P2P
Overview
Jump Operations, LLC seeks Quantitative Developer at its facility located at 15 E 26th Street, 3rd Floor, New York, New York 10010. Jump Trading Group is committed to world class research and empowers 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 emphasizes fearlessness, creativity, intellectual honesty, collaboration, and mutual respect. Research outcomes drive more than superior risk adjusted returns; we design, develop, and deploy technologies that change our world and partner with leading global research organizations and universities to solve problems. Role Description: Involved in improving the existing proprietary technology for the firm by programming and testing high-performance C++ software for use in a real-time trading environment. Responsible for developing programming features within a software-based trading platform which contains performance and scalability optimizations to support its unique trading algorithms. The software platform is a low latency, high performance system that provides traders a competitive edge to execute their strategies. Involved in research projects associated with latency prediction and algorithmic improvement based on requirements provided by internal trading teams. Responsible for determining efficient methods to store and analyze very large amounts of data and developing tools to evaluate large volumes of market data to improve trading strategies performance. Involve in investigating and designing data mining and recommending solutions to problems. Conduct research for modelling and forecasting future price actions and volatility. Build and expand the current revenue base by developing and exploring new opportunities. Execute and implement quantitative investment strategies. Develop and support a scalable quantitative research framework using Python, C++, and other software systems. Research new methods for capturing risk exposure, evaluating risk/reward and performance attribution across multiple asset classes. Participate in all phases of the software development process for computerized trading applications/models, including requirements analysis, specification generation, application design, software coding and optimization. Design and develop applications based on business requirements for algorithmic trading. Design, develop and implement high-performance trading applications, ranging from front-end applications to black box systems. Use C++, Python, and other software and systems to access applications that can identify and manage portfolio risk. Build and enhance market prediction models for portfolios utilizing quantitative problem solving and advanced statistical techniques. Analyze data, creating and evaluating trading strategies. Responsibilities Develop and test high-performance C++ software for real-time trading environments. Improve a software-based trading platform with performance and scalability optimizations. Conduct latency prediction and algorithmic improvement research for internal trading teams. Store, analyze, and visualize large data sets to support trading strategies and research. Investigate data mining approaches and recommend solutions to problems. Model and forecast future price actions and volatility. Develop and explore opportunities to expand revenue bases with quantitative strategies. Execute and implement quantitative investment strategies. Develop and support a scalable quantitative research framework using Python, C++, and related systems. Research methods for capturing risk exposure and performing performance attribution across asset classes. Participate in all phases of the software development life cycle for trading applications/models. Design, develop, and implement high-performance trading applications across front-end and backend systems. Access applications to identify and manage portfolio risk. Build and enhance market prediction models using quantitative techniques. Analyze data to evaluate and refine trading strategies. Requirements: This position requires a 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. Additionally, the applicant must have employment experience with: Software development using Python Working with large data sets Owning process automation Empirical research C++ Scripting in Bash [QD-NYC#. EOE] #LI-DNI 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:
$150,000
—
$200,000
USD
#J-18808-Ljbffr
Jump Operations, LLC seeks Quantitative Developer at its facility located at 15 E 26th Street, 3rd Floor, New York, New York 10010. Jump Trading Group is committed to world class research and empowers 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 emphasizes fearlessness, creativity, intellectual honesty, collaboration, and mutual respect. Research outcomes drive more than superior risk adjusted returns; we design, develop, and deploy technologies that change our world and partner with leading global research organizations and universities to solve problems. Role Description: Involved in improving the existing proprietary technology for the firm by programming and testing high-performance C++ software for use in a real-time trading environment. Responsible for developing programming features within a software-based trading platform which contains performance and scalability optimizations to support its unique trading algorithms. The software platform is a low latency, high performance system that provides traders a competitive edge to execute their strategies. Involved in research projects associated with latency prediction and algorithmic improvement based on requirements provided by internal trading teams. Responsible for determining efficient methods to store and analyze very large amounts of data and developing tools to evaluate large volumes of market data to improve trading strategies performance. Involve in investigating and designing data mining and recommending solutions to problems. Conduct research for modelling and forecasting future price actions and volatility. Build and expand the current revenue base by developing and exploring new opportunities. Execute and implement quantitative investment strategies. Develop and support a scalable quantitative research framework using Python, C++, and other software systems. Research new methods for capturing risk exposure, evaluating risk/reward and performance attribution across multiple asset classes. Participate in all phases of the software development process for computerized trading applications/models, including requirements analysis, specification generation, application design, software coding and optimization. Design and develop applications based on business requirements for algorithmic trading. Design, develop and implement high-performance trading applications, ranging from front-end applications to black box systems. Use C++, Python, and other software and systems to access applications that can identify and manage portfolio risk. Build and enhance market prediction models for portfolios utilizing quantitative problem solving and advanced statistical techniques. Analyze data, creating and evaluating trading strategies. Responsibilities Develop and test high-performance C++ software for real-time trading environments. Improve a software-based trading platform with performance and scalability optimizations. Conduct latency prediction and algorithmic improvement research for internal trading teams. Store, analyze, and visualize large data sets to support trading strategies and research. Investigate data mining approaches and recommend solutions to problems. Model and forecast future price actions and volatility. Develop and explore opportunities to expand revenue bases with quantitative strategies. Execute and implement quantitative investment strategies. Develop and support a scalable quantitative research framework using Python, C++, and related systems. Research methods for capturing risk exposure and performing performance attribution across asset classes. Participate in all phases of the software development life cycle for trading applications/models. Design, develop, and implement high-performance trading applications across front-end and backend systems. Access applications to identify and manage portfolio risk. Build and enhance market prediction models using quantitative techniques. Analyze data to evaluate and refine trading strategies. Requirements: This position requires a 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. Additionally, the applicant must have employment experience with: Software development using Python Working with large data sets Owning process automation Empirical research C++ Scripting in Bash [QD-NYC#. EOE] #LI-DNI 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:
$150,000
—
$200,000
USD
#J-18808-Ljbffr