Machine Learning Researcher

Location: Amsterdam / Remote

Our client is a rapidly growing proprietary trading firm specialising in systematic trading and market-making across global futures markets. Combining a research-first culture with significant investment in technology and infrastructure, the firm empowers researchers to take ownership of ideas and directly influence trading performance. As the business continues to expand, they are seeking an exceptional Machine Learning Researcher to develop next-generation quantitative trading strategies and contribute to the firm's long-term research agenda.

The Opportunity

This is an opportunity to join a highly collaborative team at the intersection of machine learning, quantitative research, and systematic trading. You will work alongside experienced Quant Researchers, Traders, and Technology teams to identify alpha opportunities, build predictive models, and deploy research into live production environments.

The ideal candidate will have a strong academic background in machine learning or a related quantitative field, alongside a demonstrated track record of high-quality research through leading publications, competitive internships, or industry experience.

Responsibilities

Conduct cutting-edge machine learning research for systematic trading and market-making strategies
Develop predictive models using large-scale financial, market microstructure, and alternative datasets
Generate, evaluate, and refine alpha signals across global futures and other liquid markets
Collaborate closely with Quant Researchers, Traders, and Portfolio Managers to translate research into production strategies
Build and enhance research infrastructure, modelling frameworks, and data pipelines
Analyse large and complex datasets to extract meaningful insights and uncover inefficiencies
Present research findings and recommendations to both technical and non-technical stakeholders
Stay at the forefront of developments in machine learning, artificial intelligence, and quantitative finance

Requirements

PhD or Master's degree in Machine Learning, Computer Science, Mathematics, Statistics, Physics, Engineering, or another highly quantitative discipline
Strong foundation in machine learning, statistical modelling, optimisation, and predictive analytics
Excellent Python programming skills with experience working in research environments
Experience handling and analysing large-scale datasets
Ability to thrive in a fast-paced, highly collaborative environment

Preferred Background

Candidates are particularly encouraged to apply if they possess one or more of the following:

Publications at leading machine learning or AI conferences, including NeurIPS, ICML, ICLR and AISTATS
Internship or full-time experience at a leading proprietary trading firm, hedge fund, quantitative trading company, or top-tier technology firm
Academic background from a leading European or global university with a strong reputation in quantitative research and machine learning
Experience applying machine learning techniques to real-world prediction, optimisation, or decision-making problems
Exposure to financial markets, quantitative research, algorithmic trading, or market-making environments

Selby Jennings

Vacatures

ML Researcher - Amsterdam/Remote