Jump Trading Group is seeking world-class engineers to collaborate with research, trading, and engineering teams to build state-of-the-art ML systems for quantitative finance. You will work on training pipelines on HPC clusters, low-latency inference, and production deployment across multiple languages including C, C++, Python, and CUDA.
The role emphasizes collaboration with researchers and quants, large-scale data handling, and observable, high-performance systems.
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