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Machine learning researcher - equities

Slough
Augmentti
Posted: 18 May
Offer description

The setup: a HFT prop firm, building an ML-driven mid-frequency (mins>hours) global equities team, hiring in London. Central team (building globally across APAC, EU & US), firm-level commitment, not a pod, not a multi-manager. The team lead came out of one of the best firms in the business at this (you'll have to get in touch to find out which one...).


The hire(s) they're looking to make are \"T-shaped\":

* Deep specialty in one of: modern ML architecture (PhD-levels-of-depth, not \"I ran XGBoost once\"), MFT alpha research (order-book imbalance, signal decay, actual trading-aware intuition), or portfolio construction. Plus enough breadth in the other two to hold your own in the room. It's a small team, with big ideas, and needs people who are hands on and comfortable working across different verticals.
* Startup ethos. If your instinct when you need a piece of code is \"I'll wait for someone to build it,\" this isn't the seat. If it's \"I'll just build it myself this week, then test my idea,\" it probably is.
* Demonstrable ship history. A strategy that went from your head to live PnL, not something you maintained, improved, or co-owned with four other people.


People who probably aren't in the sweet spot:

* Narrow trade-experts. Five years on one strategy with the rest of the stack handled by someone else doesn't transfer to a team this small.
* Comp-first candidates. Package is competitive, but if your first question is what the guarantee looks like, you're probably optimising for the wrong thing. First movers on something like this get outsized upside if it works.


Location: London


There aren't many teams right now who can credibly offer \"MFT ML research built on a world-class HFT execution stack\" as the proposition. Even less that can offer that as part of a genuine start-up business within an already successful, capital unconstrained prop firm expanding into new markets and at the start of a very ambitious, very achievable growth story.


If you're a couple+ years into a big-firm seat and find yourself more resentful than energised by the size around you, it's probably worth a conversation.

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