Realtime ML Engineer for Market-Making Trading

Dex; Greater London; Sur place; GBP 90 000 - 150 000; Plein temps

Résumé du poste

Dex’s trusted partner company is seeking a quantitative ML researcher to design, train, and deploy alpha models derived from high-frequency market data. You will build streaming pipelines and deliver production-ready features that feed live trading systems in fast-paced markets.

You will collaborate with quant developers to optimize inference latency, implement end-to-end modeling pipelines, and oversee backtesting, execution analysis, and real-time monitoring.

Qualifications

• Degree in computer science, machine learning, applied mathematics, or another rigorous quantitative discipline.
• Demonstrated track record of applying machine learning or deep learning to real-world, production problems beyond academic coursework.
• Hands-on experience modeling time-series data, signal extraction, or high-frequency streaming inputs.
• Production-grade Python skills across the standard ML ecosystem, with direct experience building ML infrastructure for pipelines, experiment tracking, and versioning.

Responsabilités

• Design and train deep learning architectures for short-horizon forecasting and alpha signal extraction on high-frequency market microstructure.
• Engineer streaming feature extraction pipelines that transform raw, tick-level order book data into production model inputs.
• Integrate predictive models into live production trading environments alongside quantitative developers, ruthlessly optimizing for inference latency and reliability.
• Own the full modeling lifecycle end to end, driving backtesting, execution analysis, and real-time live performance monitoring.

Connaissances

Time-series modeling

Python programming

ML deployment

ML pipelines

Formation

Degree in CS/ML/Applied mathematics

Description du poste

Dex’s trusted partner company is seeking a quantitative ML researcher to design, train, and deploy alpha models derived from high-frequency market data. You will build streaming pipelines and deliver production-ready features that feed live trading systems in fast-paced markets.

You will collaborate with quant developers to optimize inference latency, implement end-to-end modeling pipelines, and oversee backtesting, execution analysis, and real-time monitoring.