Description
Jump Trading Group is seeking a research scientist to apply machine learning to complex quantitative and financial-market problems, taking projects from concept to production. The role involves building reusable financial ML frameworks, optimizing training pipelines for HPC resources, integrating models into low-latency production systems, and working across C, C++, Python, CUDA, and related GPU technologies. The ideal candidate has a strong ML research background, publication or open-source contributions, and experience with deep learning, ML tooling, and collaborative research with traders and quants. International students are encouraged to apply, and the company sponsors work visas for full-time positions.
