Posted 14 days ago
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**Deep Learning Researcher:** Lead pioneering research in deep learning for financial time series forecasting at a top HFT firm's greenfield AI Labs. Key responsibilities include advancing frontier research, collaborating with a small team of experts, and influencing business and team strategy. Required skills: 2+ years in quant research, 2+ years in machine learning or deep learning, multiple top-tier publications, and excellent communication. Apply today for a rare, significant opportunity in pure ML research in finance.
- Compensation
- Not specified
- City
- New York City
- Country
- United States, China
Currency: Not specified
Full Job Description
Durlston Partners are working closely with a top HFT firm who are building a greenfield AI Labs across New York & Shanghai, inspired by HRTs AI Labs. Theyre targeting senior researchers with both quant and ML/DL depth.
Key details:
- Apply frontier deep-learning research to financial time series forecasting, end-to-end
- Build alongside a small team of strong ML researchers
- Real influence over how the team and business get built (with 7-figure comp to match)
Who you are:
- 2+ years in high-to-mid frequency research, ideally on the buy-side
- 2+ years of machine learning or deep learning research/engineering, whether in finance or tech
- Multiple publications in top-tier journals and conferences (e.g., IEEE, NeurIPS), ideally with over 1,000 citations
- Excellent communication skills
Whether or not youre actively looking, this is the kind of seat that comes up once in a blue moon: pure ML research in finance, without politics or infra drag. If youve been waiting to work on greenfield research at significant scale, this could be a great fit.
