Our client is managing a lower frequency trading strategy and looking for talented and experienced quantitative researchers to join the team.

This investment strategy involves the design and deployment of a new technology platform, alpha research, portfolio optimization, and execution that combines with Jump's core infrastructure to capitalize on opportunities in the market. As the strategy continues to grow and evolve, successful candidates will have the opportunity to take part in all facets of the new business. 
What You'll Do

• Work with the stat arb team from end to end on the investment process
• Conduct research and analyze a variety of large data sets to develop and implement alpha signals
• Contribute to portfolio construction and alpha blending
• Collaborate extensively with others to analyze performance, optimize the trading strategy and continue to advance the results of the team's research

Skills You'll Need

• 3-5 years experience as a quantitative researcher in a statistical arbitrage environment
• Experience working with Python, C++ is a plus
• Expertise and success working with large and diverse data sets
• Knowledge of/degree in topics including but not limited to: machine learning/statistical learning, convex optimization, numerical linear algebra, finance, market microstructure
• The creativity to explore new ideas and develop successful investment strategies as the market evolves
• Excellent communication, analytical and problem-solving skills
• Humility and enthusiasm, good team spirit
• Must possess intellectual curiosity and be a self-starter