Machine Learning Quantitative Researcher

About the role

We are seeking a Machine Learning Quantitative Researcher to join a global systematic trading hedge fund. The role focuses on applying advanced machine‑learning techniques to large financial datasets to uncover trading opportunities and develop monetisable strategies.

Key responsibilities

• Research and apply machine learning, deep learning, reinforcement learning, NLP and computer vision methods to analyse market data.
• Design, implement and back‑test systematic trading strategies across liquid markets, including HFT, statistical arbitrage, CTA, macro and event‑driven models.
• Collaborate closely with developers, traders and other researchers to bring ideas to production and monitor performance.
• Share tools, code and research findings across the global research team.

Required profile

• Academic background in a quantitative discipline such as Computer Science, Mathematics, Quantitative Finance or related field; PhD preferred but not mandatory.
• Demonstrated knowledge of financial markets through studies, internships or professional experience.
• Strong programming skills, particularly in Python.

Required skills

• Python programming.
• Data‑science libraries (e.g., pandas, NumPy, scikit‑learn, TensorFlow, PyTorch).
• Machine learning, deep learning, reinforcement learning, natural language processing, computer vision.

What we offer

• Competitive salary £150,000‑£200,000 per year.
• Discretionary end‑of‑year bonus.
• Permanent contract with onsite work in Central London.