Machine Learning Quant Engineer
London, South East, England, United Kingdom
Michael Page Technology
and implement machine learning models for financial applications, with a focus on derivatives pricing, risk analytics, and market forecasting. Build scalable ML pipelines to process large volumes of financial data efficiently. Develop deep learning architectures for time series prediction, anomaly detection, and pattern recognition in market data. Optimise model performance using techniques such as hyper-parameter tuning, ensemble methods … risk analytics contexts. Technical Proficiency - Expert in Python and familiar with ML frameworks such as PyTorch, TensorFlow, and JAX. Skilled in using tools like scikit-learn, XGBoost, and LightGBM. Data Engineering & Infrastructure Skills - Comfortable working with big data technologies (Spark, Dask), SQL/NoSQL databases, and cloud platforms (AWS, GCP, Azure). Able to build scalable ML … Works effectively with quants and stakeholders to translate financial requirements into ML solutions. Communicates insights clearly and aligns models with strategic business goals. Innovative & Analytical Mindset - Capable of developing data-driven approaches that complement traditional quantitative models and drive measurable impact in pricing and risk analytics. Job Offer A competitive daily rate up to £1200 per day (inside IR35 More ❯
Employment Type: Temporary
Salary: £1,000 - £1,200 per day
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