About this role
About the Role Jump Trading seeks experienced Quantitative Researchers to join a mixed-frequency research group. The role focuses on collecting and analyzing large data sets to generate market insights and forecasts for equity markets. The environment is flat, fast-moving, and collaborative, with researchers empowered to chase ideas across boundaries. What You'll Do
- Collect and analyze tens of thousands of data sets (clean and noisy) to identify patterns and develop market insights that translate into forecasts for equity markets.
- Develop forecasts and trading signals for equity markets within a global, collaborative research team focused on mixed-frequency horizons (minutes to days).
- Apply machine learning and applied programming skills (C++/Python) to break down data sets, build feature sets, portfolios, and execute strategies.
- Collaborate with teams on portfolio trading and, for experienced candidates, direct market access environments. What We're Looking For
- Undergraduate or graduate degree in Computer Science, Statistics, Physics, Mathematics (or adjacent STEM fields)
- Expertise in C++ and/or Python; strong programming and applied data-science skills
- Experience with machine learning, data analysis, and feature creation
- Experience in stat-arbitrage equities: feature creation, portfolio construction, optimization, and execution
- Ability to thrive in a fast-moving, collaborative environment; creativity, resilience, and intellectual risk-taking Compensation & Benefits
- Annual Base Salary Range: $250,000–$300,000 USD
- Discretionary bonus eligibility
- Medical, dental, and vision insurance
- HSA, FSA, and Dependent Care options
- Employer Paid Group Term Life and AD&D Insurance
- Voluntary Life & AD&D insurance
- Paid vacation plus paid holidays
- Retirement plan with employer match
- Paid parental leave
- Wellness Programs