Quantitative Researcher

Responsibilities

• Collect and analyze massive, diverse datasets to identify patterns and market complexities
• Develop insights and forecasts to be realized in global equity markets
• Apply cutting-edge research to build and scale trading strategies across various time horizons
• Collaborate within a mixed-frequency research group to drive superior risk-adjusted returns

Requirements

• STEM degree (Undergraduate or Graduate) in Computer Science, Statistics, Physics, Mathematics, or an adjacent field
• Proficiency in C++ and/or Python for data analysis and machine learning applications
• Prior experience in statistical arbitrage (stat arb) equities
• Experience in portfolio construction and optimization

Preferred Qualifications

• Prior work in portfolio trading
• Experience in a direct market access environment
• Expertise in machine learning or deep learning approaches to alpha generation

Benefits

• Discretionary bonus eligibility
• Medical, dental, and vision insurance
• HSA, FSA, and Dependent Care options
• Retirement plan with employer match
• Paid vacation, paid holidays, and paid parental leave
• Wellness Programs

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 innovation and collaboration.