Senior AI/Deep Learning Quantitative Researcher

Join an elite research team at the forefront of AI-driven quantitative trading. This role focuses on applying state-of-the-art deep learning techniques to options, futures, and structured derivatives markets, with direct exposure to real-time alpha generation, portfolio optimization, and execution strategies. You will develop cutting-edge models for forecasting market dynamics and optimizing trade execution in a systematic, data-driven framework. Develop advanced AI/Deep Learning models for predictive signal generation in derivatives markets (volatility surfaces, term structure forecasting, order flow dynamics). Apply reinforcement learning to optimize execution strategies, market making, and hedging frameworks. Build and refine NLP-based models for extracting signals from alternative datasets (news sentiment, earnings call transcripts, options order flow). Enhance systematic options trading strategies (e.g., delta-hedging, volatility arbitrage, statistical arbitrage) using deep learning-based predictive frameworks. Deploy and optimize AI models in production with real-time inference and model adaptation to changing market conditions. Improve research infrastructure (scalable data pipelines, high-performance backtesting engines, deep learning model training frameworks). Collaborate with portfolio managers and execution teams to integrate AI-driven signals into risk-managed trading portfolios. Publish internal research on deep learning architectures for financial time series forecasting, reinforcement learning for derivatives trading, and explainability of AI-driven strategies.