Tech Stack

Description

As a Quantitative Researcher on Jump Trading's London trading team, you will collect and analyze vast datasets to uncover patterns and insights in financial markets, using statistical analysis, machine learning, and data engineering to develop predictive trading models. You'll collaborate with scientists, traders, and developers to drive research from idea to execution.

Requirements

• Proven success with profitable trading strategies
• Strong programming in C++/Python in Linux environment
• Working knowledge of forecasting and data mining techniques (linear/non-linear regression, neural networks, SVM)
• Strong experience developing statistical models in a trading environment
• Masters or PhD in Statistics, Physics, Mathematics or related subject

Responsibilities

• Collect and analyze tens of thousands of data sets to identify patterns
• Apply statistical analysis, machine learning, and data engineering to forecasts and predictive trading models
• Collaborate with scientists, traders, and developers to push for best expression of new ideas
• Leverage research outcomes to drive superior risk-adjusted returns