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Senior AI/ML Quant Research Engineer (Fintech)

Формат работы
onsite
Тип работы
fulltime
Грейд
senior
Английский
b2
Страна
Singapore
Вакансия из списка Hirify.GlobalВакансия из Hirify Global, списка международных tech-компаний
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Описание вакансии

Текст:
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TL;DR
Senior AI/ML Quant Research Engineer (Fintech): Researching, developing, and deploying cutting-edge AI/ML models to solve complex predictive challenges across the firm with an accent on driving commercial impact. Focus on developing sophisticated alpha-generation models and engineering state-of-the-art market-making and pricing systems.

Location: Singapore

Company

hirify.global is a leading global investment banking, securities and investment management firm.

What you will do

  • Spearhead the end-to-end lifecycle of AI/ML models, from initial research and ideation through to production deployment, with a clear focus on driving measurable commercial impact.
  • Design, train, and validate novel models for predictive tasks in complex financial time series, including deep learning, reinforcement learning, and state-space models.
  • Integrate and advance state-of-the-art XAI methodologies to ensure model transparency, interpretability, and robustness.
  • Engineer and maintain high-quality, production-grade code and resilient data pipelines for high-volume, low-latency financial data.

Requirements

  • A Ph.D. or Master’s degree in a quantitative discipline such as Computer Science, Statistics, Quantitative Finance, Mathematics, Physics, or Electrical Engineering.
  • Expert-level programming proficiency in Python and deep experience with its scientific computing and machine learning ecosystem (e.g., NumPy, Pandas, Scikit-learn, PyTorch, TensorFlow).
  • A profound theoretical and applied understanding of machine learning techniques, including LLMs, deep learning architectures, reinforcement learning, probabilistic models, and classical statistical methods.
  • Proven ability to independently conduct research, manage complex datasets, and solve challenging, open-ended problems with a data-driven approach.
  • Exceptional communication and interpersonal skills, with the ability to articulate complex technical concepts to both specialist and non-specialist audiences.

Nice to have

  • Min. 8 years of distinguished professional or academic research experience, demonstrated by a track record of building and fine-tuning large-scale deep learning models (e.g., Transformers) for sequential or time-series data.
  • Prior experience in quantitative role at a leading buy-side or sell-side institution (e.g., quantitative trading, statistical arbitrage, high-frequency market making).
  • Direct, hands-on experience applying foundation models (e.g., LLMs) and transfer learning techniques to novel, non-NLP domains.

Culture & Benefits

  • Committed to fostering and advancing diversity and inclusion in our own workplace and beyond.
  • Ensuring every individual within our firm has a number of opportunities to grow professionally and personally.
  • Training and development opportunities and firmwide networks to benefits, wellness and personal finance offerings and mindfulness programs.

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