Researcher focused on execution research in New York. You will collaborate with PMs, researchers, and developers to sharpen execution quality and translate edge into profits across multi-asset markets.

Ideal candidates have 2+ years in algorithmic trading/execution research and strong Python skills. Join a team advancing technology and data infrastructure to drive alpha.

Qualifications

• Bachelor’s, Master’s, or PhD in a quantitative or technical field.
• 2+ years in algorithmic trading, execution research, or a related role.
• Self-motivated and highly productive, with ownership and urgency.
• Strong Python skills for conducting research.

Responsibilities

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

Skills

Python

Self-motivation

Education

Bachelor/Master/PhD in quantitative field

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 modelling
• 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