Quant jobs / Jump Trading

Derivatives Quantitative Researcher – Trading Team

A researcher on a Jump derivatives trading team who builds signals and fair value models for options and related products. It suits someone who already has strategy experience.

What you’d work on

Our reading of the posting: what a new hire in this role would most likely spend their first months on.

Build fair value models for options and ETFs
Develop predictive signals in derivatives
Collaborate with traders and developers
Refine strategies using ML and statistics

What they ask for

Required

Proven quantitative strategy experience
Expertise in equity options, ADRs, ETFs or index products
Fair value model experience
Derivatives market structure knowledge
Python and/or C++

Education: Master's or PhD in applied maths, statistics, OR, ML, physics or similar
Experience: Proven experience developing quantitative strategies
Languages and tools: Python
C++
Markets: options, equities

How to prepare

Build a fair value model for an option or ETF and test it
Study volatility surfaces and hedging
Learn market structure for listed options
Practise ML for derivatives signals

What to study

The Volatility Quant roadmap sets out the stages for this kind of role, with free resources for each.

Open the roadmap

Apply

Read the full posting on Jump Trading’s site before applying: requirements, location and pay can change after we check them.

View the posting on Jump Trading’s site ↗

SelfMadeQuant wrote this summary from the employer’s public posting, last checked 6 November 2026. SelfMadeQuant isn’t affiliated with Jump Trading and doesn’t handle applications.