Machine Learning Quantitative Researcher

Anson McCade; London; On-site; GBP 40,000 - 80,000; Full time

Job summary

An established industry player in systematic trading is seeking a Junior to Mid Level Machine Learning Quant Researcher. This role offers the opportunity to work with cutting-edge techniques in Machine Learning, Deep Learning, and more, to analyze datasets and identify trading opportunities. Collaborate with a dynamic team of researchers, developers, and traders to develop monetizable strategies that contribute to the firm's growth. If you're passionate about quantitative research and eager to make a significant impact in the finance sector, this is the perfect opportunity for you.

Qualifications

• Strong academic background in numerical fields; PhD preferred.
• Experience in finance through studies, internships, or roles.

Responsibilities

• Research and apply Machine Learning techniques to analyze datasets.
• Collaborate on strategy development and performance monitoring.

Skills

Machine Learning

Deep Learning

Reinforcement Learning

Natural Language Processing (NLP)

Computer Vision

Python

Data Science Libraries

Education

PhD in Computer Science, Mathematics, or Quantitative Finance

Bachelor's Degree in Numerical Fields

Job description

Junior - Mid Level Machine Learning Quant Researcher - Global Systematic Hedge Fund

My client is a quantitative hedge fund with offices globally, focusing on systematic trading. Their Quant Researchers develop and monitor strategies covering all liquid markets, including HFT/arbitrage, statistical arbitrage, CTA, Macro, and event-driven models. The firm seeks Quantitative Researchers specialized in Machine Learning, Deep Learning, Reinforcement Learning, NLP, or Computer Vision. Successful applicants will apply these techniques to analyze datasets, identify trading opportunities, and develop monetizable strategies collaboratively with researchers, developers, and traders.

The Role:

1. Research and apply Machine Learning and Data Science techniques to analyze datasets and identify alphas.
2. Collaborate with researchers, developers, and traders on strategy development, implementation, and performance monitoring.
3. Share ideas and develop tools for global use, contributing to the firm’s growth and your own skillset.

Requirements:

1. Academic background in numerical fields such as Computer Science, Mathematics, or Quantitative Finance; PhD preferred but not required.
2. Experience or knowledge of finance through academic studies, internships, or professional roles.
3. Proficiency in at least one programming language; expertise in Python and familiarity with data science libraries are typical.

Anson McCade is a specialist recruitment agency focusing on four primary sectors: Quant Research, Trading & Risk; Digital & Data Analytics; IT & Cybersecurity.

C++ Quant Developer - Anson McCade, London, United Kingdom

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