AXQ
Quantitative Developer
New York · Internship
Sponsorship not specifiedDetected 37 days ago
PythonRustC++GitLinuxResearch
About the role
- 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.
- 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.
Responsibilities
- 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
- Curiosity, drive, and the ability to learn quickly when tackling unfamiliar problems
Requirements
- Bachelor's degree or higher in Computer Science, Natural Sciences, Engineering, Financial Mathematics, or a related quantitative field
- Familiarity with Linux, basic networking, and concurrency concepts
Nice to have
- 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)
- prior exposure to quantitative finance is a plus but not required
- 0-3 years of software engineering experience, including internships
Benefits
- proficient in Python, with working knowledge of (or strong interest in learning) a statically-typed language such as C++, Rust, or Go
Company info
- AXQ Capital is a global quantitative investment firm with offices in New York, Beijing, Shanghai, and Hong Kong.
This listing is sourced directly from AXQ's careers page and normalized into a canonical job model.