Quantitative Developer

About Jump Trading Group

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 incentivizing 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.

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. 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. Researchers coalesce around projects that may be market specific (investigating eccentricities and opportunities in specific venues or regions), latency specific (HF vs. Mid or Low Frequency), and research approach (ML vs. Deep Learning vs. hand-crafted alphas; or groups focused on different swaths of data sets requiring deep expertise and focus). Our environment is a collaborative one, seeking to strike the balance between deep focus and expertise where needed, and the freedom to chase ideas across boundaries. Hierarchy and compartmentalization are not what we are about.

About the Role

We are looking for experienced Quantitative Developers to join a “mixed frequency” research group (horizons range from many minutes to many days). It’s a flat, fast-moving, collaborative environment where each member has agency, and of whom much is expected. The team is global, as is the research and development.

What You'll Do:

• Contribute to Production Trading Systems and Live Operations, owning reliability and performance.
• Build and improve internal tools, dashboards, and automation for trading operations.
• Develop tools to enhance microstructure research and collaborate with researchers.
• Engage in full-cycle development, including coding, testing, and deploying systems.
• Provide support to end users and manage system upgrades.

Skills You’ll Need:

• 2+ years of solving challenging problems with demonstrable impact through coding.
• Strong software development skills in Python and/or C++.
• Proficiency in Linux environments, including troubleshooting, scripting, and monitoring.
• Experience with modern infrastructure and deployment practices (CI/CD, IaC, containerization) is advantageous.
• Strong learning ability, intellectual curiosity, versatility, and originality.
• Ability to reason through quantitative problems and communicate effectively.
• Reliable availability, including responsiveness during trading hours.
• Over two years of experience with industrial-grade C++ codebases is advantageous.
• Familiarity with high-performance computing (HPC) and distributed systems is a plus.

Key skills/competency

• Quantitative Development
• Python
• C++
• Linux
• Production Engineering
• CI/CD
• Infrastructure as Code
• Containerization
• Market Microstructure
• HPC