Machine Learning Quant Engineer - Investment banking

Senior Quant Machine Learning Engineer sought by leading investment bank based in the city of London.

Ready to make your application Please do read through the description at least once before clicking on Apply.
**Inside IR35, 4 days a week on site**
The role:
To lead the design and deployment of ML-driven models across our trading and investment platforms. This is a high-impact, front-office role offering direct collaboration with traders, quant researchers, and technologists at the forefront of financial innovation.
Your Role
Design, build, and deploy state-of-the-art ML models for alpha generation, portfolio construction, pricing, and risk management
Lead ML research initiatives and contribute to long-term modeling strategy across asset classes
Architect robust data pipelines and scalable model infrastructure for production deployment
Mentor junior quants and engineers; contribute to knowledge-sharing and model governance processes
Stay current with cutting-edge ML research (e.g., deep learning, generative models, reinforcement learning) and assess applicability to financial markets
Collaborate closely with cross-functional teams, including traders, data engineers, and software developers
What We're Looking For
Required:
7+ years of experience in a quant/ML engineering or research role within a financial institution, hedge fund, or tech firm
Advanced degree (PhD or Master's) in Computer Science, Mathematics, Physics, Engineering, or related discipline
Strong expertise in modern ML techniques: time-series forecasting, deep learning, ensemble methods, NLP, or RL
Expert-level programming skills in Python and strong understanding of software engineering best practices
Experience deploying ML models to production in real-time or high-frequency environments
Deep understanding of financial markets and quantitative modeling
Preferred:
Experience in front-office roles or collaboration with trading desks
Familiarity with financial instruments across asset classes (equities, FX, fixed income, derivatives)
Experience with distributed computing frameworks (e.g., Spark, Dask) and cloud-native ML pipelines
Exposure to LLMs, graph learning, or other advanced AI methods
Strong publication record or open-source contributions in ML or quantitative finance
Please apply within for further details or call on 07393149627
Alex Reeder
Harvey Nash Finance & Banking

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