Campus Quantitative Researcher (Intern)

Jump Trading Group is committed to world-class research. We empower exceptional talent 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 driven by constant innovation, intellectual honesty, fearless creativity, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent through incentivized collaboration and mutual respect. At Jump, research outcomes go beyond 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 challenging problems.

Our trading teams consist of traders, quantitative researchers, and engineers who work together to examine global markets and understand the complexities of various traded products and exchanges. They use statistical analysis and data mining to develop forecasts and profitable predictive trading models.

About the Role

We build predictive models from big data and develop algorithms to automatically execute trades across dozens of financial exchanges worldwide.

At Jump, you will have the opportunity to contribute in a blend of three roles—quantitative researcher/data scientist, trader, and software developer—based on your incoming skills and background, your interests and curiosity, and the new skills and industry knowledge you will gain at Jump.

Our 10-week internship program begins with a training program focused on enhancing your knowledge of trading, programming, and quant research. Training includes in-house courses and trading simulations developed and delivered by experienced quant researchers, traders, and developers. You will learn advanced skills across areas such as machine learning, trading/market mechanics, statistics, Python, C++, and our research process for signal generation.

You will later be coached to apply these skills through rotations with trading teams and research projects, with mentorship from experienced quants and traders. You will help build predictive models using one of the largest supercomputers in the world and develop automated trading strategies to test in live markets against world-class competition. Other duties may be assigned or needed.

Who Should Apply?

• Seeking the sharpest analytical minds from top undergraduate and graduate programs. Ideal candidates have an uncommon drive to learn and improve, an entrepreneurial spirit, and strong skills in programming and/or quantitative analysis (statistics, data mining, mathematics, machine learning, etc.).
• No prior knowledge of finance or trading is necessary; training will be provided.
• Reliable and predictable availability required.
• While we strongly value training in Computer Science and Mathematics, we are excited to meet people with exceptional achievements in any technical discipline. Recent hires have come from fields such as Electrical Engineering, Statistics, Physics, Neuroscience, Materials Science, Operations Research, and others.

If you have outstanding skills in math, ML, and programming, and you are curious about the challenge of improving research with daily feedback from competitive markets, we hope you’ll apply.

Additional Information

• Candidates should be interested in working in Singapore for their full-time job after graduation.
• Timing of application consideration and interviews will vary to accommodate university timelines.