G-Research is seeking an expert NLP researcher to work on large text corpora using advanced machine learning techniques and Large Language Models to predict financial market behavior. The ideal candidate will have strong academic or industry experience in NLP, deep understanding of machine learning principles, and the ability to apply theoretical insights to real-world financial data.
Primary responsibilities include working alongside NLP experts and quantitative researchers to analyze extensive text datasets, develop advanced NLP models, and create predictive features from real-time text feeds that can anticipate financial market movements. The researcher will leverage state-of-the-art Large Language Models and domain-specific adaptation techniques to extract meaningful insights.
Required experience encompasses expert-level knowledge in Natural Language Processing, demonstrated research excellence, strong programming skills in Python, proficiency with machine learning libraries like PyTorch, and familiarity with advanced NLP techniques such as Domain Adaptive PreTraining, Instruction Fine Tuning, and Low Rank Adaptation. Candidates should have a Masters or PhD in NLP, machine learning, computer science, mathematics, or related quantitative fields, with publication experience at leading conferences like ACL, EMNLP, NeurIPS, and ICML.
The role offers a highly competitive compensation package including annual discretionary bonus, 35 days of annual leave, 9% company pension contributions, comprehensive healthcare, life assurance, cycle-to-work scheme, dedicated barista bar, lunch provisions, and a dynamic work environment that cultivates world-beating ideas. G-Research provides an informal dress code, excellent work-life balance, and monthly company events, making it an attractive opportunity for top-tier NLP researchers seeking to apply cutting-edge machine learning techniques in the financial domain.
