Jump Operations, LLC seeks Quantitative Researcher II (Multiple Openings) at its facility located at 15 East 26th Street, 3rd Floor, New York, NY 10010. Involved in research projects associated with latency prediction and algorithmic improvement based on requirements provided by our internal trading teams. Determine efficient methods to store and analyze very large amounts of data and develop tools to evaluate of the large volume of market data to help improve trading strategies performance. Involved in investigating and designing data mining and machine learning algorithms and recommending solutions to problems. Conduct research for the purpose of modeling and forecasting future price actions and volatility. Build and expand the current revenue base by developing and exploring new opportunities. Execute and implement quantitative investment strategies. Responsible for developing and supporting a scalable quantitative research framework using Python, C++, and other software systems. Conduct research new methods for capturing risk exposure, evaluating risk/reward and performance attribution across multiple asset classes. Participate in all phases of the software development process for computerized trading applications/models, including requirements analysis, specification generation, application design, software coding and optimization. Design and develop applications based on the business requirements for algorithmic trading. Design, develop and implement high-performance trading applications, ranging from front-end applications to black box systems. Build and enhance market prediction models for portfolios utilizing quantitative problem solving and advanced statistical techniques. Analyze data, creating and evaluating trading strategies. No telecommuting allowed. This position requires a PhD or foreign equivalent in Statistics, Finance, Financial Mathematics, Physics, or related quantitative field, plus 1 year of experience in a statistical analysis related role. Additionally, the applicant must have experience with: (1) Data Mining; (2) Machine learning and deep learning [natural language processing]; (3) Python; (4) C++ in Linux environment; (5) Model building skills; (6) R Programming; and (7) Computer simulation, like Monte Carlo algorithm, Lattice QCD algorithm. Alternatively, will accept a master’s or foreign equivalent degree in Statistics, Finance, Financial Mathematics, Physics, or related quantitative field, plus 4 years of experience in a statistical analysis related role. Additionally, the applicant must have experience with: (1) Data Mining; (2) Machine learning and deep learning [natural language processing]; (3) Python; (4) C++ in Linux environment; (5) Model building skills; (6) R Programming; and (7) Computer simulation, like Monte Carlo algorithm, Lattice QCD algorithm. Employer will accept any suitable combination of education, training or experience. Rate of Pay: $250,000-$300,000. For a full list of benefits use the following link: www.jumptrading.com/us-benefits/. Applicants who are interested in this position should email a complete resume to hrapply@jumptrading.com, reference [QR2-NYCB]. #LI-DNI.