Fixed Income Quantitative Researcher
Jump Trading is a global trading firm where traders, engineers, and researchers develop trading strategies, models, infrastructure, and systems across asset classes and time horizons.
About Jump Trading
Jump Trading is a global trading firm focused on research-driven trading and the engineering of scalable models, tools, infrastructure, and execution systems. Its operations combine trading, technology, AI/ML, and quantitative research, and it also runs research and talent programs including conference travel grants and a fellowship program.
Skills
Candidate Availability
Required and preferred rules are kept separate and reflect the wording in the original posting.
About the Role
You will develop and refine quantitative models for government bonds, interest rate swaps, and other liquid fixed income products. You will analyze market data and yield curves, implement trading algorithms, assess risk in real time, and support systematic trading decisions.
Requirements
- At least 1 year of fixed income electronic trading research or trading experience
- Fixed income pricing models
- Yield curve analysis
- Economic drivers
- Government bonds
- Interest rate swaps
- Fixed income futures
- Large datasets
- Python
- C++
- Master's or PhD in mathematics statistics operations research physics computer science or financial engineering
- Reliable and predictable availability
Responsibilities
- Develop quantitative models for fixed income products
- Refine models to predict and trade government bonds and interest rate swaps
- Analyze market data and yield curves
- Identify investment opportunities
- Implement and deploy trading algorithms
- Assess risk and support real-time decision-making
Benefits
- Private medical insurance
- Vision insurance
- Dental insurance
- Travel medical insurance
- Group pension scheme
- Group life assurance
- Income protection schemes
- Paid parental leave
- Parking benefits
- Commuter benefits
