Research Scientist, Market Dynamics

About the role

The Markets Group builds systems that read markets as they move. You will work at the intersection of representation learning and market microstructure, on models that are evaluated against reality every trading day.

What you'll do

• 01Design architectures for cross-asset sequence modelling.
• 02Build evaluation that measures mechanism, not just backtest performance.
• 03Collaborate with research engineering to train at scale.
• 04Turn model insight into deployable decision systems.

What we look for

• ◇PhD or equivalent experience in ML, statistics, physics, or a quantitative field.
• ◇Depth in sequence modelling or time-series representation learning.
• ◇Comfort reasoning about risk, not just returns.
• ◇A bias toward systems that survive contact with the real world.