Senior AI Engineer | Reinforcement Learning x Market Microstructure - London

Senior AI Engineer | Reinforcement Learning x Market Microstructure - London

Full-Time 80000 - 100000 £ / year (est.) No working from home possible
Mondrian Alpha

At a Glance

  • Tasks: Build cutting-edge AI strategies for trading using advanced machine learning techniques.
  • Company: Confidential quant pod with a high-conviction approach and innovative culture.
  • Benefits: Competitive salary, direct impact on production models, and collaboration with top-tier professionals.
  • Other info: Work in a fast-paced environment with exceptional career growth opportunities.
  • Why this job: Join a dynamic team and shape the future of trading with your AI expertise.
  • Qualifications: Experience in deep learning, reinforcement learning, or applied AI in trading environments.

The predicted salary is between 80000 - 100000 £ per year.

My client is a confidential, high-conviction quant pod looking for a Senior AI Engineer to help build its strategy intelligence layer from the ground up. The core question they are trying to answer: Can you observe a world-class discretionary trader and teach a machine to replicate that edge?

Responsibilities:

  • Imitation learning distilled into regime-aware execution agents
  • Transformer models operating on live L2 order book data
  • Multi-agent RL systems optimising order-splitting under non-stationary market conditions
  • LLM-driven pipelines converting proprietary research into structured signal priors in real time

Your models run directly in production. You sit with PMs and researchers. No unnecessary layers or bureaucracy. The broader platform is multi-strategy, with exceptional risk-adjusted performance and ultra-low-latency infrastructure. The team itself includes engineers and researchers from leading HFT and systematic trading firms. This is a role for engineers who find market microstructure as compelling as model architecture, and who read Hasbrouck for fun.

If your background spans deep learning, reinforcement learning, or applied AI within trading environments, I would genuinely love to speak with you. If terms like Kyle’s Lambda, Amihud illiquidity, state-space models, or temporal convolutional networks are already part of your vocabulary, even better. The role is confidential and off-market.

Senior AI Engineer | Reinforcement Learning x Market Microstructure - London employer: Mondrian Alpha

Join a cutting-edge quant pod in London that champions innovation and collaboration, where your expertise as a Senior AI Engineer will directly influence high-stakes trading strategies. With a flat organisational structure, you will work closely with portfolio managers and researchers, leveraging state-of-the-art technology to develop advanced machine learning models in a dynamic environment. The company fosters a culture of continuous learning and offers exceptional growth opportunities, making it an ideal place for those passionate about the intersection of AI and market microstructure.

Mondrian Alpha

Contact Details:

Mondrian Alpha Recruitment Team

StudySmarter Expert Advice🤫

We think this is how you could land Senior AI Engineer | Reinforcement Learning x Market Microstructure - London

Tip Number 1

Network like a pro! Reach out to folks in the industry, especially those who work in quant trading or AI. Use platforms like LinkedIn to connect with professionals and join relevant groups. You never know who might have the inside scoop on job openings!

Tip Number 2

Show off your skills! Create a portfolio showcasing your projects related to reinforcement learning and market microstructure. This could be anything from GitHub repos to blog posts explaining your thought process. It’s a great way to demonstrate your expertise and passion.

Tip Number 3

Prepare for the interview like it’s a high-stakes game! Brush up on your knowledge of L2 order book data and multi-agent RL systems. Be ready to discuss how you would approach building a strategy intelligence layer. Confidence and clarity can really set you apart.

Tip Number 4

Don’t forget to apply through our website! We’ve got some fantastic opportunities that might not be advertised elsewhere. Plus, applying directly shows your enthusiasm and commitment to joining our team at StudySmarter.

We think you need these skills to ace Senior AI Engineer | Reinforcement Learning x Market Microstructure - London

Imitation Learning
Reinforcement Learning
Transformer Models
Multi-Agent Systems
Order Book Data Analysis
Real-Time Data Processing
Deep Learning

Some tips for your application 🫡

Show Your Passion for AI and Trading:When you're writing your application, let your enthusiasm for AI and trading shine through. We want to see that you’re not just ticking boxes but genuinely excited about the intersection of technology and market microstructure.

Tailor Your CV and Cover Letter:Make sure to customise your CV and cover letter to highlight relevant experience in reinforcement learning and trading environments. We love seeing how your background aligns with our needs, so don’t hold back on those specific projects or achievements!

Be Clear and Concise:Keep your application clear and to the point. We appreciate well-structured applications that get straight to the heart of your skills and experiences. Avoid jargon unless it’s relevant – we want to understand your journey without getting lost in the details.

Apply Through Our Website:Don’t forget to apply through our website! It’s the best way for us to receive your application and ensures you’re considered for this exciting opportunity. Plus, it shows you’re keen to join our team at StudySmarter!

How to prepare for a job interview at Mondrian Alpha

Know Your Stuff

Make sure you brush up on reinforcement learning and market microstructure concepts. Familiarise yourself with terms like Kyle’s Lambda and Amihud illiquidity, as these will likely come up in conversation. Being able to discuss these topics confidently will show your expertise and passion for the field.

Showcase Your Experience

Prepare specific examples from your past work that demonstrate your skills in deep learning and applied AI within trading environments. Think about projects where you've built models or systems that had a direct impact on trading strategies. This will help you illustrate your value to the team.

Engage with the Team

Since this role involves sitting with PMs and researchers, be ready to discuss how you can collaborate effectively. Show enthusiasm for working in a multi-strategy environment and express your interest in learning from others. This will highlight your team spirit and adaptability.

Ask Insightful Questions

Prepare thoughtful questions about the company's approach to strategy intelligence and their use of transformer models. This not only shows your genuine interest but also gives you a chance to assess if the company aligns with your career goals. It’s a two-way street!