Quantitative Developer, Research & ML Engineering
Millennium Management
Salary: £36,000 - 76,000 per year
Requirements
- Masters or PhD/Post doctorate in Computer Science, Mathematics, Statistics, Engineering, Physics, or a related quantitative discipline, from a leading institution
- 3+ years of professional experience in software engineering, quantitative development, or a related computational role
- Experience developing and validating machine learning models on large, complex datasets, across both classical and deep learning approaches, in industry or academia
- Experience building distributed computing systems for machine learning applications
- Strong Python programming skills beyond the standard research stack, including parallelism, distributed compute, and native acceleration such as Python or C++ bindings
- Familiarity with C++ is a strong plus, alongside the software engineering fundamentals to pick it up quickly
- Experience building data-intensive tools, research workflows, or model development infrastructure
- Strong Linux development experience
- Experience building agentic AI systems, including tool use, orchestration, and evaluation
- Experience with backtesting and awareness of common research pitfalls such as overfitting, lookahead bias, and survivorship bias
- Understanding of systematic trading strategies and quantitative research workflows
- Knowledge of market microstructure
- Experience supporting production research workflows or model deployment in a front-office environment
Responsibilities
- Design, train, and productionize large-scale machine learning models across both classical and deep learning approaches, applied to high-frequency data
- Enhance and optimize our end-to-end machine learning pipeline, from large-scale data processing and distributed computation to scalable parameter search and validation
- Contribute to improving the speed, scalability, and reliability of our wider signal development environment, ensuring consistent and efficient migration from research to production
- Partner with broader technology teams to make effective use of shared internal platforms and services
Technologies
- Agentic AI
- AI
- Linux
- Machine Learning
- Python
We are a top-tier global hedge fund with a strong commitment to leveraging market innovations in technology and data to deliver high-quality returns. We are hiring for a collaborative and entrepreneurial systematic macro pod based in London, where the role focuses on machine learning research engineering, high-frequency market data, and building the research and compute infrastructure behind our models. The position works closely with our Senior Portfolio Manager to turn models into live trading signals.
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