Quantitative Researcher

Responsibilities

• Collect and analyze massive datasets to identify patterns and extract insights into global financial markets
• Apply statistical analysis, machine learning, and data engineering to develop predictive trading models
• Develop mixed-frequency (low/mid) equity statistical arbitrage strategies
• Collaborate with scientists, traders, and software developers to implement and optimize new research ideas

Requirements

• Bachelor, Masters, or PhD in Computer Science, Statistics, Physics, Mathematics, or a related quantitative field
• Strong programming skills in C++ and Python
• Experience working within Linux environments
• Demonstrable experience with forecasting and machine learning techniques, such as linear regression or neural networks
• Ability to work in a collaborative, fast-paced, and team-driven environment

Preferred Qualifications

• Proven experience developing successful quantitative trading strategies

About the Company

Jump Trading Group is a global technology company that applies cutting-edge research to financial markets. We empower exceptional talent in Mathematics, Physics, and Computer Science to push scientific boundaries and solve complex problems through constant innovation and collaboration.