Jump Trading

Quantitative Developer

New York City or Chicago · Mid

Sponsorship not specified$200k-$250kDetected 65 days ago

PythonC++GitDockerKubernetesTerraformAnsibleCI/CDJenkinsLinuxPrometheusGrafanaMachine LearningDeep LearningResearchCollaboration

About the role

Jump Trading Group is committed to world class research.
We empower exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries, push through them, and apply cutting edge research to global financial markets.
Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak.

Production Trading Systems and Live Operations: Own the reliability, observability, and operational performance of the firm's live trading environment during market hours.
Microstructure research: Develop tools to enhance research on market microstructure, collaborating with researchers to generate and analyze key features.
Data Pipeline and System Management: Engage in full-cycle development, including research, coding, testing, and deploying systems into production. Provide direct support to end users, troubleshoot issues, and manage system upgrades.
Strong software development skills in Python and/or C++, with the ability to build efficient, modular, and reliable systems.
Own the reliability, observability, and operational performance of the firm's live trading environment during market hours.
Provide direct support to end users, troubleshoot issues, and manage system upgrades.
At Jump, research outcomes drive more than superior risk adjusted returns.
We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems.
At Jump, we bring together world class talent, battle tested infrastructure, and serious research intensity to build and scale trading strategies across every asset class and time horizon.

2+ year track record of solving challenging problems through coding with real metrics & impact in industry.
Strong learning ability, intellectual curiosity, versatility, and originality combined with a pragmatic outlook.
Ability to reason through quantitative problems and communicate effectively with quantitative researchers and engineers.
Over two years of experience working with industrial-grade codebases using compiled languages such as C++ is advantageous.
Familiarity with high-performance computing (HPC) and distributed large-scale systems is a plus.

Discretionary bonus eligibility
Medical, dental, and vision insurance
HSA, FSA, and Dependent Care options
Paid vacation plus paid holidays
Retirement plan with employer match
Paid parental leave
Wellness Programs
Equities as an asset class is competitive, global and fast growing, and we participate in the world's equity markets via a vast array of businesses.

This listing is sourced directly from Jump Trading's careers page and normalized into a canonical job model.