Quant Researcher / Developer - AI-Driven Quant Fund - Milan, Italy

Hunter Bond; Roma; In loco; EUR 30.000 - 50.000; Tempo pieno

Descrizione del lavoro

A technology-led investment firm in Milan is seeking a Quant Researcher / Developer to work on machine learning models for trading strategies across equities, options, and crypto. The ideal candidate will have a strong academic background combined with practical experience building models for time-series data. With a start-up culture and the potential for equity, this role offers a unique opportunity to influence research and model design. Local Italian candidates and international quants willing to relocate to Milan are encouraged to apply.

Servizi

Equity offering

Excellent base salary plus bonus

Start-up culture

Influence research standards

Competenze

• Strong academic background in relevant quantitative fields.
• Experience with machine learning models for time-series data.
• Advanced Python programming skills.

Mansioni

• Research and implement machine learning models.
• Develop feature engineering pipelines.
• Collaborate with portfolio management.

Conoscenze

Machine Learning

Statistical Analysis

Python

Time-Series Data Analysis

Formazione

BSc, MSc or PhD in relevant fields

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