Jump Trading

Jump Trading

Posted via Greenhouse

Derivatives Quantitative Researcher | Trading Team

Posted Sep 3, 2026

Role at a glance

Job function
Investments & Capital Markets Portfolio Management & Trading
Salary
$200K – $300K/yr
Location
London, New York, United States London, United Kingdom
Work arrangement
On-site
Employment
Full-time
Experience
Proven experience in developing successful quantitative driven strategies Strong market expertise in one of the following products: equity options, ADRs, ETFs, index Demonstrable experience developing or working on fair value models
Education
Master or PhD degree in applied mathematics, statistics, operations research, machine learning, physics, and science related subjects...

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Role Summary

AI-generated

The Derivatives Quantitative Researcher applies mathematical, statistical, and machine learning techniques to identify patterns and predict market signals in global derivatives. The role collaborates with researchers, traders, developers, and market-facing business teams to develop and advance research ideas.

What You'll Do

  • Apply math, statistics, and machine learning techniques to identify patterns in global derivatives markets.
  • Predict market signals using research and analysis.
  • Collaborate with scientists, traders, hardware and software developers, and market-facing business teams to advance ideas.

Generated from the employer's posting. Verify important details before applying.

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Qualifications

Proven experience developing successful quantitative-driven strategies; market expertise in equity options, ADRs, ETFs, or index; experience developing or working on fair value models; deep understanding of derivatives markets, product structure, and market mechanisms; Python and/or C++ development skills; a Master or PhD in a listed quantitative or science-related subject from a top-tier university; reliable and predictable availability.

Required

  • Proven experience in developing successful quantitative driven strategies
  • Strong market expertise in one of the following products: equity options, ADRs, ETFs, index
  • Demonstrable experience developing or working on fair value models
  • Deep understanding of derivatives market complexity, product structure and market mechanisms
  • Solid development skills in Python and/or C++
  • Master or PhD degree in applied mathematics, statistics, operations research, machine learning, physics, and science related subjects...
  • Reliable and predictable availability

Original job description

Content provided by the employer

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.

Our trading teams are each comprised of a dynamic group of traders, quantitative researchers, and engineers who work together to examine the global markets, seeking to understand the complexities of various traded products and exchanges. They leverage their impeccable statistical analysis and data mining skills, using the results of their research to make forecasts and develop profitable predictive trading models.

What You’ll Do:

The ideal person will apply math, statistics, and machine learning techniques to identify patterns and predict market signals in global derivatives space. Jump’s quantitative researchers are constantly collaborating with other scientists, traders, hardware and software developers, and market facing business teams to push for best expression of our new ideas.

Other duties as assigned or needed. 

Skills You’ll Need:

  • Proven experience in developing successful quantitative driven strategies
  • Strong market expertise in one of the following products: equity options, ADRs, ETFs, index
  • Demonstrable experience developing or working on fair value models
  • Deep understanding of derivatives market complexity, product structure and market mechanisms
  • Solid development skills in Python and/or C++
  • Master or PhD degree in applied mathematics, statistics, operations research, machine learning, physics, and science related subjects from top tier university
  • Reliable and predictable availability

Benefits

  • Discretionary bonus eligibility
  • Medical, dental, and vision insurance
  • HSA, FSA, and Dependent Care options
  • Employer Paid Group Term Life and AD&D Insurance
  • Voluntary Life & AD&D insurance
  • Paid vacation plus paid holidays
  • Retirement plan with employer match
  • Paid parental leave
  • Wellness Programs

Annual Base Salary Range
$200,000—$300,000 USD
Jump Trading

About the company

Jump Trading

Large Enterprise

Jump Trading is a leading global trading firm specializing in quantitative research and technology-driven market making across a variety of asset classes, including equities, futures, options, and cryptocurrencies. Founded in 1999, the company leverages advanced algorithms and high-frequency trading strategies to optimize liquidity and efficiency in the financial markets. With a strong emphasis on collaboration and innovation, Jump Trading fosters a dynamic environment where top talent can excel and contribute to cutting-edge financial solutions. Committed to maintaining the highest standards of integrity and performance, the firm has established itself as a key player in the evolving landscape of electronic trading.