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Research Scientist/Research Engineer, Reinforcement Learning

Chicago💼 Full-time💰 $200,000–$200,000🗓 2026-08-26 → 2026-09-26

Core

Conduct original reinforcement learning research and own the systems that turn it into production trading by designing policy architectures, reward formulations, and objective horizons.

Role type

Senior IC research scientist/research engineer (reinforcement learning)

Builds

Production trading systems and ML-powered trading infrastructure

Domain

Financial markets / Reinforcement learning

Deliverable

production ML models

Required skills

Reinforcement learning, Deep learning, Python, C++, Mathematics, Statistics, PyTorch, TensorFlow, JAX

Preferred skills

None explicitly stated

Technologies

PyTorch, TensorFlow, JAX

Responsibilities

Design and evaluate policy architectures, reward formulations, and objective horizons with rigorous out-of-sample benchmarking; Partner with trading and research teams to integrate alpha signals within the RL framework; Ensure simulation fidelity against live trading by modeling market microstructure, fill dynamics, liquidity, and latency; Build efficient tooling to store, process, and analyze large volumes of market and signal data; Communicate findings to technical and trading audiences.

Seniority

Senior, hands-on IC

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