Machine Learning Quant Engineer - Investment banking

Harvey Nash Group; City Of London; On-site; GBP 80,000 - 100,000; Full time

Job summary

A leading investment bank based in London is seeking a Senior Quant Machine Learning Engineer. The role involves designing and deploying ML models for trading platforms, requiring 7+ years of experience in a financial institution. Candidates should have strong Python skills and a deep understanding of financial markets. This position is on-site for four days a week within the IR35 framework.

Qualifications

• 7+ years of experience in quant/ML engineering or research role.
• Strong expertise in modern ML techniques.
• Experience deploying ML models to production.

Responsibilities

• Design, build, and deploy ML models for various financial applications.
• Lead ML research initiatives and contribute to modeling strategy.
• Mentor junior quants and engineers.

Skills

Machine Learning techniques

Python programming

Financial market understanding

Time-series forecasting

Deep learning

Education

PhD or Master’s in Computer Science, Mathematics, Physics, Engineering

Tools

Distributed computing frameworks (e.g., Spark, Dask)

Job description

Overview

Senior Quant Machine Learning Engineer sought by leading investment bank based in the city of London.

Inside IR35, 4 days a week on site

The role:

To lead the design and deployment of ML-driven models across our trading and investment platforms. This is a high-impact, front-office role offering direct collaboration with traders, quant researchers, and technologists at the forefront of financial innovation.

Your Role

• Design, build, and deploy state-of-the-art ML models for alpha generation, portfolio construction, pricing, and risk management
• Lead ML research initiatives and contribute to long-term modeling strategy across asset classes
• Architect robust data pipelines and scalable model infrastructure for production deployment
• Mentor junior quants and engineers; contribute to knowledge-sharing and model governance processes
• Stay current with cutting-edge ML research (e.g., deep learning, generative models, reinforcement learning) and assess applicability to financial markets
• Collaborate closely with cross-functional teams, including traders, data engineers, and software developers

What We're Looking For

Required:

• 7+ years of experience in a quant/ML engineering or research role within a financial institution, hedge fund, or tech firm
• Advanced degree (PhD or Master’s) in Computer Science, Mathematics, Physics, Engineering, or related discipline
• Strong expertise in modern ML techniques: time-series forecasting, deep learning, ensemble methods, NLP, or RL
• Expert-level programming skills in Python and strong understanding of software engineering best practices
• Experience deploying ML models to production in real-time or high-frequency environments
• Deep understanding of financial markets and quantitative modeling

Preferred:

• Experience in front-office roles or collaboration with trading desks
• Familiarity with financial instruments across asset classes (equities, FX, fixed income, derivatives)
• Experience with distributed computing frameworks (e.g., Spark, Dask) and cloud-native ML pipelines
• Exposure to LLMs, graph learning, or other advanced AI methods
• Strong publication record or open-source contributions in ML or quantitative finance

Please apply within for further details or call on 07393149627

Alex Reeder

Harvey Nash Finance & Banking