Machine Learning Quant Engineer - Investment banking/ XVA

Harvey Nash Group; City Of London; On-site; GBP 90,000 - 120,000; Full time

Job summary

A leading investment bank in London is seeking a Senior Quant Machine Learning Engineer to design and deploy ML models for financial applications. The ideal candidate has over 7 years of experience in quantitative finance or ML engineering, a PhD or Master’s degree, and expert-level Python programming skills. This position involves leading research initiatives and mentoring junior staff in a dynamic environment.

Qualifications

• 7+ years of experience in a quant/ML engineering or research role.
• Expert-level programming skills in Python.
• Experience deploying ML models to production.

Responsibilities

• Design and deploy ML models for various financial applications.
• Lead ML research initiatives across asset classes.
• Mentor junior quants and contribute to governance processes.

Skills

Machine Learning techniques

Python programming

Financial modeling

Data pipeline architecture

Education

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

Tools

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.

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