The role
Applying machine learning to price prediction across equities, FX and futures at scale. Model quality is measured on live trading, with large datasets and substantial compute behind it.
What the work involves
- Design and train models for short-horizon price prediction
- Build features from high-frequency market data
- Run careful validation across instruments and regimes
- Work with engineers to put models into the live path
What firms look for
- Strong machine learning background, research or industrial
- Python and a deep learning framework, used on real data at scale
- Rigour about validation, leakage and reproducibility
- Interest in markets; prior finance experience is not required
- Comfort working on problems with a low signal-to-noise ratio
This description is written by QuantStep from what the role involves, and is not the firm's own posting. Applications go to XTX Markets directly — QuantStep is not the employer, does not receive applications and is not a recruiter. Requirements, compensation and availability are the firm's to state, so check the posting before applying.