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

• 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)

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 an AI Engineer, you will build the next generation of agentic AI research infrastructure. Working closely with our quantitative research team, you will push the frontiers of modern AI — with the rare advantage of real financial market feedback as your ground truth.

• Design and build a multi-agent framework for quantitative finance research
• Develop tools and deep integrations with AXQ's proprietary research infrastructure
• Research frontier model capabilities and develop rigorous agentic evaluations
• Partner with quantitative researchers to create best-in-class system observability, well-grounded research pipelines, and novel research ideation methods
• High-performing candidates may also contribute directly to model work, including post-training

Qualifications

• 2+ years of experience in software engineering, machine learning, AI research, or a related role
• Bachelor's, Master's, or PhD from a top-tier university in a quantitative or technical discipline (mathematics, physics, statistics, computer science, or similar)
• Strong foundation in statistics and machine learning fundamentals
• Deep, practical knowledge of agentic systems, pre/post-training evaluations, or related AI engineering domains
• Prior experience in quantitative finance is not required
• Self-motivated and highly productive, with a strong sense of ownership and a bias toward action

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 Portfolio Manager, you will develop and manage systematic futures strategies across global markets. Working closely with quantitative researchers and developers, you will design alpha-generating strategies, optimize portfolio construction, and implement risk management framework. This role provides end-to-end ownership of the investment process - from research and signal generation to execution and performance attribution. This role also offers a competitive formula payout structure and the opportunity to build and lead your own team as you scale.

Qualifications

• 2+ years of track record running quant strategies in futures as a sub-PM or senior QR, with deep knowledge of global futures markets and a fundamental understanding of the entire investment pipeline  

• Bachelor's, Master’s or PhD from a top-tier university in a quantitative or technical field

• Strong hands-on programming skills and experience working with large financial datasets Creative, analytical, and collaborative mindset with strong attention to detail 

• Creative, analytical, and collaborative mindset with strong attention to detail

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, you will gain exposure to all aspects of the investment process, including alpha generation, portfolio construction and trade execution. We have a collaborative environment in which you will leverage our top-notch research and trading infrastructure and work closely with the portfolio manager, other quant researchers and developers.

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

• Self-motivated and highly-productive, with a strong sense of ownership and urgency

• Strong Python skills for conducting research

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 Senior Quantitative Researcher, you will gain exposure to all aspects of the investment process, including alpha generation, portfolio construction and trade execution. We have a collaborative environment in which you will leverage our top-notch research and trading infrastructure and work closely with the portfolio manager, other quant researchers and developers.

Qualifications

• 3+ years of work experience in quantitative trading or alpha research

• 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

• Self-motivated and highly-productive, with a strong sense of ownership and urgency

• Strong Python skills for conducting research

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 

• Work under the guidance of experienced quantitative portfolio managers and researchers to develop and refine quantitative trading strategies

• Apply tools from probability, statistics, and machine learning to explore market patterns and edge

• Support cutting-edge research projects and alpha-generation initiatives

• Collect, clean, and analyze data; help maintain research infrastructure

• Learn and apply our proven methodologies on a professional research platform

Qualifications

• Enrolled in a top-tier university (undergraduate or graduate) with a strong quantitative background (e.g., engineering, mathematics, physics, financial engineering)

• Solid foundation in mathematical statistics; familiar with statistical modeling, time-series analysis, and common machine-learning techniques

• Proficient in Python and skilled at data processing and analysis

• Passionate about quantitative finance, curious, innovative, and able to learn quickly

• Able to work well under pressure; strong communicator and team player

We'd love if you have

• Prior experience developing quantitative trading strategies

• Publications in leading academic journals or conference proceedings

• Awards in national or international Olympiads (mathematics, physics, computer science)

This role is open year-round: we welcome applications for summer internships, winter-break internships, or part-time roles during the academic year.

Join us and jumpstart your career in quantitative investing!

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 Portfolio Manager, you will develop and manage systematic strategies in equities and/or futures across US and global markets. Working closely with quantitative researchers and developers, you will design alpha-generating strategies, optimize portfolio construction, and implement risk management framework. This role provides end-to-end ownership of the investment process - from research and signal generation to execution and performance attribution. This role also offers a competitive formula payout structure and the opportunity to build and lead your own team as you scale.

Qualifications

• 2+ years of track record running quant strategies in equities or futures as a sub-PM or senior QR

• Bachelor's, Master’s or PhD from a top-tier university in a quantitative or technical field

• Strong hands-on programming skills and experience working with large financial datasets

• Creative, analytical, and collaborative mindset with strong attention to detail