Machine Learning Researcher
Wintermute, London
What you will do
- 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.