Quantitative Researcher | Trading Team
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 collect and analyze extensive datasets from global financial markets, identify patterns, and extract insights to develop forecasts and predictive trading models. You will use statistical analysis, machine learning, and data engineering while collaborating with scientists, traders, and software and hardware developers on mixed-frequency strategies.
Requirements
- Experience leveraging forecasting and machine learning techniques
- Bachelor's, Master's, or PhD in Computer Science, Statistics, Physics, Mathematics, or a related subject
- Strong programming skills in C++ and Python in a Linux environment
- Ability to work in a collaborative, team-driven, fast-paced environment
- Experience developing successful quantitative trading strategies is highly preferred
Responsibilities
- Collect and analyze financial datasets
- Identify patterns in global financial markets
- Extract insights from traded products and exchanges
- Apply statistical analysis and machine learning
- Apply data engineering techniques
- Develop forecasts and predictive trading models
- Collaborate with scientists, traders, and hardware and software developers
- Develop mixed-frequency trading strategies
