Machine Learning Quant Engineer

Michael Page; City Of London; On-site; GBP 221,400; Part time

Job summary

A prominent recruitment agency is seeking an ML Quant Engineer based in London for a temporary role in the investment banking sector. This role focuses on developing and implementing machine learning models for financial decision-making, with a competitive daily rate up to £1200. Candidates should have advanced ML expertise, solid financial knowledge, and proficiency in Python and ML frameworks.

Qualifications

• Demonstrates deep understanding of ML algorithms with hands-on experience in deep learning architectures.
• Understands financial instruments, derivatives, and risk management principles.
• Comfortable working with big data technologies and cloud platforms.

Responsibilities

• Design and implement machine learning models for financial applications.
• Build scalable ML pipelines to process large data volumes efficiently.
• Collaborate with quantitative analysts to align ML models with methodologies.

Skills

Advanced Machine Learning Expertise

Strong Financial Domain Knowledge

Technical Proficiency in Python

Data Engineering & Infrastructure Skills

Model Optimisation & Deployment Experience

Collaborative & Business‑Focused

Innovative & Analytical Mindset

Tools

PyTorch

TensorFlow

JAX

scikit‑learn

XGBoost

LightGBM

Spark

Dask

AWS

GCP

Azure

Job description

Base pay range

This temporary role requires an ML Quant Engineer with expertise within an Investment Bank. The position is based in London and involves developing and implementing machine learning models to support financial decision‑making.

Description

• Design and implement machine learning models for financial applications, with a focus on derivatives pricing, risk analytics, and market forecasting.
• Build scalable ML pipelines to process large volumes of financial data efficiently.
• Develop deep learning architectures for time series prediction, anomaly detection, and pattern recognition in market data.
• Optimise model performance using techniques such as hyper‑parameter tuning, ensemble methods, and neural architecture search.
• Collaborate with quantitative analysts to align ML models with pricing methodologies and identify opportunities for innovation.
• Support the deployment of ML solutions into production systems for real‑time risk management and pricing automation.

Profile

• Advanced Machine Learning Expertise - Demonstrates deep understanding of ML algorithms (supervised, unsupervised, reinforcement learning) and has hands‑on experience with deep learning architectures like RNNs, LSTMs, and Transformers.
• Strong Financial Domain Knowledge - Understands financial instruments, derivatives, and risk management principles, with experience applying ML in trading, pricing, or risk analytics contexts.
• Technical Proficiency - Expert in Python and familiar with ML frameworks such as PyTorch, TensorFlow, and JAX. Skilled in using tools like scikit‑learn, XGBoost, and LightGBM.
• Data Engineering & Infrastructure Skills - Comfortable working with big data technologies (Spark, Dask), SQL/NoSQL databases, and cloud platforms (AWS, GCP, Azure). Able to build scalable ML pipelines for large‑scale financial data.
• Model Optimisation & Deployment Experience - Proven track record of deploying ML models at scale, with experience in hyper‑parameter tuning, ensemble methods, and neural architecture search.
• Collaborative & Business‑Focused - Works effectively with quants and stakeholders to translate financial requirements into ML solutions. Communicates insights clearly and aligns models with strategic business goals.
• Innovative & Analytical Mindset - Capable of developing data‑driven approaches that complement traditional quantitative models and drive measurable impact in pricing and risk analytics.

Job Offer

• A competitive daily rate up to £1200 per day (inside IR35), depending on experience.
• The opportunity to work on cutting‑edge machine learning projects in the financial services industry.
• A temporary role offering valuable exposure to a global organisation in London.
• BASED 4 DAYS PER WEEK IN THE OFFICE (Central London)

Seniority level

Entry level

Employment type

Temporary

Job function

Finance

Industries

Investment Banking