Quant Researcher / Developer – Ai-Driven Quant Fund - Milan, Italy

Hunter Bond; Milano; In loco; EUR 60.000 - 90.000; Tempo pieno

Descrizione del lavoro

A technology-led investment firm in Milan is seeking a Quant Researcher/Developer to advance machine learning-driven trading strategies. This role involves researching and implementing ML models, developing data pipelines, and collaborating with portfolio management. Candidates should have a strong academic background in relevant fields and advanced Python skills. The position offers competitive compensation with equity options and the opportunity to work in a fast-paced, innovative environment.

Servizi

Equity on offer

Excellent base plus bonus

Opportunity to influence model design

Competenze

• Strong academic background in relevant fields.
• Experience with ML models for time-series data.
• Advanced Python skills essential.

Mansioni

• Research and implement machine learning models.
• Develop feature engineering pipelines for market data.
• Collaborate on portfolio construction and risk modelling.

Conoscenze

Machine Learning

Statistics

Python

Time-series analysis

Formazione

BSc, MSc or PhD in Machine Learning, Statistics, Mathematics, Physics, Computer Science or Engineering

Strumenti

PyTorch

TensorFlow

NumPy

pandas

scikit-learn

Descrizione del lavoro

We are working with a technology-led quantitative investment fund in Milan that is building systematic, ML-driven trading strategies across equities, options and crypto. The firm is early-stage, well-capitalised, and led by experienced quants and engineers with backgrounds in systematic trading and applied machine learning.

They are now hiring a Quant Researcher / Developer to contribute directly to alpha research, model development and production deployment.

Responsibilities

• Research and implement machine learning models for return prediction, volatility forecasting and signal generation
• Develop feature engineering pipelines for structured market data and alternative datasets
• Work with high-frequency and / or end-of-day time-series data across equities, options and crypto
• Collaborate with portfolio management on portfolio construction, risk modelling and execution constraints
• Write clean, efficient, production-ready research code and contribute to research infrastructure

Technical Requirements

• Strong BSc, MSc or PhD academic background in Machine Learning, Statistics, Mathematics, Physics, Computer Science or Engineering
• Demonstrable experience building ML-based models for noisy, non-stationary time-series data
• Advanced Python skills; experience with PyTorch, TensorFlow, NumPy, pandas, scikit-learn
• Solid understanding of statistical learning theory, time-series analysis, optimisation and numerical methods

Nice to Have

• C++ or other low-level language experience
• Experience with distributed computing or large-scale data pipelines
• Prior experience in systematic trading, prop trading or quant funds

Why Join?

• Start-up culture with genuine roadmap to $1billion AUM
• Equity on offer alongside excellent base plus bonus
• Machine learning is core to the investment process, not an overlay
• Exposure to multiple asset classes within a unified research framework
• Opportunity to influence model design, data architecture and research standards
• Milan-based role, open to local Italian candidates and international quants willing to relocate to Milan