PhD/Post‑Doctoral ML Quantitative Researcher – London/Paris

About the role

Join a leading global market‑maker as a Quantitative Researcher focused on systematic trading, predictive modelling and machine‑learning research. The position is based in central London and Paris, offering direct impact on live P&L through cutting‑edge research.

Key responsibilities

• Conduct statistical and machine‑learning research on large, high‑dimensional data sets, including alternative data.
• Develop, back‑test and deploy predictive models, trading signals and systematic strategies.
• Contribute to portfolio optimisation, risk modelling and performance analytics.
• Collaborate closely with engineers and traders to refine models and improve execution.
• Iterate continuously based on model behaviour, market dynamics and new data sources.

Required profile

• Currently completing or recently finished a PhD or Post‑doc in mathematics, statistics, physics, computer science, engineering or a related quantitative field.
• Strong background in statistical modelling, machine learning and data analysis.
• Proficiency in Python and at least one compiled language such as C++.
• Experience in a data‑driven research environment with practical application to finance.
• Excellent analytical thinking and communication skills.

Required skills

• Python
• C++ (or another compiled language)
• R or MATLAB
• Machine‑learning frameworks (e.g., TensorFlow, PyTorch)
• Time‑series analysis, NLP or pattern‑recognition techniques

What we offer

• Competitive remuneration with a discretionary bonus (up to £200,000 GBP).
• Permanent contract with onsite work in London and Paris.
• Opportunity to work on live trading systems and influence market‑making strategies.