Quantitative Researcher: Global Markets & ML Innovation

Jump Trading; Hong Kong; On-site; HKD 702,027 - 1,014,040; Full time

Job summary

A global financial research firm based in Hong Kong is looking for Quantitative Researchers to develop innovative mixed-frequency trading strategies. The role emphasizes statistical analysis and machine learning applied to forecast financial market trends. Ideal candidates will have degrees in Mathematics, Physics, or Computer Science, with strong programming skills. This competitive position offers an engaging, team-driven environment focused on creativity and problem-solving.

Qualifications

• Eager to solve challenging problems.
• Experience developing successful quantitative trading strategies is preferred.
• Strong programming skills in C++/Python in a Linux environment.

Responsibilities

• Collect and analyze large data sets to identify patterns.
• Collaborate with other scientists, traders, and software developers.

Skills

Creative thinking

Statistical analysis

Machine learning techniques

Programming in C++/Python

Education

Bachelor, Masters, or PhD in Computer Science, Statistics, Physics, Mathematics

Job description

Jump Trading Group is committed to world class research. We empower 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 is unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incentivizing collaboration and mutual respect. At Jump, research outcomes drive more than superior risk adjusted returns. We design, develop, and deploy technologies that change our world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems.

We’re expanding our successful global equity stat arb business with the build out of a new team of quantitative researchers focused on developing mixed-frequency (low/mid) strategies based out of Hong Kong. This team will leverage new and differentiated approaches to research and will be comprised with top talent across the fields of Quantitative Research, ML/LLM & Engineering.

What You'll Do:

Quantitative Researchers collect and analyze tens of thousands of data sets, identify patterns and extract insights into the complexities in global financial markets. Researchers lean heavily on statistical analysis, machine learning, and data engineering skills; applying the results of their research to forecasts and predictive trading models. Jump’s Quantitative Researchers are constantly collaborating with other scientists, traders, hardware and software developers, and market facing business teams to push for the best expression of our new ideas.

Skills You'll Need:

• 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