Senior AI/Deep Learning Quantitative Researcher (Options & Futures)

TL;DR

Senior AI/Deep Learning Quantitative Researcher (Options & Futures): Applying state-of-the-art deep learning techniques to options, futures, and structured derivatives markets with an accent on predictive signal generation, execution optimization, and portfolio strategies. Focus on developing reinforcement learning models for market making and hedging, NLP-based models for alternative datasets, and deploying production-ready AI models for real-time alpha generation.

Location: Abu Dhabi, Dubai, Florida, Hong Kong, London, New York, Remote, Singapore, Zug. Remote-first culture with flexibility to work from anywhere.

Company

Rapidly expanding buy-side firm specializing in systematic trading across derivatives and cash markets with AI-driven research.

What you will do

• Develop advanced AI/Deep Learning models for predictive signals in derivatives markets including volatility surfaces and order flow dynamics.
• Apply reinforcement learning to optimize execution strategies, market making, and hedging frameworks.
• Build NLP-based models to extract signals from news sentiment, earnings transcripts, and options order flow.
• Enhance systematic options trading strategies like delta-hedging and volatility arbitrage using deep learning.
• Deploy and optimize AI models in production with real-time inference and adaptation to market conditions.
• Improve research infrastructure including data pipelines, backtesting engines, and model training frameworks.
• Collaborate with portfolio managers to integrate AI signals into risk-managed trading portfolios.
• Publish internal research on deep learning for financial forecasting and explainability of AI strategies.

Requirements

• 5+ years in quantitative research, systematic trading, or AI-driven signal development at top-tier hedge fund, prop firm, or HFT firm.
• Strong track record of alpha generation in derivatives markets with Sharpe ratio and risk-adjusted returns.
• Expertise in AI/Deep Learning frameworks: PyTorch, TensorFlow, JAX, or Hugging Face Transformers.
• Strong Python and C++ programming for low-latency research and execution.
• Advanced degree (PhD preferred) in AI, Machine Learning, Quantitative Finance, or Computational Sciences.
• Deep knowledge of neural networks for time-series, reinforcement learning, generative models, derivatives pricing, market microstructure, and portfolio optimization.

Culture & Benefits

• Key role in AI-first quantitative research team working with top hedge fund PMs and AI researchers.
• Access to exclusive datasets like tick-level options data and alternative data partnerships.
• World-class compute resources for deep learning training and high-performance research.
• Remote-first culture with flexibility to work from anywhere while engaging with top talent.