Research Software Engineer, Trading team

Full Time
Chicago, IL, USA
9 months ago

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.

We are looking to add a Parallel Computing Research Software Engineer to one of our growing trading teams. This individual will collaborate with other members of the trading team on development, testing, deployment, and optimization of code, processes, and systems. 

Skills You'll Need:

  • At least 5+ years of experience in C++ & CUDA, as well as familiarity with Python programming
  • Performance optimization experience, from low level code through to large complex distributed pipelines
  • HPC development experience with linux clusters and supercomputers, MPI.
  • Project management and ownership experience
  • Experience with NVIDIA GPUs required (V100, A100, H100). Experience with AMD, Intel or other parallel architectures is a strong plus.
  • Strong analytical and problem-solving abilities
  • Experience working in a large code base with multiple authors  
  • Strong written and verbal communication
  • Bachelor's or Master's degree in sciences, mathematics, engineering or equivalent experience.

Bonus points:

  • Intel AVX programming
  • Experience with any of the following GPU technologies :cuBlas, cuSolver, cuDNN, cutlass, wmma/gmma (tensor cores), cooperative groups, nccl
  • PyTorch experience, in particular optimization and customization
  • Strong Python experience (also CuPy, pybind)