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AXQ Capital

Quantitative investment firm employing algorithmic research

Quantitative Developer

Quantitative DevelopmentConfirmed live in the last 24 hours
Full-timeBeijing, ChinaNo salary listedIn-person

About the Job

Requirements

  • A bachelor's degree or higher from a reputable domestic or international university in computer science, natural sciences, engineering, financial mathematics, or a related major.
  • Strong programming skills and computer science fundamentals; proficiency in Python is required, while other languages are an advantage.
  • Strong foundations in mathematics, probability, and statistics.
  • Familiarity with Linux and a solid understanding of networking, concurrency, data structures, and algorithms.
  • Good engineering practices and communication skills.
  • Ability and willingness to tackle new problems, and a strong sense of responsibility.

Responsibilities

  • Collaborate closely with research, development, and trading teams to build solutions for strategy research, systematic trading, and risk management.
  • Develop and maintain systems for global multi-market connectivity, data, research, backtesting, and trading across regions and asset classes.
  • Build large-scale financial data pipelines and platforms covering ingestion, cleaning, storage, and quality monitoring of multi-market, multi-asset data.
  • Develop event-driven high-frequency backtesting and simulated trading frameworks, ensuring consistent data semantics and time models across research, backtesting, and production environments.
  • Develop and iterate on order management, execution algorithms, portfolio construction, and real-time risk-control systems, balancing efficiency, correctness, and stability.

Desired Qualifications

  • Relevant industry experience is an advantage; recent graduates and early-career candidates are welcome.
  • Experience with quantitative research, financial data processing, or large-scale data or systems through internships, open-source projects, or personal projects.
  • Familiarity with at least one statically typed programming language, such as C++, Rust, or Go.
  • Experience with machine learning, data analysis, or time-series modeling.
  • Familiarity with distributed systems or data platform components such as Kafka, ClickHouse, or Kubernetes.
  • Hands-on AI/LLM engineering experience, such as agents, retrieval-augmented generation, or inference deployment and optimization.
  • Awards in competitions in mathematics, physics, informatics, or computer science, such as ACM/ICPC, NOI, IMO, or IPhO.
  • Proficiency with AI-assisted coding tools such as Claude Code, Cursor, or Codex.

About the Company

AXQ Capital

Quantitative investment firm employing algorithmic research

AXQ Capital is a quantitative investment firm started in 2018 with offices in New York, Beijing, Shanghai, and Hong Kong. It uses systematic, data-driven models to generate investment ideas and execute trades across global markets, covering multiple asset classes and trading frequencies. The firm's product works by scientific research powering quantitative algorithms that produce alphas, which are implemented through automated trading systems. It differentiates itself through a strong emphasis on rigorous research and a global, cross-asset capability, supported by technology and reliable execution. The goal is to generate consistent alpha by combining advanced research with robust technology across diverse markets.

Company size
11-50
Company stage
Not listed
Total funding
Not listed
Headquarters
Jersey City, NJ
Founded
2021

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