Machine Learning Researcher

Wintermute; Greater London; On-site; GBP 90,000 - 130,000; Full time

Benefits offered by this job

Pension

Private health insurance

Central London office with amenities

Job summary

Wintermute, a leading technology unicorn in crypto trading, seeks an experienced ML engineer to build alpha signal pipelines from ingestion to deployment. You will work with trading and infrastructure teams to create models using high-frequency order book data, stream processing, and feature extraction.

The role focuses on developing ML architectures for short-horizon forecasting, optimizing latency, and ensuring robust performance in live market conditions, with strong emphasis on backtesting

Qualifications

• Strong programming skills in Python and ML libraries.
• Experience applying ML/DL to real-world problems.
• Familiarity with time-series modeling and high-frequency data.
• Experience developing ML infrastructure (data pipelines, experiment tracking).

Responsibilities

• Develop ML-based alpha generation models using high-frequency data.
• Design and maintain streaming data pipelines and feature extraction workflows.
• Research and implement deep learning architectures for short-horizon forecasting.
• Collaborate with quant researchers to integrate models into live trading.
• Optimize inference latency and robustness for live markets.
• Refine model quality via backtesting and live evaluation.

Skills

Python

ML libraries

Time-series modeling

Data pipelines

Backtesting

Tools

CUDA

C++

Job description

Wintermute is a technology unicorn and one of the largest algorithmic trading companies, specialising in digital assets. We provide liquidity across most cryptocurrency exchanges and trading platforms, a broad range of OTC trading solutions as well as supporting high profile blockchain projects and traditional financial institutions moving into crypto. Wintermute also has a Wintermute Ventures arm that invests in early stage DeFi projects.

Wintermute was founded in 2017 and has successfully navigated industry cycles. Culturally, we combine the best of the two worlds: the technology standards of high-frequency trading firms in traditional markets and the innovative and entrepreneurial culture of technology startups. At Wintermute, we believe in the innovative potential of blockchain, the fundamental innovations, we have a long-term view on the digital asset market and are taking a leadership position in building an innovative and compliant market. You can read more here.

Working at Wintermute

You are an experienced machine learning engineer or researcher with a strong track record in applied deep learning, ideally in domains involving high-frequency or large-scale time-series data.

You will focus on developing alpha signal generation pipelines from data ingestion and feature engineering to model training and deployment, in collaboration with our trading and infrastructure teams.

Responsibilities:

• Develop ML-based alpha generation models using high-frequency order book and market microstructure data.
• Design and maintain data pipelines, preprocessing, and feature extraction workflows tailored to streaming tick data.
• Research and implement advanced deep learning architectures for short-horizon forecasting and signal extraction.
• Collaborate with quant researchers and developers to integrate models into live trading environments.
• Optimise inference latency and robustness; ensure models behave safely under live market conditions.
• Continuously refine model quality through systematic backtesting, live evaluation, and monitoring.

Hard Skills Requirements:

• Strong programming skills in Python and familiarity with ML libraries.
• Proven track record applying ML/DL to real-world problems.
• Familiarity with time-series modeling, signal extraction, or high-frequency data.
• Experience in developing ML infrastructure (data pipelines, experiment tracking, versioning).

Nice to have requirements:

• Experience in finance, trading, or quantitative research (not required).
• Publications, competition results (e.g., Kaggle, academic ML contests), or open-source contributions.
• Familiarity with C++, CUDA, or low-latency systems.

Here is why you should join our dynamic team:

• Opportunity to work at one of the world's leading algorithmic trading firms.
• Engaging projects offering accelerated responsibilities and ownership compared to traditional finance environments.
• A vibrant working culture with team meals, festive celebrations, gaming events and company wide team building events.
• A Wintermute-inspired office in central London, featuring an array of amenities such as table tennis and foosball, personalized desk configurations, a cozy team breakout area with games.
• Great company culture: informal, non-hierarchical, ambitious, highly professional with a startup vibe, collaborative and entrepreneurial.
• A performance-based compensation with a significant earning potential alongside standard perks like pension and private health insurance.

Note:

• Although we are unable to accept fully remote candidates, we support significant flexibility about working from home and working hours.
• We offer UK work permits and help with relocation.