CAREERS

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. Our culture is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incenting collaboration and mutual respect. 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.

Jump Operations, LLC seeks Quantitative Developer at its facility located at 15 E 26th Street, 3rd Floor, New York, New York 10010.

Role Description:

Involved in improving the existing proprietary technology for the firm by programming and testing high-performance C++ software for use in a real-time trading environment. Responsible for developing programming features within a software-based trading platform which contains a number of novel performance and scalability optimizations to support its unique trading algorithms. Jump’s software platform is a unique, low latency, high performance, system which provides traders a competitive edge to successfully execute their strategies. Involved in research projects associated with latency prediction and algorithmic improvement based on requirements provided by our internal trading teams. Need to be successful at determining efficient methods to store and analyze very large amounts of data and develop tools to evaluate the large volume of market data to help improve trading strategies performance. Involve in investigating and designing data mining and recommending solutions to problems. Involve in research projects associated with latency prediction and algorithmic improvement based on requirements provided by our internal trading teams. Conduct research for the purpose of modelling and forecasting future price actions and volatility. Build and expand the current revenue base by developing and exploring new opportunities. Execute and implement quantitative investment strategies. Responsible for developing and supporting a scalable quantitative research framework using python, C++, and other software systems. Research new methods for capturing risk exposure, evaluating risk/reward and performance attribution across multiple asset classes. Participate in all phases of the software development process for computerized trading applications/models, including requirements analysis, specification generation, application design, software coding and optimization. Design and develop applications based on the business requirements for algorithmic trading. Design, develop and implement high-performance trading applications, ranging from front-end applications to black box systems. Use C++, python, and other software and systems to access applications that can identify and manage portfolio risk. Build and enhance market prediction models for portfolios utilizing quantitative problem solving and advanced statistical techniques. Analyze data, creating and evaluating trading strategies.

Requirements:

• This position requires master’s degree, or foreign equivalent, in Computer Engineering or a related field. Plus 5 years of experience as a Quantitative Developer, Software Developer, or related occupation.
• Additionally, the applicant must have employment experience with:
• Software development using Python
• Working with large data sets
• Owning process automation
• Empirical research
• C++; and
• Scripting in Bash.

[QD-NYC#. EOE].

#LI-DNI