Quant Researcher - ML - Selby Jennings
eFinancialCareers London
Develops predictive machine learning models for fixed income and credit markets, covering issuer credit deterioration, transaction costs, liquidity forecasting and relative-value opportunities. Also builds LLM-powered document intelligence systems to extract structured data from filings, transcripts and prospectuses, with a strong emphasis on out-of-sample validation, explainability and production data pipelines.