Machine Learning Researcher
Core
Develop ML-based alpha generation models using high-frequency order book and market microstructure data for algorithmic trading.
Role type
Senior IC machine learning researcher (quantitative finance)
Builds
Alpha signal generation pipelines and live trading models
Domain
Financial technology / Algorithmic trading
Deliverable
production ML models
Required skills
Deep learning, time-series modeling, Python, data pipeline design, feature engineering, model deployment, backtesting, low-latency optimization
Preferred skills
C++, CUDA, finance/trading domain knowledge, publications, Kaggle competition results
Technologies
Python, ML libraries, streaming tick data systems
Responsibilities
Develop ML-based alpha generation models using high-frequency order book and market microstructure data; Design and maintain data pipelines, preprocessing, and feature extraction workflows tailored to streaming tick data; Research and implement advanced deep learning architectures for short-horizon forecasting and signal extraction; Collaborate with quant researchers and developers to integrate models into live trading environments; Optimise inference latency and robustness; Continuously refine model quality through systematic backtesting, live evaluation, and monitoring
