Wintermute - Machine Learning Researcher
Requirements
• Degree in Computer Science, Machine Learning, Applied Mathematics, or similar quantitative discipline. • Strong programming skills in Python and familiarity with ML libraries. • Proven track record applying ML/DL to real-world problems. • Familiarity with time-series modeling, signal extraction, or high-frequency data. • Experience in developing ML infrastructure (data pipelines, experiment tracking, versioning). • Experience in finance, trading, or quantitative research (not required). • Publications, competition results (e.g., Kaggle, academic ML contests), or open-source contributions. • Familiarity with C++, CUDA, or low-latency 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; ensure models behave safely under live market conditions. • Continuously refine model quality through systematic backtesting, live evaluation, and monitoring. • A vibrant working culture with team meals, festive celebrations, gaming events and company wide team building events. • A Wintermute-inspired office in central London, featuring an array of amenities such as table tennis and foosball, personalized desk configurations, a cozy team breakout area with games. • Great company culture: informal, non-hierarchical, ambitious, highly professional with a startup vibe, collaborative and entrepreneurial. • A performance-based compensation with a significant earning potential alongside standard perks like pension and private health insurance. • Although we are unable to accept fully remote candidates, we support significant flexibility about working from home and working hours. • We offer UK work permits and help with relocation
Benefits
• Opportunity to work at one of the world's leading algorithmic trading firms
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