At a Glance
- Tasks: Design and deploy advanced machine learning models for trading strategies.
- Company: Premier systematic investment firm with a focus on innovation.
- Benefits: Highly competitive salary, performance bonuses, and hybrid/remote work options.
- Other info: Collaborative environment with opportunities for groundbreaking research.
- Why this job: Join a cutting-edge team and make an impact in global financial markets.
- Qualifications: Ph.D. or Master’s in a quantitative field; advanced Python and C++ skills required.
The predicted salary is between 80000 - 100000 £ per year.
Location: London / New York (Hybrid/Remote options available)
Compensation: Highly competitive base salary + performance-linked bonus structure
Overview
We are currently partnering with a premier systematic investment firm to identify an exceptional Machine Learning Quantitative Researcher. In this role, you will join a specialized research team dedicated to developing next-generation quantitative trading strategies. This position offers the opportunity to leverage extensive computational resources and robust data infrastructure to focus exclusively on greenfield research. You will be tasked with applying advanced machine learning methodologies to complex, unstructured datasets to identify and capture new sources of alpha in global financial markets.
Key Responsibilities
- Design, develop, and deploy advanced machine learning models (including Deep Learning, Reinforcement Learning, and modern sequence models) to forecast asset price volatility and directional movement.
- Conduct rigorous, empirical research across diverse, large-scale datasets to extract commercially viable trading signals.
- Partner closely with senior portfolio managers and quantitative developers to seamlessly transition research models into high-performance, production-ready trading systems.
- Continuously monitor, evaluate, and optimize model performance in live trading environments.
Basic Qualifications
- Education: Ph.D. or Master’s degree in Machine Learning, Computer Science, Physics, Applied Mathematics, Statistics, or a closely related quantitative discipline from a top-tier academic institution.
- Programming Expertise: Advanced proficiency in Python and C++ within a Linux/UNIX environment.
- Technical Stack: Extensive practical experience with leading machine learning frameworks (e.g., PyTorch, JAX, or TensorFlow).
- Research Experience: A demonstrated track record of designing and implementing complex machine learning architectures to solve rigorous, data-heavy problems. Note: Prior experience within the financial services or quantitative trading sector is not a prerequisite.
- Execution: Strong analytical capabilities with a demonstrated focus on the commercial application and real-world deployment of theoretical models.
Quantitative Researcher in London employer: Search Elements MENA
As a premier systematic investment firm located in the vibrant financial hubs of London and New York, we pride ourselves on fostering a dynamic work culture that champions innovation and collaboration. Our employees benefit from highly competitive compensation packages, including performance-linked bonuses, and have access to extensive resources for professional growth, ensuring they can thrive in their roles while contributing to cutting-edge research in quantitative trading strategies. With flexible hybrid and remote work options, we offer a unique opportunity for talented individuals to make a meaningful impact in the fast-paced world of finance.
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We think you need these skills to ace Quantitative Researcher in London
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