Quant jobs / Jump Trading

Quantitative Developer – Equity Stat Arb

A developer in a new Hong Kong team extending the firm's global equity statistical arbitrage business with low- and mid-frequency strategies. You build the research infrastructure and production systems alongside the team's researchers.

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 the team's end-to-end machine learning pipeline with the researchers
Create tools for market microstructure research and feature generation
Design a portfolio optimisation system
Develop data pipelines and take systems from code to production, supporting users and upgrades

What they ask for

Required

Strong Python and/or C++
Track record solving hard problems in code with measurable impact
Building modular, efficient software
Reasoning about quantitative problems and talking to researchers
Willingness to own production systems

Preferred

Compiled-language codebases such as C++
High-performance computing
Distributed model training

Education: No degree level stated
Experience: 5+ years of coding track record in industry or academia
Languages and tools: Python
C++
Markets: equities

How to prepare

Build a daily equity factor pipeline with a simple portfolio optimiser
Implement mean-variance optimisation with constraints
Learn an ML training pipeline with feature versioning
Read up on microstructure features such as order imbalance

What to study

The Quantitative Researcher 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.