G-Research is seeking a talented Machine Learning Researcher to work in their Quantitative Research team in London. The role involves challenging the efficient market hypothesis using advanced ML techniques, massive compute power, and extensive data analysis, with opportunities to develop novel algorithms and explore cutting-edge research.
Primary responsibilities include developing and testing innovative machine learning algorithms to predict financial market movements, utilizing state-of-the-art techniques from recent academic conferences, and exploring complex data sets with near-infinite computational resources.
Required experience includes a post-graduate degree in machine learning or related disciplines, proven expertise in deep learning, reinforcement learning, non-convex optimization, and strong programming skills in Python. Candidates should demonstrate exceptional mathematical reasoning, the ability to develop custom models, and ideally have publications at top conferences like NeurIPS or ICML.
The role offers a highly competitive compensation package including annual discretionary bonus, comprehensive healthcare, 35 days of annual leave, 9% pension contributions, cycle-to-work scheme, monthly company events, and an opportunity to work in a dynamic, collaborative research environment that values innovation and rewards world-beating ideas.
