Campus Quantitative Researcher (Full-Time)

Jump Trading is recruiting for Campus Quantitative Researcher (Full-Time) in London; Amsterdam. This listing was last seen on the firm's own job board on August 22, 2026.

Low-latency engineering is the product, so the systems bar is higher than the probability bar.

What sets Jump Trading apart: Latency engineering weighted above trading intuition. Deep C++ and hardware questions, including cache and network behaviour. Secretive by policy, so very little public information about desks.

Related preparation: Quantitative Researcher (QR) Career Roadmap, Machine Learning Quant Career Roadmap, Quant Strategist (Desk Quant) Career Roadmap, Quant Data Scientist (Alternative Data) Roadmap, Quant Research Ops (MLOps) Roadmap and Financial Data Scientist Career Roadmap.

The role, as Jump Trading describes it, published on July 13, 2026 and reproduced from their job board:

Jump Trading 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 incentivising 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…

About the Role:

We build predictive models from big data and develop algorithms to automatically execute trades in dozens of financial exchanges around the world.

At Jump you will have the opportunity to contribute in a blend of three roles – quant researcher / data scientist, trader, and software developer – based on your incoming skills and background, interest and curiosity, and the new skills and industry knowledge that you will learn at Jump.

You will start by completing a training program focused on enhancing your knowledge of trading, programming, and quant research. The training consists of in-house courses and trading simulation developed and delivered by experienced quant researchers, traders, and developers. We have experts from around the firm who will teach you advanced skills in a variety of areas such as Trading / Market Mechanics, Statistics, R, Python, C++, Machine Learning, and our research process.

You will later be coached to successfully apply those skills to build predictive models, leveraging one of the largest supercomputers in the world, and devise automated trading strategies to test in the markets against world-class competition.

May include other duties as assigned or needed.

Who should apply?

We are seeking the sharpest analytical minds from top undergraduate and graduate programs. Ideal candidates have an uncommon drive to learn and improve, an entrepreneurial spirit, and strong skills in programming and/or quantitative analysis (statistics, data mining, mathematics, machine learning, etc.).

No prior knowledge of finance or trading is necessary. We’ll give you the training that you’ll need. Reliable and predictable availability required.

Although we strongly value training in Computer Science and Mathematics, we are excited to meet people with exceptional achievements in any technical discipline. Recent hires include students from fields such as Electrical Engineering, Statistics, Physics, Neuroscience, Materials Science, Operations Research, and more.