QUANTITATIVE DEVELOPER, MARKET RISK

Jump Trading; New York (NY); On-site; USD 150,000 - 175,000; Full time

Job summary

Une entreprise leader dans le domaine de la négociation recherche un Quantitative Developer passionné pour améliorer ses capacités en gestion du risque de marché. Vous travaillerez sur la création de flux de travail et d'analyses pour divers actifs, en utilisant votre expertise en programmation Python. Ce rôle dynamique nécessite une pensée critique et la capacité d'adopter de nouvelles compétences rapidement tout en collaborant avec une équipe engagée.

Benefits

Discretionary bonus eligibility

Medical, dental, and vision insurance

Paid vacation plus paid holidays

Retirement plan with employer match

Paid parental leave

Wellness Programs

Qualifications

• Minimum de 3 à 6 ans d'expérience technique en marché.
• Expérience pratique avec des données à grande échelle.
• CFA Charter holder ou connaissance équivalente des marchés financiers.

Responsibilities

• Améliorer la surveillance et la gestion du risque de marché.
• Créer des flux de travail de tarification et de risque pour une nouvelle classe d'actifs.
• Déployer des flux de données, de calcul et de décision à grande échelle.

Skills

Python

Pandas

Numpy

Statistics

CI/CD

Data management

Education

Bachelors or Masters degree in Financial Engineering, Finance and/or Statistics

Tools

Linux

C++

Job description

Jump Trading’s Risk team manages risk globally for all trading teams and is responsible for evaluating the many facets of risk across trading strategies, markets and products. One facet of risk that the firm manages is market risk.

As a Quantitative Developer you will deploy your experience in markets, quantitative approaches and software development to improve the firm's capabilities to monitor, manage and actively hedge market risk across a spectrum of businesses spanning asset classes, regions and trading horizons. Some examples include creating pricing and risk workflows for a new asset class, conducting empirical research on asset returns and relationships and deploying compute workflows at scale. This role requires both the nimbleness to quickly attack new business needs as well as the thoughtfulness to organize and deploy data, compute, visualization and decision-making workflows at a very large scale. The team is looking for someone who is passionate about the interplay between markets and technology, is committed to maintaining a high bar for code, demonstrates intellectual curiosity and is comfortable challenging the status quo with both humility and clear communication. If you have an interest in scaling your blend of existing experience in the markets and quantitative development in a growing and entrepreneurial team, please reach out!

Skills You'll Need:

• At least 3-6 years of relevant markets-facing technical experience required
• Strong programming experience in Python along with common packages such as Pandas, Polars, Numpy, and Scipy
• CFA Charter holder or equivalent foundational financial markets knowledge at a minimum
• Bachelors or Masters degree in Financial Engineering, Finance and/or Statistics Direct experience in working with at least one financial asset class in pricing, risk, or empirical research
• Practical experience in working with data at scale (whether daily or intraday)
• Experience in CI/CD frameworks Great written and verbal communication skills – good at ELI5
• Self-directed and able to take ownership of projects and responsibilities
• Experience in having to learn something substantial from scratch while on the job

Bonus Points:

• Experience in working within a full-stack function spanning data, technology, and markets
• Experience in development within a distributed Linux environment
• Familiarity with C++

Benefits

- Discretionary bonus eligibility
- Medical, dental, and vision insurance
- HSA, FSA, and Dependent Care options
- Employer Paid Group Term Life and AD&D Insurance
- Voluntary Life & AD&D insurance
- Paid vacation plus paid holidays
- Retirement plan with employer match
- Paid parental leave
- Wellness Programs

Annual Base Salary Range $150,000 — $175,000 USD