Senior ML Quant: Transformer Models for Market Alpha

Thurn Partners; Greater London; Presencial; GBP 150.000 - 230.000; Tempo integral

Resumo da vaga

Thurn Partners in London is building a specialist ML team focused on large-scale sequential modelling for alpha generation. The role involves transformer-based and other deep learning models applied to market data, from representation learning to live forecasts feeding live strategies.

You will scale training on large GPU clusters, develop robust data pipelines for order book and bar data, and translate model outputs into tradable signals while monitoring PnL in production.

Qualificações

• Expertise in modern deep learning, with hands-on experience building and training transformer-based or other sequential models at scale.
• Demonstrable experience applying ML to financial time series in a systematic trading setting, ideally across equities and/or futures at mid-frequency horizons.
• Proficiency in Python and a major deep learning framework (PyTorch or JAX). C++ and experience with distributed training or high-performance computing environments are a plus.

Responsabilidades

• Design, train, and evaluate transformer-based and other sequential deep learning models to forecast returns and related market quantities across equities and futures.
• Build and own the data and feature pipeline for market data tokenisation and cross-asset context.
• Develop robust training and validation frameworks for noisy financial data, including leakage-safe cross-validation and walk-forward testing.
• Scale model training and inference on large GPU clusters, optimizing throughput, latency, and stability with ML infra teams.
• Turn model outputs into tradable signals, collaborating with portfolio construction and execution teams.
• Iterate on live performance: monitor model behaviour and PnL in production, diagnose alpha decay, and retrain over time.

Conhecimentos

Transformer models

Deep learning

Python

PyTorch/JAX

Distributed training

Ferramentas

C++

Descrição da vaga

Thurn Partners in London is building a specialist ML team focused on large-scale sequential modelling for alpha generation. The role involves transformer-based and other deep learning models applied to market data, from representation learning to live forecasts feeding live strategies.

You will scale training on large GPU clusters, develop robust data pipelines for order book and bar data, and translate model outputs into tradable signals while monitoring PnL in production.