Jump Trading

Jump Trading

Posted via Greenhouse

Quantitative Researcher | Trading Team

Posted Sep 3, 2026

Role at a glance

Job function
Investments & Capital Markets Portfolio Management & Trading
Salary
Not Disclosed
Location
Hong Kong
Work arrangement
On-site
Employment
Full-time
Experience
Proven experience developing successful quantitative trading strategies is highly preferred, though not required Demonstrable experience leveraging forecasting and machine learning techniques, such as linear regression analysis, neural networks or other state-of-the-arts models
Education
Bachelor, Masters or PhD in Computer Science, Statistics, Physics, Mathematics (or related subject)

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Role Summary

AI-generated

The Quantitative Researcher will join a new team expanding the global equity stat arb business, developing mixed-frequency (low/mid) strategies based out of Hong Kong. The role uses research and quantitative methods to develop forecasts and predictive trading models in global financial markets.

What You'll Do

  • Collect and analyze tens of thousands of data sets to identify patterns and insights into global financial markets.
  • Apply statistical analysis, machine learning, and data engineering to research and develop forecasts and predictive trading models.
  • Collaborate with scientists, traders, hardware and software developers, and market-facing business teams on new ideas.

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

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Qualifications

Demonstrable experience leveraging forecasting and machine learning techniques, such as linear regression analysis, neural networks or other state-of-the-arts models; a Bachelor, Masters or PhD in Computer Science, Statistics, Physics, Mathematics (or related subject); strong programming skills in C++/python in a Linux environment.

Preferred

  • Proven experience developing successful quantitative trading strategies is highly preferred, though not required

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 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.

We’re expanding our successful global equity stat arb business with the build out of a new team of quantitative researchers focused on developing mixed-frequency (low/mid) strategies based out of Hong Kong. This team will leverage new and differentiated approaches to research and will be comprised with top talent across the fields of Quantitative Research, ML/LLM & Engineering.

What You'll Do: 

Quantitative Researchers collect and analyze tens of thousands of data sets, identify patterns and extract insights into the complexities in global financial markets. Researchers lean heavily on statistical analysis, machine learning, and data engineering skills; applying the results of their research to forecasts and predictive trading models. Jump’s Quantitative Researchers are constantly collaborating with other scientists, traders, hardware and software developers, and market facing business teams to push for the best expression of our new ideas.

Skills You'll Need:

  • Creative thinkers who are driven, self-motivated, and eager to solve challenging problems

  • Proven experience developing successful quantitative trading strategies is highly preferred, though not required

  • Demonstrable experience leveraging forecasting and machine learning techniques, such as linear regression analysis, neural networks or other state-of-the-arts models

  • Bachelor, Masters or PhD in Computer Science, Statistics, Physics, Mathematics (or related subject)

  • Strong programming skills in C++/python in a Linux environment 
  • Desire to work within a collaborative, team-driven, fast-paced environment

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.