Machine Learning Researcher
You develop machine-learning alpha-generation models using high-frequency order-book and market-microstructure data. You design data pipelines and feature-extraction workflows, research deep-learning architectures for short-horizon forecasting, integrate models into live trading environments, optimise inference latency, and improve model quality through backtesting, live evaluation, 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
- Strong programming skills in Python
- Machine-learning and deep-learning experience
- Time-series modelling
- Signal extraction
- High-frequency data
- Machine-learning infrastructure
- Data pipelines
- Experiment tracking
- Versioning
- C++
- CUDA
- Low-latency systems
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