We hire on substance, not signal.

Axiom Quantitative Investments is a small, deliberately flat research and trading organization. We are not hiring at scale and do not maintain a public listings page. New openings are filled in close consultation with the existing research and risk teams, and our hiring decisions are weighted heavily toward technical depth, intellectual honesty, and a track record of finishing what one starts.

The functions in which we periodically open positions include quantitative research, systematic trading and execution, risk management, and the engineering work that supports both. We make no distinction between “research” and “engineering” roles in seniority or compensation; the work is collaborative and the boundary between them is intentionally porous.

We are most interested in hearing from candidates whose first instinct, when shown a striking empirical result, is to ask what could be wrong with it. Direct experience in quantitative finance is welcome but not required; we have hired strong people from adjacent quantitative disciplines who learned the financial-economics context on the job.

How to introduce yourself

We do not currently advertise specific roles. If your background and interests seem aligned with the work above, please send a brief note and a CV or representative technical writing to the contact address, subject line beginning with “Careers”. We respond to all serious notes, though sometimes with a slight delay during periods of heavier deal flow.

We also welcome research collaborations with academic groups working on questions adjacent to our own. The same address handles those inquiries.