Quantitative Researcher | Trading team
Jump TradingAbout the Role
Join Jump Trading Group's expanding global equity statistical arbitrage business as a Quantitative Researcher focused on developing mixed-frequency (low/mid) trading strategies based in Hong Kong. You will collect and analyze tens of thousands of data sets to identify patterns and extract insights into global financial markets. You'll leverage statistical analysis, machine learning, and data engineering skills to develop forecasts and predictive trading models, while collaborating with scientists, traders, developers, and business teams to drive innovative research outcomes.
Requirements
- 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