Teams at Jump Trading Group

Design, implement, test, and optimize C++ trading algorithms and market order execution systems. Collaborate with traders, quantitative researchers, and engineers to develop innovative strategies, improve trading platform performance, and optimize resource and hardware utilization. The role requires strong analytical, problem-solving, testing, communication, and teamwork skills, along with experience deploying large-scale data processing or modeling systems on high-performance computing clusters.

Build and improve research and production infrastructure for quantitative trading. Develop Python and C++ systems, libraries, backend services, and workflow tooling for strategy research, testing, and deployment. Improve performance, algorithmic efficiency, scalability, and distributed compute capabilities while partnering with quantitative researchers and traders. Own projects through design, implementation, testing, rollout, and ongoing enhancement.

Manage and optimize financing for a European-focused fixed income portfolio across repo, total return swaps, and other channels. Responsibilities include counterparty relationships, pricing and financing analysis, cash and collateral management, margin negotiations, FX and money market activity, P&L allocations, risk support, and automation of treasury processes. The role partners with global treasury, trading, portfolio management, risk, and back-office teams while supporting new business initiatives.