Front-Office ML Research Scientist, Financial Time-Series

Point One - Hedge Fund Talent; New York (NY); On-site; USD 180,000 - 240,000; Full time

Job summary

Point One - Hedge Fund Talent is seeking a Machine Learning Research Scientist to join a newly formed systematic equities investment team in New York. The role focuses on developing proprietary deep learning models for financial time-series data and generating predictive signals for systematic strategies.

You will design transformer architectures from first principles, build scalable PyTorch pipelines, and collaborate with researchers and traders to translate research into live trading signals.

Qualifications

• PhD in ML/CS/Applied Math with deep learning focus.
• Experience implementing Transformer architectures from first principles.
• Strong PyTorch skills and multi-GPU training experience.

Responsibilities

• Design and implement custom decoder-only Transformer architectures for financial time-series modelling.
• Develop tokenisation approaches for intraday market data, incorporating price movements, volume, order flow and cross-sectional features.
• Build efficient PyTorch training pipelines using mixed-precision training, gradient checkpointing and multi-GPU parallelism.
• Research attention mechanisms that capture temporal relationships, cross-asset dependencies and patterns across multiple timescales.
• Develop evaluation frameworks to assess predictive accuracy, signal quality and trading performance.
• Optimise model inference for low-latency production deployment through compression, quantisation and efficient decoding techniques.
• Conduct rigorous experiments and ablation studies to validate architectural choices and training methodologies.
• Collaborate with researchers and developers to integrate model predictions into live trading infrastructure.
• Define and execute a sustained research agenda, assessing new approaches and refining models through systematic experimentation.
• Document research methodology, experimental findings and architectural decisions.

Skills

Transformer architectures

Attention mechanisms

Python

C++ programming

Deep learning

Research planning

Education

PhD in ML/CS/Applied Mathematics

Tools

PyTorch

Job description

Point One - Hedge Fund Talent is seeking a Machine Learning Research Scientist to join a newly formed systematic equities investment team in New York. The role focuses on developing proprietary deep learning models for financial time-series data and generating predictive signals for systematic strategies.

You will design transformer architectures from first principles, build scalable PyTorch pipelines, and collaborate with researchers and traders to translate research into live trading signals.