Quantitative Researcher

Responsibilities

• Collect and analyze massive datasets to identify patterns and extract insights into financial market complexities
• Apply statistical analysis, machine learning, and data engineering to develop predictive trading models
• Collaborate with traders, scientists, and software developers to implement and express new research ideas
• Use research outcomes to drive superior risk-adjusted returns and advance trading technologies

Requirements

• Masters or PhD in Statistics, Physics, Mathematics, or a related quantitative subject
• Strong programming skills in C++ within a Linux environment
• Proficiency in Python, R, or Matlab to support research efforts
• Proven success in developing statistical models and profitable trading strategies
• Experience with forecasting and data mining techniques (e.g., linear/non-linear regression, neural networks, or SVMs)
• Experience working with large-scale datasets in a trading environment
• Excellent written and spoken English communication skills

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 through a culture of innovation, intellectual honesty, and collaboration.