I applied online. I interviewed at Jump Trading (London, England) in Nov 2019
Interview
The interview process was very professional. Probably the best HR team I have encountered so far. Make sure that you apply as early as possible or get in touch with the recruiters as the applications close at some point. There is one on-campus round and a day of onsite interviews. Interviewers ranged from new grad to senior people and they were all very polite and helpful. The questions are challenging and unique but very fun. They have very nice offices too. I would recommend this company to all top tier maths/physics/cs students with little/no finance experience who want to get into quant trading/research.
Interview questions [1]
Question 1
Questions were: brain teasers, combinatorics, probability, statistics and programming. Focused more on the thought process than repeating existing methods and techniques.
HR screening, casual chat, followed by technical phone interview and another HR chat. Then Onsite interview consisting of four rounds, 3 technical and one technical and behavioral. Mostly on statistics, probability, coding and data analysis.
I applied through a recruiter. I interviewed at Jump Trading (London, England) in Oct 2025
Interview
I was contacted by the firms internal HR directly.
HR were nice and made the process seamless.
After my first conversation I had a 3 hour interview with 2 quants and a trader (all separate, approx 1hr each).
Interview questions [1]
Question 1
1 hr of python coding ability being assessed, data structures and how would you solve a problem.
1 hr discussing microstructure and answering trading specific questions (assessing knowledge of HFT strategies, backtesting)
1 hr of conditional probability and stats questions
I applied online. I interviewed at Jump Trading (Chicago, IL) in Oct 2025
Interview
First round was probability/brainteasers, next set was 5 interviews in a row with a mix of stats/probability/data science and leetcode plus one behavioral round. Interviews were around 30 mins long each.