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
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Collaborate closely with other teams to provide solutions for strategy research, systematic trading, and risk management
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Build low-latency systems to process multiple data streams in real time
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Research and apply cutting-edge technology models to improve machine-learning training and prediction
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Continuously optimize the research platform, low-latency trading infrastructure, and risk-control systems
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Leverage cloud services to enhance dynamic resource management solutions
Qualifications
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3+ years of experience in system development and data processing within the quantitative investment field
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Bachelor’s degree or above in Computer Science, Natural Sciences, Engineering, or Financial Mathematics from a top-tier university
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Proficient in Python; familiarity with Go or C++ is a plus
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Experienced with data-processing libraries such as NumPy and Pandas
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Comfortable working in Linux and writing shell scripts
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Strong understanding of computer networking, data structures, and algorithms
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Excellent communication and coordination skills, meticulous and detail-oriented
Join AXQ to build state-of-the-art systems and drive the next generation of quantitative trading!