Senior Research Engineer – Deep Learning & Time Series My client are a forward-thinking financial organisation looking for a Senior Research Engineer to own the machine learning strategy end to end. This is a rare opportunity to shape the AI direction from the ground up, from research through to production with direct visibility at the leadership level.
Define and lead the deep learning research agenda, with a focus on time series modelling in financial markets Take models from research hypothesis all the way to production-grade, monitored systems Evaluate and apply cutting-edge academic research to real-world financial problems Work closely with quant researchers, engineers, and senior stakeholders to embed ML into core decision-making Help build and mentor a growing research team
Published research in peer-reviewed venues such as IEEE, ICML, NeurIPS, ICLR, or equivalent Deep expertise in time series modelling – financial data experience strongly preferred Proven end-to-end ML experience: data pipelines, model development, deployment, and monitoring Strong Python and ML engineering skills (PyTorch or JAX) PhD in ML, Statistics, Computer Science, or related field (or equivalent research output) Experience in asset management, hedge funds, or quantitative trading Contributions to open-source ML projects Full ownership of ML strategy from day one Dedicated time and support for continued research and publishing Competitive base, performance bonus, and equity Hybrid working, flexible culture, and access to institutional-grade data and compute…