Machine Learning Quant Engineer - Investment banking/ XVA
Posted 4 days ago by 1764666288
£1,200 Per day
Inside
Onsite
London
Summary: Senior Quant Machine Learning Engineer position at a leading investment bank in London, focusing on the design and deployment of machine learning models for trading and investment platforms. The role involves collaboration with traders and researchers, emphasizing high-impact contributions in a front-office environment. Candidates are expected to have extensive experience in quantitative and machine learning engineering within financial institutions. The position is classified as inside IR35 and requires on-site work four days a week.
Key Responsibilities:
- 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
Key Skills:
- 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
Salary (Rate): £1200 per day
City: London
Country: United Kingdom
Working Arrangements: on-site
IR35 Status: inside IR35
Seniority Level: Senior
Industry: IT
Senior Quant Machine Learning Engineer sought by leading investment bank based in the city of London.
**Inside IR35, 4 days a week on site**
The role:
To lead the design and deployment of ML-driven models across our trading and investment platforms. This is a high-impact, front-office role offering direct collaboration with traders, quant researchers, and technologists at the forefront of financial innovation.
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