full-time
ML Quant Researcher
Selby Jennings
- Employer
- Selby Jennings
- Location
- London
- Working pattern
- on-site
- Salary
- £120,000–£170,000 / year
About the role
Research and develop machine-learning-driven alpha signals, predictive models, and systematic trading strategies using large financial datasets. Validate model robustness through backtesting and out-of-sample testing, analyze performance across market regimes, and collaborate with researchers, portfolio managers, and engineers to bring strategies into production. Candidates should have strong expertise in machine learning, statistics, and quantitative modeling, with excellent foundations in probability, linear algebra, and optimization. Strong Python programming and experience with ML frameworks are expected; a master's or PhD in a quantitative discipline is highly desirable, while hedge fund or systematic trading experience is advantageous.