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Quantitative Researcher, Latency

Jump Trading LLC
Quantitative Researcher, Latency
New York, US
150,000 - 200,000
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Job Description

Jump Trading's Latency team is a central team that helps measure and optimize performance and trade execution across all the markets the firm participates in globally. This team develops, operates and maintains performance measurement solutions and performs a wide range of post trade analysis for all parts of the firm - including our trading, business development and business intelligence teams. Every day, the infrastructure at the core of the team collects, organizes and stores billions of data points related to trading performance at Jump.

The primary role of the Latency team Quantitative Researcher is to undertake cutting edge analysis on this data to uncover competitive edges. The role offers the opportunity to develop both business and technical expertise, while significantly contributing to Jump's business through the mining and enrichment of data.

What You'll Do:

  • Identify relationships between business metrics and changes on the infrastructure technology
  • Partner with trading teams to perform post trade statistical analysis on trading performance
  • Investigate and design data mining and machine learning algorithms
  • Conduct research for the purpose of modeling exchange performance
  • Develop mathematical methodology to quantify the impact that specific internal applications have on general performance
  • Design innovative anomaly detection algorithms to detect performance degradation
  • Develop and improve quantitative research frameworks using Python, C++, and other software systems
  • Other duties as assigned or needed

Skills You’ll Need:

  • The ideal candidate will have the ability to work closely with and collaborate across trading and trading infrastructure teams. We are looking for an individual who is instinctively curious, self-driven, keen to dive into the complex world of HFT, and has demonstrated an ability to independently drive tasks and projects to completion in a team environment
  • At least 5+ years of programming experience in Python with a data science and analytics focus
  • Experience in Machine Learning and Statistics
  • Experience with C++ is a plus
  • Experience with SQL is a plus
  • Excellent problem solving abilities
  • Understanding of network protocols (UDP, TCP, Ethernet) is a plus
  • Reliable and predictable availability
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