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.

Role 

• Research infrastructure building: data pipelines, time-series storage/retrieval, backtesting and simulation framework, research analytics and visualization tooling in Python.
• C++/Rust strategy optimization: implement, profile, and optimize strategy and execution logic; port validated Python research into production code.

Requirements

• Bachelor's degree in CS, Math, Statistics, Physics, or a related quantitative field, with 0–3 years of professional experience
• Exceptional problem-solving ability; competitive programming background (ICPC, IOI/NOI) weighted heavily
• Strong in Python or C++/Rust, eager to become strong in the other; solid fundamentals in data structures and algorithms
• Quick, proactive, and rigorous — learns fast, fixes what's broken unprompted, stays calm and detail-oriented in a live trading environment, and communicates clearly.