Derived Data Engineer

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 Data team is responsible for building a world class Data Platform with a centralized source of vendor and proprietary research data. The Vendor Data Group operates in a very dynamic environment utilizing a sophisticated and diverse technology stack. The team interfaces with all aspects of the firm, from Trading, Research, and Technology to Risk, Middle Office and Accounting – providing individuals within the group a full 360-degree view of Jump.

The Derived Data team, part of the Vendor Data Group, builds the analytical datasets that trading and research rely on: bars and residuals computed from market data, extending to curves, volatility surfaces, greeks, and other derived signals. The team works hand-in-hand with trading desks to turn raw market data into research-ready analytics at scale.