Overview

Senior AI/Deep Learning Quantitative Researcher (Options & Futures) – Buy-Side Firm - Durlston Partners - Remote
Data Scientist
Compensation
€5,209 - €6,945/month
Salary Context: Data Scientist
Market Average: Data Scientist
€2,250€9,000
Market Average: Senior Level
€3,000€9,000
This Offer (Senior)
€6,000€8,000
€2,250€9,000
per month
Location
Remote
Remoteness
Remote
Estimated Expiry
February 10, 2026
Posted: January 6, 2026
Role Level
Senior
Management Tier
No People Management
Job Type
Full-time
Experience
5 years
Required Languages
English
Specialisations
Artificial IntelligenceDeep LearningQuantitative ResearchFinancial Modelling
Job Description
Leading AI-driven quantitative trading research role focusing on deep learning models for derivatives markets, including options and futures, with real-time alpha generation and portfolio optimization.
Company Information
Data shown is based on historical job postings from our database.
Job Details
Requirements
- 5+ years in quantitative research or systematic trading
- Experience with deep learning frameworks (PyTorch, TensorFlow)
- Strong programming skills in Python and C++
- PhD in AI, Machine Learning, or related field
- Knowledge of neural networks, reinforcement learning, generative models
Responsibilities
- Develop deep learning models for derivatives markets
- Apply reinforcement learning for execution strategies
- Build NLP models for alternative datasets
- Enhance systematic options trading strategies
- Deploy AI models in real-time trading environments
Field
Data
Specialisations
- Artificial Intelligence
- Deep Learning
- Quantitative Research
- Financial Modelling
No items to show.
3 days ago

Overview

Senior AI/Deep Learning Quantitative Researcher (Options & Futures) – Buy-Side Firm - Durlston Partners - Remote
Data Scientist
Compensation
€5,209 - €6,945/month
Salary Context: Data Scientist
Market Average: Data Scientist
€2,250€9,000
Market Average: this role level Level
€3,000€9,000
This Offer
€6,000€8,000
€2,250€9,000
per month
Location
Remote
Remoteness
Remote
Estimated Expiry
February 10, 2026
Posted: January 6, 2026
Role Level
Senior
Management Tier
No People Management
Job Type
Full-time
Experience
5 years
Posted: January 6, 2026
Required Languages
English
Specialisations
Artificial IntelligenceDeep LearningQuantitative ResearchFinancial Modelling
Job Description
Leading AI-driven quantitative trading research role focusing on deep learning models for derivatives markets, including options and futures, with real-time alpha generation and portfolio optimization.
Company Information
Data shown is based on historical job postings from our database.
Job Details
Requirements
- 5+ years in quantitative research or systematic trading
- Experience with deep learning frameworks (PyTorch, TensorFlow)
- Strong programming skills in Python and C++
- PhD in AI, Machine Learning, or related field
- Knowledge of neural networks, reinforcement learning, generative models
Responsibilities
- Develop deep learning models for derivatives markets
- Apply reinforcement learning for execution strategies
- Build NLP models for alternative datasets
- Enhance systematic options trading strategies
- Deploy AI models in real-time trading environments
Field
Data
Specialisations
- Artificial Intelligence
- Deep Learning
- Quantitative Research
- Financial Modelling
No items to show.
3 days ago
