Fixed Income Quantitative Researcher | Trading Team
Jump Trading · On-site
MeritLog read this listing from Jump Trading's Greenhouse job board and last checked it on September 12, 2026.
Source: the employer's Greenhouse job board. Open the original listing for current details.
Job details
- Work model
- On-site
- Salary
- Not listed by source
- Location
- London
Hiring context
How this role compares at Jump Trading
Jump Trading has 107 live roles in MeritLog’s catalog across 6 job families, and 44 of them are in data & analytics. 37 of those listings publish a pay range, a disclosure rate of 35%.
Jump Trading concentrates this hiring in:
Counted across the job boards MeritLog tracks, at the time this page was served. Pay comparisons use only listings that publish a complete range in the same currency and period.
What the role asks for
What you'd 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
What they're asking for
- At least 1 year research or trading experience in fixed income electronic trading deskExperience
- Good understanding of fixed income pricing models, yield curve shape and core economic driversSkill
- 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 productsSkill
- Proven success of working with large data setSkill
- Solid python along with development skills to support research effortsSkill
- Good C++ skills is a plusSkillPreferred
- Master or PhD in mathematics, statistics, operations research, physics, computer science, and financial engineering related subjectsEducation
- Desire to work within a collaborative, team-driven environmentSkill
- Reliable and predictable availabilitySkill
Parsed by MeritLog from the employer’s own posting. The full description follows below.
Job 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
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