Quantitative Developer

<p><span style="color: #3d74cc; font-size: x-large;" data-darkreader-inline-color=""><strong>About Us</strong></span></p> <p data-renderer-start-pos="74"><span style="color: rgb(61, 116, 204);"><strong>AXQ Capital</strong></span> 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.</p> <p data-renderer-start-pos="74"> </p> <p data-renderer-start-pos="451"><span style="font-size: 18pt; color: rgb(61, 116, 204);" data-darkreader-inline-color=""><strong>Responsibilities </strong></span></p> <p data-start="722" data-end="844">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:</p> <ul> <li data-start="845" data-end="920"> <p data-start="847" data-end="920">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</p> </li> <li data-start="921" data-end="1026"> <p>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</p> </li> <li data-start="1027" data-end="1136"> <p>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</p> </li> </ul> <p> </p> <p data-renderer-start-pos="818"><span style="font-size: 18pt; color: rgb(61, 116, 204);" data-darkreader-inline-color=""><strong>Requirements</strong></span></p> <ul> <li data-start="1234" data-end="1368"> <p><span style="color: rgb(61, 116, 204);" data-darkreader-inline-color=""><strong>0–3 years of software engineering experience, including internships; prior exposure to quantitative finance is a plus but not required</strong></span></p> </li> <li>Bachelor's degree or higher in Computer Science, Natural Sciences, Engineering, Financial Mathematics, or a related quantitative field</li> <li data-start="1369" data-end="1431"> <p>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</p> </li> <li data-start="1432" data-end="1503"> <p>Familiarity with Linux, basic networking, and concurrency concepts; willingness to deepen these skills on the job</p> </li> <li>Curiosity, drive, and the ability to learn quickly when tackling unfamiliar problems</li> <li data-start="1563" data-end="1643"> <p>Sense of ownership over the work you take on, and willingness to ask questions early</p> </li> </ul> <p> </p> <p data-renderer-start-pos="818"><span style="font-size: 18pt; color: rgb(61, 116, 204);" data-darkreader-inline-color=""><strong>Preferred Qualifications</strong></span>&