ML Research Engineer Intern: Build Scalable Finance ML

Jump Trading; Greater London; On-site; GBP 90,000 - 150,000; Full time

Job summary

Jump Trading Group seeks world-class engineers to build state-of-the-art ML systems for quantitative finance. You’ll collaborate with researchers, quants, and engineers to deploy scalable ML models with low latency.

Expect work on training pipelines in HPC clusters and production inference across GPUs, using Python, C++, CUDA and related DL libraries. The role emphasizes collaboration, technical excellence, and applying ML research to global markets in a fast-paced, team-driven environment.

Qualifications

• This role expects deep technical expertise in Python and/or C++.
• Proficiency with PyTorch, JAX, TensorFlow or similar DL libraries.
• Excellent written and verbal communication in English.

Responsibilities

• Apply state-of-the-art ML techniques to complex domains.
• Collaborate with researchers and quants to build ML frameworks for finance.
• Optimize training pipelines on HPC resources.
• Integrate ML models into latency-sensitive production systems.
• Work across C/C++/Python, CUDA and other GPU languages.
• Build scalable ML systems that are observable and performant.
• Support productivity by reducing iteration cycle time in research.

Skills

Python

C++

CUDA

Pytorch

JAX

TensorFlow

GPU programming

Distributed systems

English communication

Team collaboration

Job description

Jump Trading Group seeks world-class engineers to build state-of-the-art ML systems for quantitative finance. You’ll collaborate with researchers, quants, and engineers to deploy scalable ML models with low latency.

Expect work on training pipelines in HPC clusters and production inference across GPUs, using Python, C++, CUDA and related DL libraries. The role emphasizes collaboration, technical excellence, and applying ML research to global markets in a fast-paced, team-driven environment.