Campus Quantitative Research Intern (Off-Cycle - Winter/Spring 2027)

About Jump Trading Group

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 defined by constant innovation, intellectual honesty, creativity, fearlessness, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent through collaboration and mutual respect. 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.

About the Role

Jump trading teams comprise traders, quantitative researchers, and engineers who work together to examine global markets. They seek to understand the complexities of various traded products and exchanges, leveraging statistical analysis and data mining skills to make forecasts and develop profitable predictive trading models.

We build predictive models from big data and develop algorithms to automatically execute trades in dozens of financial exchanges around the world.

Internship Details

Candidates for this off-cycle internship should be graduating in 2027 and interested in working in Hong Kong or Shanghai for their full-time job after graduation.

What You’ll Do

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

You will receive training, coaching, and mentorship from experienced quants and traders to apply skills across areas such as machine learning, trading/market mechanics, statistics, Python, and C++. You will help build predictive models using one of the largest supercomputers in the world, and devise automated trading strategies to test in the markets against world-class competition. Other duties as assigned or needed.

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; training will be provided.
• Reliable and predictable availability is required.
• Although we strongly value training in Computer Science and Mathematics, we are excited to meet people 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.

Apply

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