Machine Learning Quant – Stealth Hedge Fund

About the role

We are seeking a Machine Learning Quant to join a stealth‑mode hedge‑fund start‑up. You will work on building production‑grade proprietary trading systems and applying cutting‑edge AI/ML techniques to generate alpha.

Key responsibilities

• Develop and maintain high‑performance trading infrastructure.
• Design, train, and deploy state‑of‑the‑art ML models, including transformers, generative models and reinforcement‑learning agents.
• Experiment with novel trading ideas and evaluate them on live data.
• Identify, acquire and preprocess new data sources to enrich model inputs.
• Collaborate with quantitative researchers to translate research concepts into production code.

Required profile

• Proven experience delivering end‑to‑end ML pipelines, from data ingestion to model fine‑tuning.
• Hands‑on work with transformer architectures, generative modelling and reinforcement learning.
• Publications in top‑tier ML conferences (NeurIPS, ICLR, ICML, etc.) or leading scientific journals.
• Background from top‑tier academic institutions or leading industry labs.
• PhD is a plus but not mandatory.

Required skills

• Machine‑learning model development and training.
• Transformer‑based architectures.
• Generative modelling techniques.
• Reinforcement learning algorithms.
• Data processing and feature engineering pipelines.

What we offer

• Base salary of £150,000 GBP plus performance bonus.
• Opportunity to invest in the internal fund.
• On‑site work in Central London with a fast‑moving start‑up environment.