Data Scientist
Quantitative Researcher / Ml Engineer, 12 Years
Quantitative Researcher / ML Engineer, 12 years in systematic trading, statistical modelling, and applied ML. Currently at Geneva Trading running short-horizon alpha strategies (Sharpe 1.9-2.4) across equities and crypto futures, with full ownership of signal research, microstructure features, and live execution. Prior: Lead ML at Yandex (production LLM / NLP pipelines, 3M+ requests/day at 30ms P50, 6x distillation), 8 ML projects at AWS ClearScale across finance and forecasting. London-based. Open to remote, B2B contract engagements via sole proprietorship. Immediate start. Comfortable across UK / EU / US business hours. Core stack: Python, XGBoost / LightGBM / CatBoost, LSTM, PyTorch, scikit-learn, BERT, GPT. MLOps: Docker, Kubernetes, AWS (SageMaker, S3, EC2, Lambda), MLflow, Airflow, FastAPI, low-latency systems. Quant: alpha research, statistical arbitrage, signal generation, market microstructure, order flow imbalance, backtesting, execution analysis, slippage / latency modelling, Sharpe / Sortino / max drawdown, factor models, time series, Kalman filters, portfolio construction.
Experience: 11 years
Yearly salary: $150,000
Hourly rate: $100
Nationality: 🇬🇧 United Kingdom
Residency: 🇬🇧 United Kingdom