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Quantitative Researcher (Machine Learning)

Thurn Partners
London
3 days ago
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Company: A leading quantitative hedge fund specialising in high-frequency strategies across global equities, futures, and options markets.

Location: London, United Kingdom.

Brief: The firm is a building a specialist, ML-driven HFT team covering equity and futures markets.


Responsibilities:

  • Design, build, and backtest machine learning models to generate alpha in low-latency settings.
  • Work closely with infrastructure and execution teams to integrate models into production.
  • Engage in data engineering and feature engineering: sourcing, cleaning, and transforming vast streams of market/alternative/microstructure/tick-level data.
  • Develop strategies that adapt to market microstructure dynamics (e.g. order flow, market impact, latency arbitrage, predictive of short-term price movements).
  • Conduct rigorous risk assessments and monitor/maintain live performance.


Requirements:

  • Advanced degree (PhD/MSc) in a quantitative discipline: Mathematics, Physics, Statistics, Computer Science, or similar.
  • Strong background inmachine learning, deep learning, and statistical modelling(e.g., gradient boosting, neural networks, reinforcement learning).
  • Proficiency in Python, C++, and high-performance computing environments.
  • Experience with financial time-series analysis, market microstructure, or electronic trading preferred.

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