Apply on AXQ Capital’s siteAbout 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!
This role is published by AXQ Capital on greenhouse. SwiftFit is not the employer and does not accept applications.