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 trading teams are each comprised of a dynamic group of traders, quantitative researchers, and engineers who work together to 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.
*Candidates for this off cycle internship should be graduating in 2026 or 2027 and be interested in working in Hong Kong for their full-time job after graduation.
You will work alongside experienced engineers building systems that power our trading operations. With mentorship throughout your internship, you'll contribute to real production systems and gain hands-on experience with full-cycle software development.
Your projects may include:
- Building and improving high-performance data pipelines and processing systems
- Collaborating with quantitative researchers to develop tools that support research workflows
- Optimizing system performance through profiling, debugging, and architectural improvements
- Building shared tools and infrastructure that power research efficiency and shorten iteration cycles
- Bridging the gap between research prototypes and production-grade systems
- Solid foundation in C++ and Python programming
- Solid understanding of computer science fundamentals: data structures, algorithms, memory management, operating systems, compilers, computer architecture, and networking
- Interest in systems programming and understanding how software interacts with hardware (OS internals, process scheduling, I/O, caching)
- Comfortable working in a Linux environment
- Passion for writing clean, efficient, and maintainable code; comfortable contributing to collaborative codebases
- Ability to translate research requirements into robust software solutions
- Strong learning ability and intellectual curiosity
- Good communication skills with users and other stakeholders
- Reliable and predictable availability
- No finance or economics study or work experience required
- Other duties as assigned or needed
- Curiosity for data-driven approaches and ability to work with large-scale data from first principles, not just relying on libraries
- Experience with performance optimization or low-latency systems
- Familiarity with HPC or distributed computing
- Exposure to data analysis tools (Pandas, NumPy) or statistical methods
- Past internship or job experience in a software development role
Top Skills
What We Do
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.
