Quantitative Researcher (Machine Learning)

Company: A leading quantitative hedge fund specialising in high-frequency strategies across global equities, futures, and options markets. Location: London, United Kingdom. Brief: The firm is a building a specialist, ML-driven HFT team covering equity and futures markets. Responsibilities: Design, build, and backtest machine learning models to generate alpha in low-latency settings. Work closely with infrastructure and execution teams to integrate models into production. Engage in data engineering and feature engineering: sourcing, cleaning, and transforming vast streams of market/alternative/microstructure/tick-level data. Develop strategies that adapt to market microstructure dynamics (e.g. order flow, market impact, latency arbitrage, predictive of short-term price movements). Conduct rigorous risk assessments and monitor/maintain live performance. Requirements: Advanced degree (PhD/MSc) in a quantitative discipline: Mathematics, Physics, Statistics, Computer Science, or similar. Strong background in machine learning, deep learning, and statistical modelling (e.g., gradient boosting, neural networks, reinforcement learning). Proficiency in Python, C++, and high-performance computing environments. Experience with financial time-series analysis, market microstructure, or electronic trading preferred.

Location: City of London, London, GB

Posted Date: 10/19/2025