Jump Trading Group is looking to improve its existing proprietary technology for high-performance, low-latency trading in global financial markets by developing and deploying cutting-edge research and software.
Requirements
- Software development using Python
- Working with large data sets
- C++
- Scripting in Bash
- developing and supporting a scalable quantitative research framework using python, C++, and other software systems
- Design and develop applications based on the business requirements for algorithmic trading
- Design, develop and implement high-performance trading applications, ranging from front-end applications to black box systems
Responsibilities
- programming and testing high-performance C++ software for use in a real-time trading environment
- developing programming features within a software-based trading platform which contains a number of novel performance and scalability optimizations to support its unique trading algorithms
- determining efficient methods to store and analyze very large amounts of data and develop tools to evaluate the large volume of market data to help improve trading strategies performance
- investigating and designing data mining and recommending solutions to problems
- Conduct research for the purpose of modelling and forecasting future price actions and volatility
- Execute and implement quantitative investment strategies
- Research new methods for capturing risk exposure, evaluating risk/reward and performance attribution across multiple asset classes
Other
- This position requires master’s degree, or foreign equivalent, in Computer Engineering or a related field.
- Plus 5 years of experience as a Quantitative Developer, Software Developer, or related occupation.
- Owning process automation
- Empirical research
- Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak.
