Full-Time · Quantitative Development
Data Engineer
Jump Trading · New York or Chicago · $200,000 · Posted Sep 1, 2026
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 Data team is responsible for building a world class Data Platform with a centralized source of vendor and proprietary research data. The Vendor Data Group operates in a very dynamic environment utilizing a sophisticated and diverse technology stack. The team interfaces with all aspects of the firm, from Trading, Research, and Technology to Risk, Middle Office and Accounting – providing individuals within the group a full 360-degree view of Jump. The Core Data team, part of the Vendor Data Group, owns the firm’s core reference data, core historical market and fundamental datasets, and the firm’s instrument and security master. This foundational data underpins research and trading across Jump, making the team central to the firm’s investment process.
Requirements
- 7+ years of software engineering experience, with strong proficiency in Python
- 5+ years working on reference data or security master systems in an engineering capacity
- Familiarity with common reference data used in security masters (e.g., identifiers, corporate actions, exchange/venue and calendar data)
- Strong understanding of fundamental datasets as well as market datasets, including index and exchange data
- Understanding data modeling in modern quant/prop shops
- Strong unit-testing / test-driven coding style
- Experience working with various data storage formats, filesystems, and event queues preferred
- Hands-on experience working within a Linux environment
- Willingness to diversify and master other technical skills on the job
- Excellent written and verbal communication, analytical, and problem-solving skills
- Experience in high-frequency trading environments or similar proprietary trading firms is a strong plus