About this role
About the Role
Join Jump Trading Group as a Quantitative Researcher on the Trading Team in Amsterdam. Jump's researchers leverage statistics, data mining, and machine learning to understand financial markets and to forecast and develop profitable predictive trading models.
What You'll Do
- Quantitative Researchers collect and analyze tens of thousands of data sets, identify patterns and extract insights into the complexities of financial markets.
- Lean heavily on statistical analysis, machine learning, and data engineering skills; applying the results of their research to forecasts and predictive trading models.
- Collaborate with other scientists, traders, hardware and software developers, and market-facing business teams to push for the best expression of our new ideas.
- Other duties as assigned or needed.
What We're Looking For
- Proven success with profitable trading strategies.
- Strong programming skills in C++/Python in a Linux environment.
- Working knowledge of forecasting and data mining techniques, such as linear and non-linear regression analysis, neural networks, or support vector machines.
- Strong experience developing statistical models in a trading environment.
- Proven success working with large data sets and developing statistical models.
- Fascinated and interested in advancing machine learning within the trading community.
- Possess strong familiarity with Python, R or MATLAB along with development skills to support research efforts.
- Masters or PhD in Statistics, Physics, Mathematics (or related subject).
- Desire to work within a collaborative, team-driven environment.
- Reliable and predictable availability.
Compensation & Benefits
- Benefits include: Travel Medical Insurance; Group Pension Scheme; Group Life Assurance and Income Protection Schemes; Paid Parental Leave; Commuter Benefits.