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.

We’re looking for a sharp, detail-driven individual with strong financial operations, critical thinking, and organizational skills to join our global Clearing team. This role is part of our core Operations team, ensuring the reliable flow of trading activity across global markets and managing moment-to-moment risk for trading teams.

This is a 4-day workweek role, with one weekend day (Saturday or Sunday) as part of your schedule. During onboarding and training, you’ll initially work a standard Monday–Friday week before transitioning to the 4-day schedule (Wednesday–Saturday or Sunday–Wednesday). Candidates must be comfortable with and prepared for this arrangement. Flexibility and reliability to support weekend trading are essential to success in this role.

What You’ll Do:

• Perform daily clearing functions, including trade capture, lifecycle management, reconciliation, and resolving breaks across venues and products.
• Facilitate smooth operations by working directly with trading teams, clearing brokers, exchanges, and internal stakeholders across Technology, Finance, and Operations.
• Identify opportunities to improve processes and workflows while assisting with developing and maintaining detailed procedural documentation.
• Execute additional operational duties as needed to support the business.

• Experience: 2+ years in a related operational role, preferably in financial services. Familiarity with post-trade lifecycles (Equities, Treasuries, Futures, FX, or Options) is ideal.
• Technical Skills: Proficiency in Microsoft Excel (pivot tables, v-lookups) is required. Python and SQL skills are a strong plus. Genuine curiosity about data and technology, and utilising new tools proactively to work smarter.
• Knowledge: Familiarity with exchange connectivity, clearing systems, and trading infrastructure is advantageous.
• Problem-Solving: Strong analytical skills, process improvement experience, and the ability to handle large data volumes accurately under time constraints.
• Communication: Excellent written and verbal communication skills, with the ability to collaborate globally and interface with internal and external contacts.
• Adaptability: Composure during stressful situations, strong judgment in dynamic environments, and a proactive approach to decision-making.
• Education: Bachelor’s degree in Business, Economics, Finance, or a related field with a STEM background with a strong interest in Finance.

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

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.

Trading Infrastructure is a global organization of Engineers who architect, build and maintain our world-class infrastructure. From colo design/implementation, to optimizing our exchange connectivity, to building world class low latent Wide Area Networks, we leverage research and automation to consistently adapt and innovate our infrastructure to scale and drive our trading and evolving business.

We are looking for exceptional talent that can work closely and collaborate effectively across multiple teams spread around the globe and continue to take our infrastructure to the next level.

What You'll Do:

• Work in a hybrid Systems Engineer / Software Developer capacity on Jump’s internal systems that manage the global infrastructure and colocation footprint
• Architect, build and maintain streaming monitoring tooling, high performance / real-time packet and flow analysis systems, configuration management and automation frameworks
• Take an ops-first approach, focusing on improving quality of the platforms for the wider team and always strive to identify improvements and opportunities for further make us more efficient
• Identify opportunities to make services more efficient and resilient by designing alerting and observability around team and business requirements
• Do deep-dive debugging sessions on low-level performance issues in complex software stacks
• Other duties as assigned or needed

Skills You’ll Need:

• 5+ years experience with Python, Go
• Strong experience with Linux
• Knowledge of streaming systems architecture and design
• Message/streaming queues (Apache Kafka, RabbitMQ, etc.)
• Working knowledge of Rust, C/C++
• Experience with big data / columnar style data stores (Bigtable, Clickhouse, Cassandra) and time series databases
• Experience working with version control and CI/CD systems.
• App deployment management and lifecycle (CI/CD, Kubernetes, pods/containers)
• Proven knowledge of working on infrastructure challenges in a reliability capacity
• Previous experience demonstrating strategic thinking skills and maturity in tackling complex problems, dealing with people, technology and processes
• Reliable and predictable availability

Bonus skills:

• Experience with Rust
• Prior exposure to Arista or Cisco hardware
• Routing protocol knowledge
• Prior network design knowledge

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

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.

The quantitative trading teams at Jump Trading probe and 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'll Do:

Quantitative Researchers collect and analyze tens of thousands of data sets, identify patterns and extract insights into the complexities in financial markets. Researchers lean heavily on statistical analysis, machine learning, and data engineering skills; applying the results of their research to forecasts and predictive trading models. Jump’s Quantitative Researchers are constantly collaborating with other scientists, traders, hardware and software developers, and market facing business teams to push for the best expression of our new ideas. Other duties as assigned or needed.

Skills You’ll Need:

• Proven success with profitable trading strategies.
• Strong programming skills in C++/Python in a Linux environment.
• Working knowledge of forecasting and data mining techniques, such as linear and non-linear regression analysis, neural networks, or support vector machines.
• Strong experience developing statistical models in a trading environment.
• Proven success working with large data sets and developing statistical models.
• Fascinated and interested in advancing machine learning within the trading community.
• Possess strong familiarity with Python, R or MATLAB along with development skills to support research efforts.
• Masters or PhD in Statistics, Physics, Mathematics (or related subject).
• Desire to work within a collaborative, team-driven environment.
• Reliable and predictable availability 

Benefits include:

• Travel Medical Insurance
• Group Pension Scheme
• Group Life Assurance and Income Protection Schemes
• Paid Parental Leave
• Commuter Benefits

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.

The quantitative trading teams at Jump Trading probe and 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'll Do:

Quantitative Researchers collect and analyze tens of thousands of data sets, identify patterns and extract insights into the complexities in financial markets. Researchers lean heavily on statistical analysis, machine learning, and data engineering skills; applying the results of their research to forecasts and predictive trading models. Jump’s Quantitative Researchers are constantly collaborating with other scientists, traders, hardware and software developers, and market facing business teams to push for the best expression of our new ideas. Other duties as assigned or needed.

Skills You’ll Need:

• Proven success with profitable trading strategies.
• Strong programming skills in C++/Python in a Linux environment.
• Working knowledge of forecasting and data mining techniques, such as linear and non-linear regression analysis, neural networks, or support vector machines.
• Strong experience developing statistical models in a trading environment.
• Proven success working with large data sets and developing statistical models.
• Fascinated and interested in advancing machine learning within the trading community.
• Possess strong familiarity with Python, R or MATLAB along with development skills to support research efforts.
• Masters or PhD in Statistics, Physics, Mathematics (or related subject).
• 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 Cycle Schemes