Hiring.Camp

Fixed Income Quantitative Researcher | Trading Team

Jumptrading

·
Location
London · Paris
Type
Full-time
Department
Administration
Experience
1+ years
Education
PhD

Description

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 unique. Constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking unique individual talent by incenting collaboration and mutual respect. At Jump, 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.

Our trading teams are each comprised of a dynamic group of traders, quantitative researchers, and engineers who work together to examine the global markets, seeking to understand the complexities of various traded products and exchanges. They leverage their impeccable statistical analysis and data mining skills, using the results of their research to make forecasts and develop profitable predictive trading models.

What you will do:

  • Develop and refine quantitative models to predict and trade government bond, interest rate swaps and other liquid fixed income products
  • Analyse market data and yield curve to identify investment opportunity
  • Collaborate with various counterparty to implement and deploy efficient algorithms into production
  • Ensure accurate risk assessment and real -time decision-making in fully systematic trading environment
  • Other duties as assigned or needed

Skills you will need:

  • At least 1 year research or trading experience in fixed income electronic trading desk
  • Good understanding of fixed income pricing models, yield curve shape and core economic drivers
  • Demonstrable experience in developing successful algorithms that can be applied to one of the following products: government bond, interest rate swaps, fixed income futures or other liquid fixed income products
  • Proven success of working with large data set
  • Solid python along with development skills to support research efforts
  • Good C++ skills is a plus
  • Master or PhD in mathematics, statistics, operations research, physics, computer science, and financial engineering related subjects
  • Desire to work within a collaborative, team-driven environment
  • Reliable and predictable availability


Benefits include:

  • Private Medical, Vision and Dental Insurance
  • Travel Medical Insurance
  • Group Pension Scheme
  • Group Life Assurance and Income Protection Schemes
  • Paid Parental Leave
  • Parking and Commuter Benefits

Skills

Python

Similar Jobs

10

Fixed Income Quantitative Analyst

Default Brand·Boston, Massachusetts

1mo ago

Fixed Income Quantitative Specialist

Lseg·New York, US

3mo ago

Quantitative Fixed Income Researcher

Tcw·Los Angeles, California

6mo ago

Quantitative Trader - Fixed Income

Virtu·Dublin, Leinster

1y+ ago

Quantitative Researcher (Fixed Income)

Old Mission

1y+ ago

Quantitative/Data Developer | Fixed Income | Experienced Hire

Sig·Bala Cynwyd, Pennsylvania

1mo ago

Quantitative Researcher – Systematic Fixed Income – Client Role

Arootah·Boston, Massachusetts·Hybrid

1mo ago

Quantitative Trading & Research – Fixed Income – Associate

JP Morgan Chase·London, England

2mo ago

Quantitative Trading & Research – Fixed Income – Associate

JP Morgan Chase·London, England

2mo ago

Quantitative Trader, ETF Team - Fixed Income

Gts·UNAVAILABLE

7mo ago