Quantitative Researcher in Natural Language Processing (NLP)

Key Skills

Java Programming, Python Programming, C++, C Programming, SQL, Cloud computing, Scala Programming, Machine learning techniques, Data science techniques, MATLAB Programming, PyTorch, TensorFlow, R Programming

Job Description

G-Research is Europe’s leading quantitative finance research firm. We hire the brightest minds in the world to tackle some of the biggest questions in finance. We pair this expertise with machine learning, big data, and some of the most advanced technology available to predict movements in financial markets.

The role

We research systematic investment ideas that predict the future of financial markets, applying scientific techniques to find patterns in large, noisy and rapidly changing real-world data sets. We use the latest machine learning modelling techniques, robust statistical analysis and pattern recognition to analyse thousands of asset price time series, extracting deep insights from big data. Our core business is to try and beat the efficient market hypothesis with the full “big data” tool set.

We also build on the latest academic research into optimisation methods to find innovative solutions to the complexities that Markowitz ignored. The exceptional intellectual standard of our research is made possible by our world leading simulation and back testing infrastructure, which uses advanced mathematical techniques and powerful software tools for portfolio construction and market microstructure analysis.

This is a pure research role that would suit those who enjoy finding relationships in large data sets and working out how to interpret these results.

Who are we looking for?

• The ideal candidate will be an expert in Natural Language Processing, through academic or industry experience (or both).
• You will join a team of quantitative researchers working on very large text-based data sets, applying the latest techniques for entity recognition and sentiment extraction, with the goal of identifying features of real time text feeds that can we used to predict future behaviour of financial markets.
• You will play an active role in building and improving our NLP pipeline.
• You will have an interest in applying mathematical concepts to real world financial problems, and implementing theoretical insights as working code.
• You will have, or be working towards gaining, a Masters or PhD degree in a highly quantitative subject (mathematics, statistics, computer science, physics or engineering). PhDs in NLP are especially desirable.
• Publications at leading NLP conferences such as NIPS, ICML, NLP and ACL will also be an advantage.

Previous financial experience is not required, although interest in finance and the motivation to rapidly learn more is a prerequisite for working here.

Why should you apply?

• Highly competitive compensation plus annual discretionary bonus
• Lunch provided (via Just Eat for Business) and dedicated barista bar
• 30 days’ annual leave
• 9% company pension contributions
• Informal dress code and excellent work/life balance
• Comprehensive healthcare and life assurance
• Cycle-to-work scheme
• Monthly company events

G-Research is committed to cultivating and preserving an inclusive work environment. We are an ideas-driven business and we place great value on diversity of experience and opinions.