Summary

Develop applied machine learning models and alpha-generation pipelines using high-frequency market data at Wintermute. The role is London-based with significant flexibility to work from home and adjust working hours.

Responsibilities

• Develop alpha models from high-frequency market data
• Build tick-data preprocessing and feature pipelines
• Research deep learning architectures for short-horizon forecasting
• Integrate models into live trading environments
• Optimise inference latency and live model robustness
• Backtest, evaluate, and monitor trading models