QUANTITATIVE DEVELOPER, MARKET RISK

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

Job summary

Join a leading firm as a Quantitative Developer focused on Market Risk. Leverage your quantitative skills and programming experience to manage and mitigate market risks across diverse trading strategies. You will collaborate with a skilled team and play a key role in enhancing workflows and data management within the firm, driving impactful decisions and innovations.

Benefits

Discretionary bonus eligibility

Medical, dental, and vision insurance

Paid parental leave

Retirement plan with employer match

Wellness Programs

Paid vacation plus paid holidays

Qualifications

• 3-6 years of markets-facing technical experience required.
• Practical experience in data handling and software development at scale.
• Experience working with at least one financial asset class.

Responsibilities

• Improve firm's capabilities to monitor and manage market risk.
• Conduct empirical research on asset returns and relationships.
• Create pricing and risk workflows for new asset classes.

Skills

Programming in Python

Knowledge in financial markets

CI/CD frameworks

Communication skills

Self-directed project ownership

Data handling at scale

Education

Bachelors or Masters in Financial Engineering, Finance, or Statistics

CFA Charter

Tools

Pandas

Polars

Numpy

Scipy

Linux environment

C++

Job description

Join to apply for the Quantitative Developer, Market Risk role at Jump Trading Group

Join to apply for the Quantitative Developer, Market Risk role at Jump Trading Group

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 firms 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 Youll 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 USD - $175,000 USD

Seniority level

Seniority level

Mid-Senior level

Employment type

Employment type

Full-time

Job function

Job function

Finance and Sales

Technology, Information and Internet

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