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A leading multi-strat quantitative investment firm in Slough is seeking a Quantitative Researcher specialized in deep learning. This role involves developing advanced trading strategies and requires expertise in Python, R, and machine learning. Candidates with financial services background are preferred, offering a strong performance-based compensation package within a top-tier fund.
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Client:
Saragossa
Slough, United Kingdom
Other
Yes
3
31.05.2025
15.07.2025
We are seeking a Quantitative Researcher with expertise in deep learning to join a leading multi-strat quantitative investment firm based in Slough. The firm is expanding its research team as part of a broader growth strategy, aiming to enhance their trading strategies through advanced machine learning models.
You will collaborate with a team of asset class experts and develop high-quality signals for trading strategies. The role offers a performance-based salary and compensation structure aligned with the success of your models and the firm's overall performance.
Ideal candidates will have prior experience in financial services, particularly within a fund, and possess a strong background in machine learning or related fields. Proficiency in Python/R and experience with deep learning frameworks such as PyTorch or TensorFlow are required.
This is an excellent opportunity to work at a top-tier systematic multi-strat fund with a collaborative environment, despite its large size and growth trajectory.
If interested, please get in touch to discuss further details and your compensation expectations.