Senior Derivatives Quant Researcher - Trading Team

Socket.dev; New York (NY); On-site; USD 200,000 - 300,000; Full time

Benefits offered by this job

Discretionary bonus eligibility

Medical, dental, vision insurance

Retirement plan with employer match

Paid vacation and holidays

Parental leave

Wellness programs

Job summary

Jump Trading Group is seeking a highly skilled quantitative researcher to apply math, statistics, and machine learning to identify patterns and forecast market signals in global derivatives. You will collaborate with traders, researchers, and engineers to translate research into robust trading models and production systems.

Ideal candidates hold a master’s or PhD in a quantitative field, possess strong Python/C++ skills, and have deep knowledge of derivatives and market mechanisms.

Qualifications

• Proven experience in developing successful quantitative driven strategies.
• Deep understanding of derivatives market complexity, product structure and market mechanisms.
• Strong programming skills and ability to translate research into production code.
• Excellent communication and collaboration with traders and researchers.

Responsibilities

• Apply math, statistics, and machine learning techniques to identify patterns and predict market signals in global derivatives space.
• Collaborate with scientists, traders, hardware and software developers, and business teams to push for best expression of new ideas.
• Perform ongoing model validation and monitor real‑time performance in production systems.

Skills

Quantitative research

Market expertise

Python/C++

Derivative products

Advanced degree

Education

Master's or PhD in a relevant field

Tools

Python

C++

Job description

Jump Trading Group is seeking a highly skilled quantitative researcher to apply math, statistics, and machine learning to identify patterns and forecast market signals in global derivatives. You will collaborate with traders, researchers, and engineers to translate research into robust trading models and production systems.

Ideal candidates hold a master’s or PhD in a quantitative field, possess strong Python/C++ skills, and have deep knowledge of derivatives and market mechanisms.