About the job
About the Role
Jane Street is seeking enthusiastic Quantitative Researchers to join our dynamic team. In this role, you will collaborate closely with seasoned researchers to develop sophisticated models, strategies, and systems aimed at pricing and trading financial instruments. You will gain valuable insights into experiment design, dataset generation, time series analysis, feature engineering, and model building tailored for financial datasets.
Our unique environment fosters collaboration between researchers, engineers, and traders, allowing for seamless interaction as we train models, architect systems, and execute trading strategies. With access to petabytes of data, a robust computing cluster featuring hundreds of thousands of cores, and an expanding GPU cluster housing tens of thousands of high-performance GPUs, you will engage in a wide range of activities—from analyzing market data and optimizing hyperparameters to debugging distributed training performance and evaluating our models' trading behavior in real-time.
At Jane Street, we embrace diverse modeling approaches, prioritizing the application of various statistical and machine learning techniques, from linear models to deep learning, depending on the challenge at hand. Our most successful researchers possess a keen curiosity about how their contributions integrate into our broader trading operations and how to translate their findings into actionable strategies.

