Overview
Senior Quant Machine Learning Engineer sought by leading investment bank based in the city of London.
Inside IR35, 4 days a week on site.
Your Role
* Design, build, and deploy state-of-the-art ML models for alpha generation, portfolio construction, pricing, and risk management
* Lead ML research initiatives and contribute to long-term modeling strategy across asset classes
* Architect robust data pipelines and scalable model infrastructure for production deployment
* Mentor junior quants and engineers; contribute to knowledge-sharing and model governance processes
* Stay current with cutting-edge ML research (e.g., deep learning, generative models, reinforcement learning) and assess applicability to financial markets
* Collaborate closely with cross-functional teams, including traders, data engineers, and software developers
What We're Looking For
Required:
* 7+ years of experience in a quant/ML engineering or research role within a financial institution, hedge fund, or tech firm
* Advanced degree (PhD or Master’s) in Computer Science, Mathematics, Physics, Engineering, or related discipline
* Strong expertise in modern ML techniques: time-series forecasting, deep learning, ensemble methods, NLP, or RL
* Expert-level programming skills in Python and strong understanding of software engineering best practices
* Experience deploying ML models to production in real-time or high-frequency environments
* Deep understanding of financial markets and quantitative modeling
Preferred:
* Experience in front-office roles or collaboration with trading desks
* Familiarity with financial instruments across asset classes (equities, FX, fixed income, derivatives)
* Experience with distributed computing frameworks (e.g., Spark, Dask) and cloud-native ML pipelines
* Exposure to LLMs, graph learning, or other advanced AI methods
* Strong publication record or open-source contributions in ML or quantitative finance
Please apply within for further details or call on 07393149627.
Alex Reeder
Harvey Nash Finance & Banking
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