Location: London, UK
Domain Focus: Global Macro, Multi-Asset Class Alpha Signal Generation, Portfolio Optimisation
Experience: 4+ years experience in a top-tier quantitative firm.
International Talent: Yes, international applicants are encouraged.
These roles are for a professional with a global perspective, ready to apply their sophisticated expertise in machine learning to London’s prestigious financial markets.
Are you interested in joining environments where your research will directly influence strategies with a substantial AUM? Individuals who are seeking to combine intellectual rigor with real-world impact, shaping the future of quantitative and discretionary trading should take this opportunity seriously.
🔷 The Profile – Your Expertise
We’re looking for professionals with a global perspective, skilled in applying advanced machine learning techniques to financial data. They have a demonstrable history of developing and deploying sophisticated models in institutional settings, with deep expertise in risk management and the ability to integrate cutting-edge research into scalable, robust trading platforms that meet the highest standards of institutional finance.
Career Path:
- Career trajectories focused on applying ML to solve complex problems in global, institutional trading environments.
- Histories of delivering high-impact projects that directly influence multi-million-dollar portfolios.
Projects And Performance:
- Experience developing models for global macro, equity, or FX strategies within highly regulated environments.
- Proven records of backtesting and validating models against diverse historical and real-time datasets.
Professional Skills:
- Exceptional communication abilities to explain technical complexities and risk profiles to portfolio managers and senior leadership.
- Expertise in project management within formal, institutional frameworks.
Technical Prowess:
- Fluency in Python with strong command of machine learning libraries.
- Familiarity with production-level code, version control (e.g., Git), and high-performance computing environments.
- Contributions to the development of systematic trading strategies that have been successfully deployed.
- Histories of rigorous model validation and performance analysis, with emphasis on avoiding overfitting and managing risk.
Qualifications, Licenses And Academic Achievements:
- Ph.D. in a quantitative field highly preferred.
- Published research in top-tier academic journals or conferences is a significant plus.
🔷 Who You Are And What We Need
- Collaborative professionals who thrive in sophisticated, multi-disciplinary team settings.
- Fit cultures that value intellectual honesty, institutional stability, and a global perspective.
- Highly motivated individuals with strong accountability and commitment to institutional-grade research and implementation.
- Adaptable mindsets, capable of navigating dynamic regulatory and market environments in global financial hubs.
If you're ready to lead with conviction and build something enduring, we want to hear from you.
Apply Above Or Connect Directly:
| www.aaaglobal.co.uk
Discreet conversations are always welcome (if concerned contact us directly)
