Fixed Income Quantitative Researcher | Trading Team

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 Trading's quantitative research team combines deep expertise in mathematics, statistics, and computer science to develop data-driven proprietary models for market prediction and risk management. The team emphasizes rigorous empirical research, incorporating statistics and modern data-science techniques alongside traditional signal processing to extract patterns from large, noisy datasets and improve predictive performance.

This role sits within a specialist team of fixed income experts, operating as part of a larger futures, equity, and options group. You will have direct access to deep asset-class knowledge while benefiting from the shared infrastructure, cross-asset datasets, and research culture of a much broader trading organization.