Quantitative Researcher

Responsibilities

• Collect and analyze massive datasets to identify patterns and extract insights into financial market complexities
• Develop profitable predictive trading models using statistical analysis and machine learning
• Collaborate with scientists, traders, hardware/software developers, and market-facing teams to implement new ideas
• Apply data engineering and forecasting techniques to drive research outcomes

Requirements

• Masters or PhD in Statistics, Physics, Mathematics, or a related quantitative subject
• Proven success in developing and implementing profitable trading strategies
• Strong programming proficiency in C++ and Python within a Linux environment
• Extensive experience developing statistical models and working with large datasets
• Working knowledge of forecasting and data mining (e.g., linear/non-linear regression, neural networks, or SVMs)
• Familiarity with research tools such as R or MATLAB

Benefits

• Travel Medical Insurance
• Group Pension Scheme
• Group Life Assurance and Income Protection Schemes
• Paid Parental Leave
• Commuter Benefits

About the Company

Jump Trading Group is a global technology company that empowers exceptional talent in Mathematics, Physics, and Computer Science to push scientific boundaries. We apply cutting-edge research to global financial markets, leveraging innovation, creativity, and intellectual honesty to solve complex problems.