Get to Know Us


New York

Trading and Research

Full-time since 2021


Get to Know Us | Jane Street

Hi! I’m Sergei. I work in research as a researcher, and I started in February of 2021.

What kind of projects do researchers work on?

It’s so varied, it’s hard to say, but some things that are in common between the projects, a lot of them have a large quantitative component. So thinking through hard quantitative problems and often these are projects that take time. This is not something you can get done in a day or a week. This is something you might spend months working on. One that I really liked is, you know, I’ve looked at thinking about how stock prices move over time and seeing how that can impact option prices possibly. I think that’s a really interesting problem.

How much interaction is there with traders and devs?

The amount of interaction you have with other people, whether that be devs or traders, can really depend on, you know, what your preferences are and what kind of projects you’re working on. I personally interact with traders every day. I actually am sitting with traders, some traders, right now. Like the person who sits next to me is a trader. So, you know, obviously I interact with researchers too and devs sometimes as well. I work with so many people at Jane Street that sometimes I forget who is on my team and it kind of feels like everyone’s on my team. Everyone’s really kind and friendly, you know, making a lot of fun jokes. And also, I guess I’ve always been just really impressed with how smart everyone feels. You know, I work with people and they start saying things like, “Oh my god, how do you think of that?” You know, that’s kind of, that’s a very common reaction for me.

What kind of research should I work on that is interesting to jane street?

I think the number one thing to do is to work on something you’re passionate about, because I think that hopefully, I think in the interview process that will shine through and we like working with passionate people.I guess it doesn’t hurt if, you know, if the problems you’re working on are related to the problems we work on. So, you know, things that involve statistics or coding, that’s all helpful. But I would say the number one thing is if you’re really passionate about your project.

What type of classes would you recommend I take before interning at jane street?

Thinking back to my college days, the classes I took that feel most relevant to my job, now — there was a class on probability. There were some coding classes just on like, you know, just going through the basics of how to code. And there were some statistical classes that I took that feel the most relevant to what I do now.

Do researchers publish and go to conferences?

For the most part, I would say researchers don’t publish very much and don’t go to conferences. That said, I mean, if it’s something you’re really passionate about, I have seen it happen, but it’s not the norm.

What is one of your favorite things about working at jane street?

One thing I’ve really liked about Jane Street is they’ve really put a lot of focus on education. So, you know, during my first year here, they spent a lot of time putting me into various classes to teach me topics related to my work. There was maybe a class on how options work or how bonds work, you know, things like that, or even classes on various topics in statistics. And that was just really cool to see Jane Street invest so much in my learning and growth.

The next great idea will come from you