Quantitative ML Researcher: High-Frequency Trading

Westbury Partners; Sydney; On-site; AUD 140,000 - 200,000; Full time

Job summary

Westbury Partners in Sydney seeks a Quantitative Researcher specializing in ML and high-frequency trading to develop predictive models and delta-one strategies across APAC markets.

You will work at the intersection of machine learning, quantitative finance, and trading technology, collaborating with traders, engineers, and fellow researchers to turn research into production-ready solutions. This role offers exposure to large-scale datasets, distributed computing, and state-of-the-art DL methods.

Qualifications

• Graduates or postgraduates with strong fundamentals in ML, statistics, math or CS.
• Hands-on experience building and deploying ML models in research or production.
• Proficiency in Python and deep learning frameworks (PyTorch, TensorFlow).
• Ability to translate complex research into practical trading applications.

Responsibilities

• Develop and enhance deep learning models for high- to mid-frequency trading.
• Analyse large-scale datasets to identify predictive signals and robust market patterns.
• Design and optimise sampling, weighting, transaction-cost modelling, targets, hyperparameters, architectures.
• Apply CNNs, RNNs, LSTMs, transformers and other DL approaches to quantitative problems.
• Collaborate with traders and feature engineers to maximize research inputs.
• Research advances in ML, quantitative finance, and academic literature.
• Improve research methodologies, tooling and modelling across the team.
• Apply distributed computing to train models on very large datasets.
• Work with software and hardware engineers to productionise research.
• Mentor junior researchers and communicate complex concepts clearly.

Skills

Python

PyTorch

TensorFlow

Deep learning

CNNs

RNNs

LSTMs

Transformers

Distributed computing

Statistical reasoning

Education

Master's or PhD in ML/Statistics/Math/CS

Tools

N/A

Job description

Westbury Partners in Sydney seeks a Quantitative Researcher specializing in ML and high-frequency trading to develop predictive models and delta-one strategies across APAC markets.

You will work at the intersection of machine learning, quantitative finance, and trading technology, collaborating with traders, engineers, and fellow researchers to turn research into production-ready solutions. This role offers exposure to large-scale datasets, distributed computing, and state-of-the-art DL methods.