Campus Quantitative Researcher (Intern)

Jump Trading Group Internship Program

Jump Trading Group is committed to world-class research. We empower exceptional talent in Mathematics, Physics, and Computer Science to explore scientific boundaries, push them further, and apply cutting-edge research to global financial markets. Our culture is defined by constant innovation, requiring fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking individual talent through incentives for collaboration and mutual respect. Research outcomes drive more than superior risk-adjusted returns—we design, develop, and deploy technologies that change the world, fund start-ups across industries, and partner with leading global research organizations and universities to solve problems.

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

Role Overview

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

As an intern, you will have the opportunity to contribute in a blend of three roles—quant researcher/data scientist, trader, and software developer—based on your incoming skills and background, as well as your interests and curiosity, and the new skills and industry knowledge you will learn at Jump.

Internship Program

Our 10-week internship program begins with training focused on enhancing your knowledge of trading, programming, and quant research. The training includes in-house courses and trading simulations developed and delivered by experienced quant researchers, traders, and developers. Experts across the firm teach advanced skills in areas such as machine learning, trading/market mechanics, statistics, Python, C++, and Jump’s research process.

After training, you will 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, leveraging one of the largest supercomputers in the world, and devise automated trading strategies to test in the markets against world-class competition.

Location Requirement

Candidates should be interested in working in Hong Kong or Shanghai for their full-time job after graduation.

Who Should Apply?

• We are 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. We will provide the training you need.
• Reliable and predictable availability is required.
• While we strongly value training in Computer Science and Mathematics, we are excited to meet candidates with exceptional achievements in any technical discipline. Recent hires include students from fields such as Electrical Engineering, Statistics, Physics, Neuroscience, Materials Science, Operations Research, and more.

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