Quantitative Developer | Market Risk

Jump Trading Group is committed to world class research and empowers exceptional talents in Mathematics, Physics, and Computer Science to seek scientific boundaries and apply cutting edge research to global financial markets. The Quantitative Developer role requires employing software development skills and interest in quantitative methods and research to improve the firm's capabilities to monitor, manage, and hedge market risk.

Requirements

• At least 5+ years of relevant technical experience
• Strong programming experience in Python
• CFA Charter holder or equivalent foundational financial markets knowledge
• Bachelors or Masters degree in Financial Engineering, Finance and/or Statistics
• Direct experience in working with at least one financial asset class
• Practical experience in working with data at scale
• Experience in CI/CD framework
• Great written and verbal communication skills
• Self-directed and able to take ownership of projects and responsibilities
• Experience in having to learn something substantial from scratch while on the job