Fixed Income Quantitative Researcher | Trading Team
Jump TradingAbout the Role
Join Jump Trading's trading team as a Fixed Income Quantitative Researcher. You will develop and refine quantitative models to predict and trade government bonds, interest rate swaps, and other liquid fixed income products. Working alongside traders and engineers, you'll analyse market data and yield curves to identify investment opportunities, implement efficient algorithms into production, and ensure accurate risk assessment in a fully systematic trading environment.
Requirements
- Familiarity with fixed income concepts, including but not limited to bond and interest rate swap pricing, yield curve analysis, and algo optimization
- Demonstrated experience researching predictive signals at multi-hour to multi-week horizons - including signal construction, backtesting, turnover and capacity analysis — rather than purely latency-driven strategies
- Deep expertise in at least one of: modern deep learning (sequence models, transformers, representation learning, with PyTorch/JAX or equivalent), Bayesian time series, or high-dimensional statistics - with a clear understanding of how to avoid overfitting in low signal-to-noise regimes
- Proven success working with large datasets in academic projects or a professional environment
- Strong problem-solving, statistics, and mathematics skills
- Solid Python along with the software development skills to support research efforts
- Good C++ skills are a plus
- Master's or PhD in mathematics, statistics, operations research, physics, computer science, financial engineering, or a related subject
- Desire to work within a collaborative, team-driven environment
What You'll Get
- Private Medical, Vision and Dental Insurance
- Travel Medical Insurance
- Group Pension Scheme
- Group Life Assurance and Income Protection Schemes
- Paid Parental Leave
- Parking and Commuter Benefits