Machine Learning Researcher
Develop machine-learning alpha-generation models using high-frequency order-book and market-microstructure data, build data pipelines and feature-extraction workflows, research deep-learning architectures for short-horizon forecasting, deploy models into live trading environments, optimise inference latency, and improve model quality through backtesting and monitoring.
Responsibilities
- Develop ML-based alpha-generation models using high-frequency order-book and market-microstructure data
- Design and maintain data pipelines, preprocessing, and feature-extraction workflows for streaming tick data
- Research and implement deep-learning architectures for short-horizon forecasting and signal extraction
- Collaborate with quant researchers and developers to integrate models into live trading environments
- Optimise inference latency and model robustness
- Ensure models behave safely under live market conditions
- Refine model quality through backtesting, live evaluation, and monitoring
Requirements
- Degree in Computer Science, Machine Learning, Applied Mathematics, or a similar quantitative discipline
- Strong programming skills in Python and familiarity with machine-learning libraries
- Proven track record applying machine learning and deep learning to real-world problems
- Familiarity with time-series modelling, signal extraction, or high-frequency data
- Experience developing machine-learning infrastructure, including data pipelines, experiment tracking, and versioning
- Experience in finance, trading, or quantitative research is not required
- Publications, competition results, or open-source contributions are beneficial
- Familiarity with C++, CUDA, or low-latency systems is beneficial
Benefits
- Team meals
- Festive celebrations
- Gaming events
- Company-wide team-building events
- Office amenities including table tennis and foosball
- Flexible working from home
- Flexible working hours
- Pension
- Private health insurance
- UK work permits
- Relocation assistance
- Performance-based compensation