PhD Quant Research Intern: End-to-End, Live Markets

Tradermath; New York (NY); Hybrid; USD 270,000 - 330,000; Full time

Benefits offered by this job

Mentorship program

Job summary

Jump Trading Group invites PhD researchers to join a 10-week quant research internship in Summer 2027. Based in Chicago or New York, you will start with training on research methodology, ML, statistics, and trading mechanics, then work 1:1 with seasoned researchers on a live project tied to business needs.

You will explore predictive modeling, alpha research on datasets, and model development for live trading, with mentorship and a path toward a full-time offer at Jump Trading Group.

Qualifications

• Currently pursuing a PhD in a highly quantitative field.
• Experience conducting an in-depth research project with real-world data.
• Strong Python programming ability and code comprehension.

Responsibilities

• Own a research project end to end on a live business need.
• Collect, clean, and explore large datasets and engineer features.
• Build, fit, and evaluate models on a supercomputing grid and present results.
• Receive daily mentorship from experienced quant researchers.

Skills

PhD research

Python programming

Data analysis

Statistical modeling

Team collaboration

C++ (nice to have)

Education

PhD student in Statistics/Math/CS/Physics

Tools

Python

C++

Supercomputing grid

Job description

Jump Trading Group invites PhD researchers to join a 10-week quant research internship in Summer 2027. Based in Chicago or New York, you will start with training on research methodology, ML, statistics, and trading mechanics, then work 1:1 with seasoned researchers on a live project tied to business needs.

You will explore predictive modeling, alpha research on datasets, and model development for live trading, with mentorship and a path toward a full-time offer at Jump Trading Group.