Research Scientist/Research Engineer, Reinforcement Learning

Socket.dev; Chicago (IL); On-site; USD 200,000 - 350,000; Full time

Benefits offered by this job

Discretionary bonus eligibility

Medical, dental, and vision insurance

HSA, FSA, and Dependent Care options

Employer Paid Group Term Life and AD&D

Voluntary Life & AD&D insurance

Paid vacation plus paid holidays

Retirement plan with employer match

Paid parental leave

Wellness Programs

Job summary

Jump Trading Group is hiring a Research Scientist/Research Engineer to advance reinforcement learning applied to global financial markets. You will lead original research and own systems turning findings into production trading, including designing policy architectures, reward formulations, and rigorous out-of-sample benchmarking.

The role involves modeling market microstructure, building scalable tooling, and collaborating with trading and research teams to validate alpha signals within an RL

Qualifications

• 5+ years of experience developing reinforcement learning and/or deep learning systems with measurable impact in industry and/or academia.
• Depth in reinforcement learning, including design of reward formulations, policy architectures, and evaluation, and production deployment.
• Proficiency in Python and/or C++.
• Experience with ML libraries such as PyTorch, TensorFlow, or JAX.
• Strong foundation in mathematics and statistics.
• PhD or Master’s in Computer Science, ML, Robotics, or related field.
• Strong publication record at ICML/ICLR/AAAI/NeurIPS/CVPR or equivalent.
• Ability to thrive in a collaborative, team-oriented environment.

Responsibilities

• Lead RL research at scale and own production trading systems.
• Design and evaluate policy architectures, reward formulations, and objective horizons.
• Model market microstructure, fill dynamics, liquidity, and latency for simulation fidelity.
• Build efficient tooling to store, process, and analyze large market and signal data.
• Communicate findings to technical and trading audiences.

Skills

Reinforcement learning

Deep learning

Python

C++

Mathematics

Statistics

Collaboration

English communication

Education

PhD or Master’s in CS/ML/Robotics

Tools

PyTorch

TensorFlow

JAX

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.

Our team is a group of quantitative researchers, engineers, and ML experts leading reinforcement learning research and trading at Jump. Our mission is to combine emerging techniques and original research to learn optimal decision-making policies from financial market data and monetize them globally. We are building the future of ML-powered trading through breakthrough reinforcement learning, and we're looking for an exceptional Research Scientist/Research Engineer to join our team.

What You’ll Do

As a Research Scientist/Research Engineer working on RL, you'll be at the forefront of applying reinforcement learning to markets. You'll conduct original research and own the systems that turn it into production trading: designing and evaluating policy architectures, reward formulations, and objective horizons with rigorous out-of-sample benchmarking; partnering with trading and research teams to source, integrate, and validate their alpha signals within the RL framework; ensuring simulation fidelity against live trading by modeling market microstructure, fill dynamics, liquidity, and latency; building efficient tooling to store, process, and analyze very large volumes of market and signal data; and communicating findings to technical and trading audiences. This isn't incremental optimization; we're pushing the boundaries of what reinforcement learning can do at scale, where your improvements directly impact live trading.

Other duties as assigned or needed.

Skills You’ll Need

• 5+ years of experience developing reinforcement learning and/or deep learning systems with measurable impact in industry and/or academia
• Depth in reinforcement learning, including experience designing reward formulations, policy architectures, and evaluation, and taking RL methods from research into production
• Proficiency in Python and/or C++
• Familiarity with ML libraries/frameworks such as PyTorch (preferred), TensorFlow, and/or JAX
• Strong foundation in mathematics and statistics
• PhD or Master's degree in Computer Science, Machine Learning, Robotics (or a related subject)
• Strong publication record at ICML, ICLR, AAAI, NeurIPS, CVPR, or equivalent
• Ability to thrive in a collaborative, team-oriented environment
• Creative thinkers who are driven, self-motivated, and eager to solve challenging problems
• Reliable and predictable availability
• Excellent written and verbal communication skills in English

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 $200,000 — $350,000 USD