Quantitative Developer
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 build and maintain research infrastructure and production systems, collaborate with quantitative researchers, develop trading infrastructure, improve system scalability, and automate deployment and validation. You may also build machine learning pipelines, develop market microstructure tools, design portfolio optimization systems, and manage data pipelines.
Requirements
- 5+ years of solving challenging problems through coding in industry or academia
- Python
- C++
- Software development
- Quantitative problem-solving
- Communication with quantitative researchers
- Over two years of experience with industrial-grade codebases using compiled languages such as C++
- High-performance computing
- Distributed large-scale model training
Responsibilities
- Build the team's end-to-end machine learning pipeline
- Implement machine learning features and algorithms
- Improve model design, tools, and infrastructure
- Develop tools for market microstructure research
- Generate and analyze market microstructure features
- Design a portfolio optimization system
- Conduct full-cycle development from research through production deployment
- Support end users and troubleshoot issues
- Manage system upgrades
- Automate deployment, configuration, and validation
Benefits
- Opportunities for professional growth