Quantitative Researcher - Deep Learning

About the Company

XTX Markets is a leading algorithmic trading firm. We build models that forecast prices for more than 53,000 financial instruments across equities, fixed income, currencies, commodities and crypto. Trading here is driven by research, large-scale computation and careful engineering.

Responsibilities

• Design and train deep learning models for large-scale time-series and cross-sectional prediction
• Improve representations, objectives, optimisation, regularisation, uncertainty estimates, evaluation methods or scaling
• Make models more robust under distribution shift and market feedback
• Work with engineers and trading technologists to turn research into production systems
• Learn market structure to ask better modelling questions

Requirements

• Evidence of original technical ability in ML, statistics, mathematics, computer science, or physics
• Deep practical understanding of modern deep learning architectures and optimization
• Strong mathematical and statistical foundations
• Excellent programming ability and comfort with implementation details
• Good experimental taste and ability to form hypotheses
• High standards and intellectual honesty

Preferred Qualifications

• PhD or equivalent research experience in a relevant technical field
• Experience training large models or building ML systems at scale
• Experience in time-series modelling, reinforcement learning, or causal inference
• Experience taking research beyond a prototype

Benefits

• Onsite gym, sauna and fitness classes
• Extensive medical benefits, including onsite doctor and therapist
• Breakfast and lunch provided daily
• Support for caregivers, including emergency dependent care
• 25 days paid holiday per year, plus statutory holidays and paid sick days
• Generous pension contributions