Do you want to tackle the biggest questions in finance with near infinite compute power at your fingertips?
G-Research is a leading quantitative research and technology firm, with offices in London and Dallas. We are proud to employ some of the best people in their field and to nurture their talent in a dynamic, flexible and highly stimulating culture where world-beating ideas are cultivated and rewarded.
This is a hybrid role based in our new Soho Place office – opened in 2023 - in the heart of Central London and home to our Research Lab.
The role
Our mission is to develop models to forecast financial time series. This is a challenging and highly competitive space so rather than deploy standard methods off the shelf you will likely need to extend classical methods or develop entirely new techniques. Our problems are well-defined and success is highly measurable and has direct impact on the business.
You will have access to vast amounts of data (both structured and unstructured), large computing resources and a world class research platform. You will apply machine learning methods drawn from diverse areas such as neural networks, reinforcement learning, deep learning, non-convex optimisation, Bayesian non-parametrics, NLP and approximate inference. We read the latest publications in the field and discuss them within the firm's vibrant research community. We attend the leading conferences worldwide (e.g. NIPS, ICML, ACL etc.).
This is a pure research role where you will be able to develop and test your ideas with real-world data in an environment that resembles academia.
Who are we looking for?
The ideal candidate will at minimum have experience in the following areas:
Why should you apply?
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