Quantitative Developer (Jump Operations, LLC., New York, NY) Responsible for end-to-end implementation of risk pricing, valuation, analytics, and empirical research for risk management and portfolio construction purposes. Use combination of engineering capabilities, markets knowledge, quantitative techniques, and asset-class expertise in the creation of end-to-end risk capabilities that can be applied globally and across multiple trading businesses. Work regularly with both trading businesses and market risk managers to iterate on various asset class / business facing priorities. Interface closely with cross-functional units and teams to build performant and scalable solutions. Responsible for designing, building, and testing cutting-edge risk systems. Will encompass high performance exchange connectivity, design and develop distributed trading and risk management systems, and create complex algorithms. Employee will work within the risk team and collaborate with Core Development team. Will be responsible for understanding market risk metrics and translating analytical requirements into optimized software and hardware in latency sensitive matters. Employee will interact with traders to decide on best practices for implementing risk controls and strategy algorithms. Required to interact with core development at Jump to coordinate technology introduction. Responsible for interpreting high-level requirements to create exceptional solutions for the trading and risk management community and develop expertise in trading strategies while designing low-latency integration of trading concepts, software, and hardware. Responsible for developing asset-class models based on numerical and fundamental data. Will work with data sources of cross asset information to develop systematic data processes for automatic trading. No telecommuting allowed. Salary: $200,000-$225,000 per year.
MINIMUM REQUIREMENTS: Bachelor's degree, or foreign equivalent, in Computational Finance, Financial Engineering, or related quantitative field, plus 5 years of experience in a quantitative role. In lieu of a Bachelor's degree plus 5 years of experience, the employer will accept a Master's degree or U.S. equivalent in Computational Finance, Financial Engineering, or related quantitative field, plus 3 years of experience in a quantitative role. Must also have experience in the following: Software development using Python and with packages including pandas, polars, numpy and scipy; Working with large data sets; Using database languages, including SQL; Knowledge of financial markets and investment strategies; Risk management and portfolio optimization; Financial instrument modeling and empirical research; Statistical modeling, including linear regression, time series analysis, and multivariate analysis to model relationships of financial instruments; Experience in development within a distributed Linux environment.
CONTACT: Please submit resume online at: https://www.jumptrading.com/careers or via email to [email protected] . Must specify Ad Code JXNM
JOBS.NOW Note: To tap into these hidden job opportunities, it is crucial to adhere strictly to the application process outlined in each job ad. At JOBS.NOW, we ensure that every listing includes detailed employer instructions. Follow them precisely to be considered for these unique positions!
The "Log Application" button simply allows you to log the application for your records - JOBS.NOW does not submit any applications to employers directly. Remember to still apply through the method indicated in the job ad (mail, email, or via link).
Please note that JOBS.NOW is an independent website and does not post this listings on behalf of any employers nor do we receive any compensation for these listings. All listings are sourced via media or internet channels required by the PERM process.
