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

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 and values fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incentivizing collaboration and mutual respect. Research outcomes at Jump 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.

Team Overview

Our trading teams include 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 to make forecasts and develop profitable predictive trading models.

Off-Cycle Internship

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

About the Role

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

At Jump, you may contribute through a blend of three roles—quant 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 learn at Jump.

You will receive training, coaching, and mentorship from experienced quants/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—we will provide the training you’ll need.
• Reliable and predictable availability is 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 include students from fields such as Electrical Engineering, Statistics, Physics, Neuroscience, Materials Science, Operations Research, and more.

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.