Job description
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 **
As a Machine Learning Researcher , you will develop ML/DL models to generate alpha from large-scale financial and alternative datasets. Working closely with portfolio managers and senior quantitative researchers, you will conduct research across a range of trading strategies within a fast, iterative research-feedback loop.
Qualifications
Below is a list of skills and experiences we believe are relevant. Even if you don’t consider yourself a perfect match, we still encourage you to apply because we are committed to helping our people grow and develop.
- Master’s or PhD from a top-tier university in a quantitative discipline (e.g., mathematics, physics, statistics, computer science, or related fields)
- Strong foundation in machine learning, statistics, and optimization, with deep expertise in at least one area such as time series modeling, NLP, or LLMs
- Strong communication skills and ability to collaborate effectively in a research-driven environment
- Experience with the Python scientific and ML ecosystem (e.g., NumPy, Pandas/Polars, PyTorch, TensorFlow)
- Proven ability to build and improve models that perform under noisy, non-stationary, and high-dimensional data conditions
- Intellectually curious, highly analytical, and driven to discover alpha in complex systems
- Self-motivated and highly productive, with strong ownership and a bias toward action
- Publications at top-tier venues such as NeurIPS, ICML, KDD, or IJCAI
- Strong track record in competitive ML platforms (e.g., Kaggle) or academic competitions
- Prior experience in quantitative research, systematic trading, or alpha signal generation