PhD/Post-Doctoral Researcher ML Quantitative Researcher
other jobs eFinancialCareers
Added before 4 Days
- England,London,City of London
- Full Time, Permanent
- Competitive salary
Job Description:
£350000 GBP
Discretionary Bonus
Onsite WORKING
Location: Offices also in NYC/Miami/Chicago , Central London, Greater London - United Kingdom Type: Permanent
PhD/Postdoc ML Quantitative Researcher
Role Overview:
My client is a leading global market-maker who are searching for exceptional ML Quantitative Researchers to join high-impact teams focused on systematic trading, predictive modelling, and machine learning research. These roles offer the opportunity to work in fast-paced, collaborative environments where research is directly connected to live PnL.
Teams vary in focus - from FX-driven research groups to multi-asset portfolio construction and optimization, but all are looking for individuals with Post-Doctoral Research, technical depth, and a passion for markets.
Key Responsibilities as a Quant Researcher: *Conduct statistical and machine learning research on large, high-dimensional datasets (including alternative data)
*Develop and improve predictive models, trading signals, and systematic strategies
*Backtest and deploy models in live trading environments
*Contribute to portfolio optimization and risk modeling
*Collaborate with engineers and traders to refine models and drive performance
*Continuously iterate based on model behavior, market dynamics, and new data
Ideal Candidate Profile as a Quant Researcher: *Currently completing or recently completed a PhD or Postdoc in mathematics, statistics, physics, computer science, engineering, or related quantitative fields
*Strong background in statistical modeling, machine learning, and data analysis
*Proficiency in Python and at least one compiled language (e.g., C++)
*Experience working in a data-driven research environment with practical application
*Strong analytical thinking and a track record of solving complex problems
*Excellent communication skills - able to clearly articulate complex ideas
Preferred Experience: *Exposure to financial markets, portfolio construction, or trading strategy development
*Familiarity with time-series analysis, NLP, or pattern recognition techniques
*Experience with additional tools such as R, MATLAB, or ML frameworks
Additional Achievements: *Participation or accolades in elite quantitative competitions (e.g., International Mathematical Olympiad, Putnam Competition, ICPC, Kaggle, or other national/international math and coding contests)
*Top academic performance, such as graduating first in class, Dean’s List, or ranked in the top percentile of degree cohort
*Publication record in top-tier journals or conferences (e.g., NeurIPS, ICML, JMLR, etc.)
*Awards, fellowships, or grants recognizing exceptional academic or research performance
Discretionary Bonus
Onsite WORKING
Location: Offices also in NYC/Miami/Chicago , Central London, Greater London - United Kingdom Type: Permanent
PhD/Postdoc ML Quantitative Researcher
Role Overview:
My client is a leading global market-maker who are searching for exceptional ML Quantitative Researchers to join high-impact teams focused on systematic trading, predictive modelling, and machine learning research. These roles offer the opportunity to work in fast-paced, collaborative environments where research is directly connected to live PnL.
Teams vary in focus - from FX-driven research groups to multi-asset portfolio construction and optimization, but all are looking for individuals with Post-Doctoral Research, technical depth, and a passion for markets.
Key Responsibilities as a Quant Researcher: *Conduct statistical and machine learning research on large, high-dimensional datasets (including alternative data)
*Develop and improve predictive models, trading signals, and systematic strategies
*Backtest and deploy models in live trading environments
*Contribute to portfolio optimization and risk modeling
*Collaborate with engineers and traders to refine models and drive performance
*Continuously iterate based on model behavior, market dynamics, and new data
Ideal Candidate Profile as a Quant Researcher: *Currently completing or recently completed a PhD or Postdoc in mathematics, statistics, physics, computer science, engineering, or related quantitative fields
*Strong background in statistical modeling, machine learning, and data analysis
*Proficiency in Python and at least one compiled language (e.g., C++)
*Experience working in a data-driven research environment with practical application
*Strong analytical thinking and a track record of solving complex problems
*Excellent communication skills - able to clearly articulate complex ideas
Preferred Experience: *Exposure to financial markets, portfolio construction, or trading strategy development
*Familiarity with time-series analysis, NLP, or pattern recognition techniques
*Experience with additional tools such as R, MATLAB, or ML frameworks
Additional Achievements: *Participation or accolades in elite quantitative competitions (e.g., International Mathematical Olympiad, Putnam Competition, ICPC, Kaggle, or other national/international math and coding contests)
*Top academic performance, such as graduating first in class, Dean’s List, or ranked in the top percentile of degree cohort
*Publication record in top-tier journals or conferences (e.g., NeurIPS, ICML, JMLR, etc.)
*Awards, fellowships, or grants recognizing exceptional academic or research performance
Job number 3454966
Increase your exposure to recruiters with ProJobs
Thousands of recruiters are looking for you in the Job Master profile database, increase your exposure 4 times with a ProJob subscription
You can cancel your subscription at any time.