Job description

About Us AXQ Capital is a global quantitative investment firm. We build diverse sources of investment edge across geographies, asset classes, and trading horizons. Our strategies are grounded in rigorous scientific research and deep market understanding, strengthened by sustained investment in data, technology, and AI. Our team brings together exceptional talent from leading academic institutions and the world’s most respected quantitative firms. We foster a collaborative culture built on curiosity, rigor, and ownership, where the best ideas win and people grow with the firm. Job Duties 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 Qualifications 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 Preferred Qualifications 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) Benefits AXQ team members enjoy comprehensive benefits, including: Medical, dental, and vision insurance, with 100% employer-paid premiums for individuals 401(k) with employer matching up to 6% Life and disability insurance Health savings and flexible spending accounts Generous paid time off Regular office-provided meals and team events The anticipated annual base salary range for this position is $150,000 to $200,000, depending on prior experience and qualifications. We offer a competitive total compensation package that includes base salary and an annual discretionary bonus. AXQ Capital is an equal opportunity employer. We welcome applicants of all backgrounds and do not discriminate on the basis of race, color, religion, sex, sexual orientation, gender identity, national origin, age, disability, veteran status or any other characteristic protected by law.

Requirements

Must-haves

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
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

Nice-to-haves

0–3 years of software engineering experience, including internships; prior exposure to quantitative finance is a plus but not required
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)

Application prep

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Keywords to mirror

aipythonrustgo

Platform: greenhouse
Effort: quick

Benefits

Benefits detected in the listing.

Dental

Vision

401(K)

Paid Time Off