Algorithmic trading infrastructure and market-making systems
Jump Trading operates a high-performance trading platform across multiple asset classes and geographies using a C++-heavy, low-latency compute stack (C++, Python, HPC clusters via Slurm, Lustre, GPFS) paired with ML infrastructure (PyTorch, NumPy, SciPy, Pandas). The engineering and research hiring mix—split between performance optimization, compliance automation, and portfolio research—reflects an organization scaling platform reliability and clearing operations as much as trading signal generation.
Jump Trading is a proprietary trading firm headquartered in Chicago with 13 offices across 8 countries, operating across equities, derivatives, and other asset classes. The firm employs traders, engineers, and researchers to build and operate trading systems at scale. Active projects center on trading infrastructure hardening (low-latency platforms, back-office systems, compliance controls), portfolio research across mixed frequencies, and operational scaling (clearing, reconciliation, new-counterparty onboarding). Current pain points include production system reliability, trade reconciliation automation, and scaling reporting and delivery capabilities. The organization maintains active student recruitment and mentorship programs.
C++, Python, PyTorch, NumPy, SciPy, Pandas, Go, R, MATLAB. Infrastructure: AWS, Kubernetes, HPC (Slurm, Lustre, GPFS). Productivity: Workday, Confluence, Windows 11, macOS.
High-performance trading platforms, trading infrastructure, portfolio research (mixed frequency), back-office systems, compliance automation (equity trading controls), post-trade analysis, and clearing operations. Also scaling internal reporting and new counterparty onboarding.
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