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

PSA BDP; Segrate; In loco; EUR 60.000 - 90.000; Tempo pieno

Descrizione del lavoro

An AI-driven quantitative investment fund in Milan is seeking a Quant Researcher / Developer to conduct alpha research and model development. Ideal candidates will have a strong academic background in ML, Statistics, or Computer Science, coupled with advanced Python skills and experience in building ML models for time-series data. The role offers a startup culture with competitive compensation and equity options, emphasizing machine learning as core to the investment process.

Servizi

Equity on offer

Excellent base plus bonus

Influence on model design and research standards

Competenze

• Demonstrable experience building ML-based models for noisy, non-stationary time-series data.
• Advanced Python skills with familiarity in libraries like PyTorch and TensorFlow.
• Solid understanding of statistical learning theory and numerical methods.

Mansioni

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

Conoscenze

Machine Learning

Statistics

Mathematics

Python

Time-series Analysis

Formazione

Strong BSc, MSc or PhD in relevant fields

Strumenti

PyTorch

TensorFlow

NumPy

pandas

scikit-learn

Descrizione del lavoro

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

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
• Equities mid-frequency

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

Seniority level

Mid-Senior level

Employment type

Full-time

Job function

Engineering, Research, and Information Technology