Quantitative Researcher – Machine Learning & High-Frequency Trading
Core
Develop predictive models and high-frequency trading strategies using machine learning and deep learning to uncover market patterns and influence trading performance.
Role type
Senior IC quantitative researcher (machine learning & high-frequency trading)
Builds
Predictive models and delta-one trading strategies for APAC markets
Domain
Quantitative finance / High-frequency trading / Machine learning
Deliverable
production ML models
Required skills
Deep learning (CNNs, RNNs, LSTMs, transformers), Python, PyTorch/TensorFlow, statistical reasoning, distributed computing, large-scale data analysis, model optimization, research methodology
Preferred skills
Graduate/postgraduate education in ML/Stats/Math/CS, experience in high-to-mid-frequency delta-one trading, mentorship
Technologies
PyTorch, TensorFlow, CNNs, RNNs, LSTMs, transformers
Responsibilities
Develop and enhance deep learning models for trading; Analyse large-scale datasets to identify predictive signals; Design and optimise sampling, weighting, transaction-cost modelling, and neural network architectures; Apply distributed computing for model training; Partner with traders and engineers to maximise model effectiveness; Research emerging developments in ML and quantitative finance; Improve research methodologies and tooling; Mentor junior researchers
Seniority
Senior, hands-on IC