Quantitative Developer, Market Risk

4 days ago

Singapore Jump Trading Group Full time

Join to apply for the Quantitative Developer, Market Risk role at 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 unique; constant innovation requires fearlessness, creativity, intellectual honesty, and a relentless competitive streak. We believe in winning together and unlocking individual talent through collaboration and mutual respect.

Jump Trading's risk team manages risk globally for all trading teams, focusing on evaluating various facets of risk across trading strategies, markets, and products. The market risk facet involves monitoring, managing, and hedging risks across multiple asset classes.

As a Quantitative Developer, you will utilize your software development skills and interest in quantitative methods to enhance the firm's capabilities in market risk management, including instrument modeling, risk measurement, and empirical research. The role demands agility to address new business needs and the ability to organize and deploy data, compute, visualization, and decision workflows at scale.

We seek someone passionate about agile software development, eager to learn and implement quantitative methodologies through coding, curious intellectually, and comfortable challenging the status quo with humility and clear communication. If you're interested in deepening your understanding of financial markets while growing your quantitative and software skills, we want to hear from you

Skills You'll Need:

  • At least 5+ years of relevant technical experience
  • Strong programming experience in Python with packages like Pandas, Polars, Numpy, and Scipy
  • CFA Charter holder or equivalent financial markets knowledge
  • Bachelor's or Master's degree in Financial Engineering, Finance, or Statistics, with experience in at least one financial asset class
  • Practical experience working with large-scale data
  • Experience with CI/CD frameworks
  • Excellent written and verbal communication skills
  • Self-directed with ownership of projects and responsibilities
  • Ability to learn substantial new concepts on the job

Bonus Points:

  • Experience in distributed Linux environments
  • Experience with financial instrument modeling or empirical research
  • Familiarity with C++ and columnar databases

Seniority level

  • Mid-Senior level

Employment type

  • Full-time

Job function

  • Finance and Sales

Industries

  • Technology, Information and Internet

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